ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 24-Oct-2012
Day Change Summary
Previous Current
23-Oct-2012 24-Oct-2012 Change Change % Previous Week
Open 811.0 809.6 -1.4 -0.2% 822.8
High 811.0 809.6 -1.4 -0.2% 837.4
Low 809.9 809.6 -0.3 0.0% 811.5
Close 810.0 809.1 -0.9 -0.1% 811.1
Range 1.1 0.0 -1.1 -100.0% 25.9
ATR 6.1 5.7 -0.4 -6.7% 0.0
Volume 199 1 -198 -99.5% 27
Daily Pivots for day following 24-Oct-2012
Classic Woodie Camarilla DeMark
R4 809.5 809.3 809.0
R3 809.5 809.3 809.0
R2 809.5 809.5 809.0
R1 809.3 809.3 809.0 809.3
PP 809.5 809.5 809.5 809.5
S1 809.3 809.3 809.0 809.3
S2 809.5 809.5 809.0
S3 809.5 809.3 809.0
S4 809.5 809.3 809.0
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
5 828.8 809.6 19.2 2.4% 0.3 0.0% -3% False True 40
10 837.4 809.6 27.8 3.4% 0.0 0.0% -2% False True 45
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 809.5
2.618 809.5
1.618 809.5
1.000 809.5
0.618 809.5
HIGH 809.5
0.618 809.5
0.500 809.5
0.382 809.5
LOW 809.5
0.618 809.5
1.000 809.5
1.618 809.5
2.618 809.5
4.250 809.5
Fisher Pivots for day following 24-Oct-2012
Pivot 1 day 3 day
R1 809.5 812.3
PP 809.5 811.3
S1 809.3 810.3

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

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