ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 06-Nov-2012
Day Change Summary
Previous Current
05-Nov-2012 06-Nov-2012 Change Change % Previous Week
Open 813.1 817.4 4.3 0.5% 808.2
High 813.1 821.0 7.9 1.0% 821.0
Low 813.1 817.4 4.3 0.5% 808.0
Close 813.1 819.8 6.7 0.8% 805.9
Range 0.0 3.6 3.6 13.0
ATR 5.7 5.8 0.2 2.8% 0.0
Volume 2 10 8 400.0% 9
Daily Pivots for day following 06-Nov-2012
Classic Woodie Camarilla DeMark
R4 830.3 828.5 821.8
R3 826.5 825.0 820.8
R2 823.0 823.0 820.5
R1 821.5 821.5 820.3 822.3
PP 819.5 819.5 819.5 819.8
S1 817.8 817.8 819.5 818.5
S2 815.8 815.8 819.3
S3 812.3 814.3 818.8
S4 808.5 810.5 817.8
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% 3.0 0.4% 91% True False 3
10 821.0 808.0 13.0 1.6% 1.8 0.2% 91% True False 2
20 837.4 808.0 29.4 3.6% 1.0 0.1% 40% False False 29
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 0.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 836.3
2.618 830.5
1.618 826.8
1.000 824.5
0.618 823.3
HIGH 821.0
0.618 819.5
0.500 819.3
0.382 818.8
LOW 817.5
0.618 815.3
1.000 813.8
1.618 811.5
2.618 808.0
4.250 802.0
Fisher Pivots for day following 06-Nov-2012
Pivot 1 day 3 day
R1 819.5 818.0
PP 819.5 816.3
S1 819.3 814.5

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

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