ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 02-Nov-2012
Day Change Summary
Previous Current
01-Nov-2012 02-Nov-2012 Change Change % Previous Week
Open 811.5 810.4 -1.1 -0.1% 808.2
High 821.0 810.4 -10.6 -1.3% 821.0
Low 811.5 808.0 -3.5 -0.4% 808.0
Close 822.0 805.9 -16.1 -2.0% 805.9
Range 9.5 2.4 -7.1 -74.7% 13.0
ATR 4.9 5.5 0.7 13.3% 0.0
Volume 3 3 0 0.0% 9
Daily Pivots for day following 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 815.3 813.0 807.3
R3 813.0 810.5 806.5
R2 810.5 810.5 806.3
R1 808.3 808.3 806.0 808.3
PP 808.0 808.0 808.0 808.0
S1 805.8 805.8 805.8 805.8
S2 805.8 805.8 805.5
S3 803.3 803.5 805.3
S4 801.0 801.0 804.5
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 850.8 841.3 813.0
R3 837.8 828.3 809.5
R2 824.8 824.8 808.3
R1 815.3 815.3 807.0 813.5
PP 811.8 811.8 811.8 810.8
S1 802.3 802.3 804.8 800.5
S2 798.8 798.8 803.5
S3 785.8 789.3 802.3
S4 772.8 776.3 798.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 821.0 808.0 13.0 1.6% 2.5 0.3% -16% False True 1
10 821.0 808.0 13.0 1.6% 1.5 0.2% -16% False True 21
20 837.4 808.0 29.4 3.6% 1.0 0.1% -7% False True 29
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
4.250 820.5
2.618 816.8
1.618 814.3
1.000 812.8
0.618 812.0
HIGH 810.5
0.618 809.5
0.500 809.3
0.382 809.0
LOW 808.0
0.618 806.5
1.000 805.5
1.618 804.0
2.618 801.8
4.250 797.8
Fisher Pivots for day following 02-Nov-2012
Pivot 1 day 3 day
R1 809.3 814.5
PP 808.0 811.8
S1 807.0 808.8

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

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