ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 26-Oct-2012
Day Change Summary
Previous Current
25-Oct-2012 26-Oct-2012 Change Change % Previous Week
Open 813.0 813.7 0.7 0.1% 816.7
High 821.0 818.6 -2.4 -0.3% 822.3
Low 808.1 804.0 -4.1 -0.5% 803.7
Close 815.7 811.9 -3.8 -0.5% 811.9
Range 12.9 14.6 1.7 13.2% 18.6
ATR 11.8 12.0 0.2 1.7% 0.0
Volume 104,379 120,720 16,341 15.7% 559,304
Daily Pivots for day following 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 855.3 848.3 820.0
R3 840.8 833.5 816.0
R2 826.0 826.0 814.5
R1 819.0 819.0 813.3 815.3
PP 811.5 811.5 811.5 809.5
S1 804.5 804.5 810.5 800.8
S2 797.0 797.0 809.3
S3 782.3 789.8 808.0
S4 767.8 775.3 803.8
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 868.5 858.8 822.3
R3 849.8 840.3 817.0
R2 831.3 831.3 815.3
R1 821.5 821.5 813.5 817.0
PP 812.8 812.8 812.8 810.5
S1 803.0 803.0 810.3 798.5
S2 794.0 794.0 808.5
S3 775.5 784.3 806.8
S4 756.8 765.8 801.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 822.3 803.7 18.6 2.3% 13.3 1.6% 44% False False 111,860
10 841.8 803.7 38.1 4.7% 12.8 1.6% 22% False False 110,054
20 852.1 803.7 48.4 6.0% 12.0 1.5% 17% False False 105,932
40 865.4 799.2 66.2 8.2% 11.5 1.4% 19% False False 93,689
60 865.4 782.6 82.8 10.2% 9.0 1.1% 35% False False 62,475
80 865.4 759.8 105.6 13.0% 7.0 0.9% 49% False False 46,898
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 3.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 880.8
2.618 856.8
1.618 842.3
1.000 833.3
0.618 827.5
HIGH 818.5
0.618 813.0
0.500 811.3
0.382 809.5
LOW 804.0
0.618 795.0
1.000 789.5
1.618 780.5
2.618 765.8
4.250 742.0
Fisher Pivots for day following 26-Oct-2012
Pivot 1 day 3 day
R1 811.8 812.5
PP 811.5 812.3
S1 811.3 812.0

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

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