ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 18-Oct-2012
Day Change Summary
Previous Current
17-Oct-2012 18-Oct-2012 Change Change % Previous Week
Open 837.4 828.8 -8.6 -1.0% 832.2
High 837.4 828.8 -8.6 -1.0% 837.2
Low 837.4 828.8 -8.6 -1.0% 819.0
Close 837.4 828.8 -8.6 -1.0% 815.6
Range
ATR
Volume
Daily Pivots for day following 18-Oct-2012
Classic Woodie Camarilla DeMark
R4 828.8 828.8 828.8
R3 828.8 828.8 828.8
R2 828.8 828.8 828.8
R1 828.8 828.8 828.8 828.8
PP 828.8 828.8 828.8 828.8
S1 828.8 828.8 828.8 828.8
S2 828.8 828.8 828.8
S3 828.8 828.8 828.8
S4 828.8 828.8 828.8
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 878.5 865.3 825.5
R3 860.3 847.0 820.5
R2 842.3 842.3 819.0
R1 828.8 828.8 817.3 826.5
PP 824.0 824.0 824.0 822.8
S1 810.8 810.8 814.0 808.3
S2 805.8 805.8 812.3
S3 787.5 792.5 810.5
S4 769.3 774.3 805.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 837.4 822.8 14.6 1.8% 0.0 0.0% 41% False False 27
10 845.6 819.0 26.6 3.2% 1.5 0.2% 37% False False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.5
Fibonacci Retracements and Extensions
4.250 828.8
2.618 828.8
1.618 828.8
1.000 828.8
0.618 828.8
HIGH 828.8
0.618 828.8
0.500 828.8
0.382 828.8
LOW 828.8
0.618 828.8
1.000 828.8
1.618 828.8
2.618 828.8
4.250 828.8
Fisher Pivots for day following 18-Oct-2012
Pivot 1 day 3 day
R1 828.8 832.8
PP 828.8 831.5
S1 828.8 830.0

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

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