ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 14-Dec-2012
Day Change Summary
Previous Current
13-Dec-2012 14-Dec-2012 Change Change % Previous Week
Open 829.1 822.8 -6.3 -0.8% 821.6
High 832.2 828.2 -4.0 -0.5% 838.4
Low 821.1 820.8 -0.3 0.0% 820.8
Close 823.2 826.0 2.8 0.3% 826.0
Range 11.1 7.4 -3.7 -33.3% 17.6
ATR 11.4 11.1 -0.3 -2.5% 0.0
Volume 169,551 79,677 -89,874 -53.0% 565,927
Daily Pivots for day following 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 847.3 844.0 830.0
R3 839.8 836.5 828.0
R2 832.5 832.5 827.3
R1 829.3 829.3 826.8 830.8
PP 825.0 825.0 825.0 825.8
S1 821.8 821.8 825.3 823.5
S2 817.5 817.5 824.8
S3 810.3 814.5 824.0
S4 802.8 807.0 822.0
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 881.3 871.3 835.8
R3 863.5 853.5 830.8
R2 846.0 846.0 829.3
R1 836.0 836.0 827.5 841.0
PP 828.5 828.5 828.5 831.0
S1 818.5 818.5 824.5 823.5
S2 810.8 810.8 822.8
S3 793.3 800.8 821.3
S4 775.5 783.3 816.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 838.4 820.8 17.6 2.1% 9.5 1.2% 30% False True 113,185
10 838.4 813.9 24.5 3.0% 9.8 1.2% 49% False False 105,830
20 838.4 760.5 77.9 9.4% 10.8 1.3% 84% False False 102,941
40 838.4 760.5 77.9 9.4% 12.5 1.5% 84% False False 105,879
60 857.1 760.5 96.6 11.7% 12.3 1.5% 68% False False 106,179
80 865.4 760.5 104.9 12.7% 11.5 1.4% 62% False False 90,742
100 865.4 760.5 104.9 12.7% 9.8 1.2% 62% False False 72,600
Crabel Price Patterns
NR True
NR4 True
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 3.1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 859.8
2.618 847.5
1.618 840.3
1.000 835.5
0.618 832.8
HIGH 828.3
0.618 825.3
0.500 824.5
0.382 823.8
LOW 820.8
0.618 816.3
1.000 813.5
1.618 808.8
2.618 801.5
4.250 789.3
Fisher Pivots for day following 14-Dec-2012
Pivot 1 day 3 day
R1 825.5 829.5
PP 825.0 828.5
S1 824.5 827.3

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

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