ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 07-Nov-2012
Day Change Summary
Previous Current
06-Nov-2012 07-Nov-2012 Change Change % Previous Week
Open 817.4 805.0 -12.4 -1.5% 808.2
High 821.0 805.0 -16.0 -1.9% 821.0
Low 817.4 800.1 -17.3 -2.1% 808.0
Close 819.8 795.6 -24.2 -3.0% 805.9
Range 3.6 4.9 1.3 36.1% 13.0
ATR 5.8 6.8 1.0 17.0% 0.0
Volume 10 2 -8 -80.0% 9
Daily Pivots for day following 07-Nov-2012
Classic Woodie Camarilla DeMark
R4 815.0 810.3 798.3
R3 810.0 805.3 797.0
R2 805.3 805.3 796.5
R1 800.3 800.3 796.0 800.3
PP 800.3 800.3 800.3 800.3
S1 795.5 795.5 795.3 795.5
S2 795.3 795.3 794.8
S3 790.5 790.5 794.3
S4 785.5 785.8 793.0
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
5 821.0 800.1 20.9 2.6% 4.0 0.5% -22% False True 4
10 821.0 800.1 20.9 2.6% 2.3 0.3% -22% False True 2
20 837.4 800.1 37.3 4.7% 1.0 0.1% -12% False True 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 825.8
2.618 817.8
1.618 813.0
1.000 810.0
0.618 808.0
HIGH 805.0
0.618 803.3
0.500 802.5
0.382 802.0
LOW 800.0
0.618 797.0
1.000 795.3
1.618 792.3
2.618 787.3
4.250 779.3
Fisher Pivots for day following 07-Nov-2012
Pivot 1 day 3 day
R1 802.5 810.5
PP 800.3 805.5
S1 798.0 800.5

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

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