ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 19-Nov-2012
Day Change Summary
Previous Current
16-Nov-2012 19-Nov-2012 Change Change % Previous Week
Open 760.1 777.0 16.9 2.2% 788.6
High 769.4 784.3 14.9 1.9% 789.9
Low 760.1 777.0 16.9 2.2% 760.1
Close 771.2 787.4 16.2 2.1% 771.2
Range 9.3 7.3 -2.0 -21.5% 29.8
ATR 7.1 7.6 0.4 6.0% 0.0
Volume 5 32 27 540.0% 29
Daily Pivots for day following 19-Nov-2012
Classic Woodie Camarilla DeMark
R4 804.8 803.5 791.5
R3 797.5 796.0 789.5
R2 790.3 790.3 788.8
R1 788.8 788.8 788.0 789.5
PP 783.0 783.0 783.0 783.3
S1 781.5 781.5 786.8 782.3
S2 775.5 775.5 786.0
S3 768.3 774.3 785.5
S4 761.0 767.0 783.5
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 863.3 847.0 787.5
R3 833.3 817.3 779.5
R2 803.5 803.5 776.8
R1 787.3 787.3 774.0 780.5
PP 773.8 773.8 773.8 770.3
S1 757.5 757.5 768.5 750.8
S2 744.0 744.0 765.8
S3 714.3 727.8 763.0
S4 684.3 698.0 754.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 789.9 760.1 29.8 3.8% 8.5 1.1% 92% False False 11
10 821.0 760.1 60.9 7.7% 5.0 0.6% 45% False False 7
20 821.0 760.1 60.9 7.7% 3.3 0.4% 45% False False 14
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 815.3
2.618 803.5
1.618 796.0
1.000 791.5
0.618 788.8
HIGH 784.3
0.618 781.5
0.500 780.8
0.382 779.8
LOW 777.0
0.618 772.5
1.000 769.8
1.618 765.3
2.618 758.0
4.250 746.0
Fisher Pivots for day following 19-Nov-2012
Pivot 1 day 3 day
R1 785.3 782.3
PP 783.0 777.3
S1 780.8 772.3

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

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