ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 15-Nov-2012
Day Change Summary
Previous Current
14-Nov-2012 15-Nov-2012 Change Change % Previous Week
Open 789.1 766.0 -23.1 -2.9% 813.1
High 789.9 768.3 -21.6 -2.7% 821.0
Low 775.0 760.1 -14.9 -1.9% 790.7
Close 768.7 763.9 -4.8 -0.6% 790.6
Range 14.9 8.2 -6.7 -45.0% 30.3
ATR 6.8 7.0 0.1 1.8% 0.0
Volume 13 5 -8 -61.5% 16
Daily Pivots for day following 15-Nov-2012
Classic Woodie Camarilla DeMark
R4 788.8 784.5 768.5
R3 780.5 776.3 766.3
R2 772.3 772.3 765.5
R1 768.0 768.0 764.8 766.0
PP 764.0 764.0 764.0 763.0
S1 760.0 760.0 763.3 758.0
S2 756.0 756.0 762.5
S3 747.8 751.8 761.8
S4 739.5 743.5 759.5
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
5 796.4 760.1 36.3 4.8% 5.0 0.7% 10% False True 5
10 821.0 760.1 60.9 8.0% 3.5 0.5% 6% False True 4
20 821.0 760.1 60.9 8.0% 2.5 0.3% 6% False True 12
Crabel Price Patterns
NR True
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 0.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 803.3
2.618 789.8
1.618 781.5
1.000 776.5
0.618 773.3
HIGH 768.3
0.618 765.3
0.500 764.3
0.382 763.3
LOW 760.0
0.618 755.0
1.000 752.0
1.618 746.8
2.618 738.8
4.250 725.3
Fisher Pivots for day following 15-Nov-2012
Pivot 1 day 3 day
R1 764.3 775.0
PP 764.0 771.3
S1 764.0 767.5

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

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