ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 09-Nov-2012
Day Change Summary
Previous Current
08-Nov-2012 09-Nov-2012 Change Change % Previous Week
Open 790.7 796.4 5.7 0.7% 813.1
High 790.7 796.4 5.7 0.7% 821.0
Low 790.7 796.4 5.7 0.7% 790.7
Close 787.5 790.6 3.1 0.4% 790.6
Range
ATR 6.7 6.8 0.2 2.4% 0.0
Volume 1 1 0 0.0% 16
Daily Pivots for day following 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 794.5 792.5 790.5
R3 794.5 792.5 790.5
R2 794.5 794.5 790.5
R1 792.5 792.5 790.5 793.5
PP 794.5 794.5 794.5 795.0
S1 792.5 792.5 790.5 793.5
S2 794.5 794.5 790.5
S3 794.5 792.5 790.5
S4 794.5 792.5 790.5
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 891.8 871.5 807.3
R3 861.3 841.3 799.0
R2 831.0 831.0 796.3
R1 810.8 810.8 793.5 805.8
PP 800.8 800.8 800.8 798.3
S1 780.5 780.5 787.8 775.5
S2 770.5 770.5 785.0
S3 740.3 750.3 782.3
S4 709.8 720.0 774.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 821.0 790.7 30.3 3.8% 1.8 0.2% 0% False False 3
10 821.0 790.7 30.3 3.8% 2.0 0.3% 0% False False 2
20 837.4 790.7 46.7 5.9% 1.0 0.1% 0% False False 12
Crabel Price Patterns
NR False
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 0.0
Fibonacci Retracements and Extensions
4.250 796.5
2.618 796.5
1.618 796.5
1.000 796.5
0.618 796.5
HIGH 796.5
0.618 796.5
0.500 796.5
0.382 796.5
LOW 796.5
0.618 796.5
1.000 796.5
1.618 796.5
2.618 796.5
4.250 796.5
Fisher Pivots for day following 09-Nov-2012
Pivot 1 day 3 day
R1 796.5 797.8
PP 794.5 795.5
S1 792.5 793.0

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

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