ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 13-Dec-2012
Day Change Summary
Previous Current
12-Dec-2012 13-Dec-2012 Change Change % Previous Week
Open 835.3 829.1 -6.2 -0.7% 821.3
High 838.4 832.2 -6.2 -0.7% 829.1
Low 827.8 821.1 -6.7 -0.8% 813.9
Close 829.2 823.2 -6.0 -0.7% 822.0
Range 10.6 11.1 0.5 4.7% 15.2
ATR 11.4 11.4 0.0 -0.2% 0.0
Volume 122,216 169,551 47,335 38.7% 492,374
Daily Pivots for day following 13-Dec-2012
Classic Woodie Camarilla DeMark
R4 858.8 852.0 829.3
R3 847.8 841.0 826.3
R2 836.5 836.5 825.3
R1 830.0 830.0 824.3 827.8
PP 825.5 825.5 825.5 824.5
S1 818.8 818.8 822.3 816.5
S2 814.5 814.5 821.3
S3 803.3 807.8 820.3
S4 792.3 796.5 817.0
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 867.3 859.8 830.3
R3 852.0 844.8 826.3
R2 836.8 836.8 824.8
R1 829.5 829.5 823.5 833.3
PP 821.8 821.8 821.8 823.5
S1 814.3 814.3 820.5 818.0
S2 806.5 806.5 819.3
S3 791.3 799.0 817.8
S4 776.0 783.8 813.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 838.4 818.1 20.3 2.5% 9.8 1.2% 25% False False 115,945
10 838.4 813.9 24.5 3.0% 10.0 1.2% 38% False False 108,117
20 838.4 760.5 77.9 9.5% 11.0 1.3% 80% False False 106,265
40 841.6 760.5 81.1 9.9% 12.5 1.5% 77% False False 106,877
60 857.1 760.5 96.6 11.7% 12.3 1.5% 65% False False 106,815
80 865.4 760.5 104.9 12.7% 11.5 1.4% 60% False False 89,746
100 865.4 760.5 104.9 12.7% 9.5 1.2% 60% False False 71,805
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 879.5
2.618 861.3
1.618 850.3
1.000 843.3
0.618 839.0
HIGH 832.3
0.618 828.0
0.500 826.8
0.382 825.3
LOW 821.0
0.618 814.3
1.000 810.0
1.618 803.3
2.618 792.0
4.250 774.0
Fisher Pivots for day following 13-Dec-2012
Pivot 1 day 3 day
R1 826.8 829.8
PP 825.5 827.5
S1 824.3 825.5

Download as Excel Spreadsheet

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

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