ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 13-Nov-2012
Day Change Summary
Previous Current
12-Nov-2012 13-Nov-2012 Change Change % Previous Week
Open 788.6 787.0 -1.6 -0.2% 813.1
High 788.6 788.2 -0.4 -0.1% 821.0
Low 788.6 786.0 -2.6 -0.3% 790.7
Close 788.6 782.7 -5.9 -0.7% 790.6
Range 0.0 2.2 2.2 30.3
ATR 6.5 6.2 -0.3 -4.3% 0.0
Volume 2 4 2 100.0% 16
Daily Pivots for day following 13-Nov-2012
Classic Woodie Camarilla DeMark
R4 792.3 789.8 784.0
R3 790.0 787.5 783.3
R2 787.8 787.8 783.0
R1 785.3 785.3 783.0 785.5
PP 785.8 785.8 785.8 785.8
S1 783.0 783.0 782.5 783.3
S2 783.5 783.5 782.3
S3 781.3 780.8 782.0
S4 779.0 778.8 781.5
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
5 805.0 786.0 19.0 2.4% 1.5 0.2% -17% False True 2
10 821.0 786.0 35.0 4.5% 2.3 0.3% -9% False True 2
20 837.4 786.0 51.4 6.6% 1.3 0.2% -6% False True 11
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 0.1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 797.5
2.618 794.0
1.618 791.8
1.000 790.5
0.618 789.5
HIGH 788.3
0.618 787.3
0.500 787.0
0.382 786.8
LOW 786.0
0.618 784.8
1.000 783.8
1.618 782.5
2.618 780.3
4.250 776.8
Fisher Pivots for day following 13-Nov-2012
Pivot 1 day 3 day
R1 787.0 791.3
PP 785.8 788.3
S1 784.3 785.5

Download as Excel Spreadsheet

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

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