ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 13-Nov-2012
Day Change Summary
Previous Current
12-Nov-2012 13-Nov-2012 Change Change % Previous Week
Open 792.7 789.8 -2.9 -0.4% 809.0
High 796.6 795.2 -1.4 -0.2% 826.7
Low 789.8 785.3 -4.5 -0.6% 784.5
Close 792.2 786.3 -5.9 -0.7% 794.2
Range 6.8 9.9 3.1 45.6% 42.2
ATR 13.1 12.9 -0.2 -1.8% 0.0
Volume 63,802 116,183 52,381 82.1% 622,735
Daily Pivots for day following 13-Nov-2012
Classic Woodie Camarilla DeMark
R4 818.8 812.3 791.8
R3 808.8 802.5 789.0
R2 798.8 798.8 788.0
R1 792.5 792.5 787.3 790.8
PP 789.0 789.0 789.0 788.0
S1 782.8 782.8 785.5 780.8
S2 779.0 779.0 784.5
S3 769.3 772.8 783.5
S4 759.3 762.8 780.8
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 928.5 903.5 817.5
R3 886.3 861.3 805.8
R2 844.0 844.0 802.0
R1 819.0 819.0 798.0 810.5
PP 801.8 801.8 801.8 797.5
S1 777.0 777.0 790.3 768.3
S2 759.5 759.5 786.5
S3 717.5 734.8 782.5
S4 675.3 692.5 771.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 826.7 784.5 42.2 5.4% 14.8 1.9% 4% False False 126,656
10 829.8 784.5 45.3 5.8% 14.0 1.8% 4% False False 115,316
20 841.8 784.5 57.3 7.3% 13.5 1.7% 3% False False 104,946
40 857.1 784.5 72.6 9.2% 12.3 1.6% 2% False False 106,175
60 865.4 784.5 80.9 10.3% 11.3 1.4% 2% False False 81,847
80 865.4 759.8 105.6 13.4% 9.0 1.1% 25% False False 61,388
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 837.3
2.618 821.0
1.618 811.3
1.000 805.0
0.618 801.3
HIGH 795.3
0.618 791.5
0.500 790.3
0.382 789.0
LOW 785.3
0.618 779.3
1.000 775.5
1.618 769.3
2.618 759.5
4.250 743.3
Fisher Pivots for day following 13-Nov-2012
Pivot 1 day 3 day
R1 790.3 792.0
PP 789.0 790.0
S1 787.5 788.3

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

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