ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 17-Oct-2012
Day Change Summary
Previous Current
16-Oct-2012 17-Oct-2012 Change Change % Previous Week
Open 828.0 833.8 5.8 0.7% 840.1
High 834.7 841.8 7.1 0.9% 840.2
Low 826.2 831.1 4.9 0.6% 818.5
Close 832.8 841.2 8.4 1.0% 819.5
Range 8.5 10.7 2.2 25.9% 21.7
ATR 10.8 10.8 0.0 -0.1% 0.0
Volume 81,032 93,274 12,242 15.1% 470,024
Daily Pivots for day following 17-Oct-2012
Classic Woodie Camarilla DeMark
R4 870.3 866.3 847.0
R3 859.5 855.8 844.3
R2 848.8 848.8 843.3
R1 845.0 845.0 842.3 846.8
PP 838.0 838.0 838.0 839.0
S1 834.3 834.3 840.3 836.3
S2 827.3 827.3 839.3
S3 816.8 823.5 838.3
S4 806.0 812.8 835.3
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 891.3 877.0 831.5
R3 869.5 855.3 825.5
R2 847.8 847.8 823.5
R1 833.8 833.8 821.5 829.8
PP 826.0 826.0 826.0 824.3
S1 812.0 812.0 817.5 808.3
S2 804.3 804.3 815.5
S3 782.8 790.3 813.5
S4 761.0 768.5 807.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 841.8 815.8 26.0 3.1% 11.0 1.3% 98% True False 86,511
10 852.1 815.8 36.3 4.3% 11.0 1.3% 70% False False 94,709
20 857.1 815.8 41.3 4.9% 11.3 1.3% 62% False False 106,692
40 865.4 798.0 67.4 8.0% 10.3 1.2% 64% False False 72,614
60 865.4 762.9 102.5 12.2% 7.5 0.9% 76% False False 48,423
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 2.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 887.3
2.618 869.8
1.618 859.0
1.000 852.5
0.618 848.5
HIGH 841.8
0.618 837.8
0.500 836.5
0.382 835.3
LOW 831.0
0.618 824.5
1.000 820.5
1.618 813.8
2.618 803.0
4.250 785.5
Fisher Pivots for day following 17-Oct-2012
Pivot 1 day 3 day
R1 839.5 837.0
PP 838.0 833.0
S1 836.5 828.8

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

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