ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 15-Nov-2012
Day Change Summary
Previous Current
14-Nov-2012 15-Nov-2012 Change Change % Previous Week
Open 788.8 771.9 -16.9 -2.1% 809.0
High 792.9 774.4 -18.5 -2.3% 826.7
Low 770.1 762.3 -7.8 -1.0% 784.5
Close 772.3 767.5 -4.8 -0.6% 794.2
Range 22.8 12.1 -10.7 -46.9% 42.2
ATR 13.6 13.5 -0.1 -0.8% 0.0
Volume 144,127 146,154 2,027 1.4% 622,735
Daily Pivots for day following 15-Nov-2012
Classic Woodie Camarilla DeMark
R4 804.3 798.0 774.3
R3 792.3 786.0 770.8
R2 780.3 780.3 769.8
R1 773.8 773.8 768.5 771.0
PP 768.0 768.0 768.0 766.5
S1 761.8 761.8 766.5 758.8
S2 756.0 756.0 765.3
S3 743.8 749.8 764.3
S4 731.8 737.5 760.8
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
5 799.3 762.3 37.0 4.8% 13.3 1.7% 14% False True 118,404
10 829.8 762.3 67.5 8.8% 15.0 2.0% 8% False True 120,893
20 834.2 762.3 71.9 9.4% 14.3 1.9% 7% False True 108,818
40 857.1 762.3 94.8 12.4% 12.8 1.7% 5% False True 107,798
60 865.4 762.3 103.1 13.4% 11.8 1.5% 5% False True 86,675
80 865.4 762.3 103.1 13.4% 9.3 1.2% 5% False True 65,015
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 3.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 825.8
2.618 806.0
1.618 794.0
1.000 786.5
0.618 782.0
HIGH 774.5
0.618 769.8
0.500 768.3
0.382 767.0
LOW 762.3
0.618 754.8
1.000 750.3
1.618 742.8
2.618 730.5
4.250 711.0
Fisher Pivots for day following 15-Nov-2012
Pivot 1 day 3 day
R1 768.3 778.8
PP 768.0 775.0
S1 767.8 771.3

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

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