ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 23-Oct-2012
Day Change Summary
Previous Current
22-Oct-2012 23-Oct-2012 Change Change % Previous Week
Open 815.0 811.0 -4.0 -0.5% 822.8
High 815.0 811.0 -4.0 -0.5% 837.4
Low 815.0 809.9 -5.1 -0.6% 811.5
Close 816.3 810.0 -6.3 -0.8% 811.1
Range 0.0 1.1 1.1 25.9
ATR 6.1 6.1 0.0 0.4% 0.0
Volume 1 199 198 19,800.0% 27
Daily Pivots for day following 23-Oct-2012
Classic Woodie Camarilla DeMark
R4 813.5 813.0 810.5
R3 812.5 811.8 810.3
R2 811.5 811.5 810.3
R1 810.8 810.8 810.0 810.5
PP 810.3 810.3 810.3 810.3
S1 809.5 809.5 810.0 809.5
S2 809.3 809.3 809.8
S3 808.0 808.5 809.8
S4 807.0 807.5 809.5
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
5 837.4 809.9 27.5 3.4% 0.3 0.0% 0% False True 40
10 837.4 809.9 27.5 3.4% 0.5 0.1% 0% False True 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 815.8
2.618 814.0
1.618 812.8
1.000 812.0
0.618 811.8
HIGH 811.0
0.618 810.5
0.500 810.5
0.382 810.3
LOW 810.0
0.618 809.3
1.000 808.8
1.618 808.0
2.618 807.0
4.250 805.3
Fisher Pivots for day following 23-Oct-2012
Pivot 1 day 3 day
R1 810.5 812.5
PP 810.3 811.8
S1 810.3 810.8

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

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