ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 24-Sep-2012
Day Change Summary
Previous Current
21-Sep-2012 24-Sep-2012 Change Change % Previous Week
Open 850.5 850.3 -0.2 0.0% 861.5
High 857.1 854.0 -3.1 -0.4% 861.5
Low 850.5 845.4 -5.1 -0.6% 842.2
Close 851.8 849.8 -2.0 -0.2% 851.8
Range 6.6 8.6 2.0 30.3% 19.3
ATR 9.2 9.1 0.0 -0.5% 0.0
Volume 114,593 106,393 -8,200 -7.2% 650,222
Daily Pivots for day following 24-Sep-2012
Classic Woodie Camarilla DeMark
R4 875.5 871.3 854.5
R3 867.0 862.8 852.3
R2 858.3 858.3 851.5
R1 854.0 854.0 850.5 852.0
PP 849.8 849.8 849.8 848.8
S1 845.5 845.5 849.0 843.3
S2 841.3 841.3 848.3
S3 832.5 836.8 847.5
S4 824.0 828.3 845.0
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 909.8 900.0 862.5
R3 890.5 880.8 857.0
R2 871.3 871.3 855.3
R1 861.5 861.5 853.5 856.8
PP 851.8 851.8 851.8 849.5
S1 842.3 842.3 850.0 837.3
S2 832.5 832.5 848.3
S3 813.3 822.8 846.5
S4 794.0 803.5 841.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 857.1 842.2 14.9 1.8% 8.0 0.9% 51% False False 115,993
10 865.4 829.6 35.8 4.2% 10.3 1.2% 56% False False 110,245
20 865.4 799.2 66.2 7.8% 9.5 1.1% 76% False False 55,477
40 865.4 766.0 99.4 11.7% 6.3 0.7% 84% False False 27,755
60 865.4 759.8 105.6 12.4% 4.5 0.5% 85% False False 18,560
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 890.5
2.618 876.5
1.618 868.0
1.000 862.5
0.618 859.3
HIGH 854.0
0.618 850.8
0.500 849.8
0.382 848.8
LOW 845.5
0.618 840.0
1.000 836.8
1.618 831.5
2.618 823.0
4.250 808.8
Fisher Pivots for day following 24-Sep-2012
Pivot 1 day 3 day
R1 849.8 849.8
PP 849.8 849.8
S1 849.8 849.8

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These figures are updated between 7pm and 10pm EST after a trading day.

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