ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 14-Nov-2012
Day Change Summary
Previous Current
13-Nov-2012 14-Nov-2012 Change Change % Previous Week
Open 787.0 789.1 2.1 0.3% 813.1
High 788.2 789.9 1.7 0.2% 821.0
Low 786.0 775.0 -11.0 -1.4% 790.7
Close 782.7 768.7 -14.0 -1.8% 790.6
Range 2.2 14.9 12.7 577.3% 30.3
ATR 6.2 6.8 0.6 10.0% 0.0
Volume 4 13 9 225.0% 16
Daily Pivots for day following 14-Nov-2012
Classic Woodie Camarilla DeMark
R4 822.5 810.5 777.0
R3 807.8 795.8 772.8
R2 792.8 792.8 771.5
R1 780.8 780.8 770.0 779.3
PP 777.8 777.8 777.8 777.3
S1 765.8 765.8 767.3 764.5
S2 763.0 763.0 766.0
S3 748.0 751.0 764.5
S4 733.3 736.0 760.5
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
5 796.4 775.0 21.4 2.8% 3.5 0.4% -29% False True 4
10 821.0 775.0 46.0 6.0% 3.8 0.5% -14% False True 4
20 828.8 775.0 53.8 7.0% 2.0 0.3% -12% False True 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.2
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 853.3
2.618 829.0
1.618 814.0
1.000 804.8
0.618 799.0
HIGH 790.0
0.618 784.3
0.500 782.5
0.382 780.8
LOW 775.0
0.618 765.8
1.000 760.0
1.618 751.0
2.618 736.0
4.250 711.8
Fisher Pivots for day following 14-Nov-2012
Pivot 1 day 3 day
R1 782.5 782.5
PP 777.8 777.8
S1 773.3 773.3

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

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