ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 08-Oct-2012
Day Change Summary
Previous Current
05-Oct-2012 08-Oct-2012 Change Change % Previous Week
Open 842.0 840.1 -1.9 -0.2% 833.2
High 852.1 840.2 -11.9 -1.4% 852.1
Low 837.8 833.5 -4.3 -0.5% 830.5
Close 839.0 836.0 -3.0 -0.4% 839.0
Range 14.3 6.7 -7.6 -53.1% 21.6
ATR 11.0 10.7 -0.3 -2.8% 0.0
Volume 103,082 67,660 -35,422 -34.4% 548,082
Daily Pivots for day following 08-Oct-2012
Classic Woodie Camarilla DeMark
R4 856.8 853.0 839.8
R3 850.0 846.3 837.8
R2 843.3 843.3 837.3
R1 839.8 839.8 836.5 838.0
PP 836.5 836.5 836.5 835.8
S1 833.0 833.0 835.5 831.5
S2 829.8 829.8 834.8
S3 823.3 826.3 834.3
S4 816.5 819.5 832.3
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 905.3 893.8 851.0
R3 883.8 872.3 845.0
R2 862.3 862.3 843.0
R1 850.5 850.5 841.0 856.3
PP 840.5 840.5 840.5 843.5
S1 829.0 829.0 837.0 834.8
S2 819.0 819.0 835.0
S3 797.3 807.3 833.0
S4 775.8 785.8 827.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 852.1 831.1 21.0 2.5% 10.8 1.3% 23% False False 97,554
10 855.2 827.9 27.3 3.3% 12.3 1.5% 30% False False 113,537
20 865.4 827.9 37.5 4.5% 11.3 1.4% 22% False False 111,891
40 865.4 788.0 77.4 9.3% 8.8 1.0% 62% False False 56,139
60 865.4 759.8 105.6 12.6% 6.3 0.7% 72% False False 37,479
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 2.9
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 868.8
2.618 857.8
1.618 851.0
1.000 847.0
0.618 844.3
HIGH 840.3
0.618 837.8
0.500 836.8
0.382 836.0
LOW 833.5
0.618 829.3
1.000 826.8
1.618 822.8
2.618 816.0
4.250 805.0
Fisher Pivots for day following 08-Oct-2012
Pivot 1 day 3 day
R1 836.8 841.8
PP 836.5 839.8
S1 836.3 838.0

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

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