ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 22-Oct-2012
Day Change Summary
Previous Current
19-Oct-2012 22-Oct-2012 Change Change % Previous Week
Open 811.5 815.0 3.5 0.4% 822.8
High 811.5 815.0 3.5 0.4% 837.4
Low 811.5 815.0 3.5 0.4% 811.5
Close 811.1 816.3 5.2 0.6% 811.1
Range
ATR 0.0 6.1 6.1 0.0
Volume 2 1 -1 -50.0% 27
Daily Pivots for day following 22-Oct-2012
Classic Woodie Camarilla DeMark
R4 815.5 815.8 816.3
R3 815.5 815.8 816.3
R2 815.5 815.5 816.3
R1 815.8 815.8 816.3 815.8
PP 815.5 815.5 815.5 815.3
S1 815.8 815.8 816.3 815.8
S2 815.5 815.5 816.3
S3 815.5 815.8 816.3
S4 815.5 815.8 816.3
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 897.8 880.3 825.3
R3 871.8 854.5 818.3
R2 846.0 846.0 815.8
R1 828.5 828.5 813.5 824.3
PP 820.0 820.0 820.0 818.0
S1 802.5 802.5 808.8 798.3
S2 794.0 794.0 806.3
S3 768.3 776.8 804.0
S4 742.3 750.8 796.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 837.4 811.5 25.9 3.2% 0.0 0.0% 19% False False
10 837.4 811.5 25.9 3.2% 0.5 0.0% 19% False False 36
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 0.0
Fibonacci Retracements and Extensions
4.250 815.0
2.618 815.0
1.618 815.0
1.000 815.0
0.618 815.0
HIGH 815.0
0.618 815.0
0.500 815.0
0.382 815.0
LOW 815.0
0.618 815.0
1.000 815.0
1.618 815.0
2.618 815.0
4.250 815.0
Fisher Pivots for day following 22-Oct-2012
Pivot 1 day 3 day
R1 815.8 820.3
PP 815.5 818.8
S1 815.0 817.5

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

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