ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 01-Oct-2012
Day Change Summary
Previous Current
28-Sep-2012 01-Oct-2012 Change Change % Previous Week
Open 842.0 833.2 -8.8 -1.0% 850.3
High 842.1 845.3 3.2 0.4% 855.2
Low 832.1 830.5 -1.6 -0.2% 827.9
Close 834.4 837.4 3.0 0.4% 834.4
Range 10.0 14.8 4.8 48.0% 27.3
ATR 10.4 10.7 0.3 3.1% 0.0
Volume 119,103 127,968 8,865 7.4% 626,028
Daily Pivots for day following 01-Oct-2012
Classic Woodie Camarilla DeMark
R4 882.3 874.5 845.5
R3 867.3 859.8 841.5
R2 852.5 852.5 840.0
R1 845.0 845.0 838.8 848.8
PP 837.8 837.8 837.8 839.5
S1 830.3 830.3 836.0 834.0
S2 823.0 823.0 834.8
S3 808.3 815.3 833.3
S4 793.3 800.5 829.3
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 921.0 905.0 849.5
R3 893.8 877.8 842.0
R2 866.5 866.5 839.5
R1 850.5 850.5 837.0 844.8
PP 839.3 839.3 839.3 836.3
S1 823.3 823.3 832.0 817.5
S2 811.8 811.8 829.5
S3 784.5 795.8 827.0
S4 757.3 768.5 819.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 855.2 827.9 27.3 3.3% 14.0 1.7% 35% False False 129,520
10 857.1 827.9 29.2 3.5% 11.0 1.3% 33% False False 122,756
20 865.4 801.8 63.6 7.6% 11.0 1.3% 56% False False 87,837
40 865.4 785.0 80.4 9.6% 7.8 0.9% 65% False False 43,945
60 865.4 759.8 105.6 12.6% 5.8 0.7% 73% False False 29,353
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.9
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 908.3
2.618 884.0
1.618 869.3
1.000 860.0
0.618 854.5
HIGH 845.3
0.618 839.8
0.500 838.0
0.382 836.3
LOW 830.5
0.618 821.3
1.000 815.8
1.618 806.5
2.618 791.8
4.250 767.5
Fisher Pivots for day following 01-Oct-2012
Pivot 1 day 3 day
R1 838.0 837.8
PP 837.8 837.5
S1 837.5 837.5

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

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