ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 20-Nov-2012
Day Change Summary
Previous Current
19-Nov-2012 20-Nov-2012 Change Change % Previous Week
Open 777.0 790.0 13.0 1.7% 788.6
High 784.3 790.0 5.7 0.7% 789.9
Low 777.0 790.0 13.0 1.7% 760.1
Close 787.4 790.0 2.6 0.3% 771.2
Range 7.3 0.0 -7.3 -100.0% 29.8
ATR 7.6 7.2 -0.4 -4.7% 0.0
Volume 32 32 0 0.0% 29
Daily Pivots for day following 20-Nov-2012
Classic Woodie Camarilla DeMark
R4 790.0 790.0 790.0
R3 790.0 790.0 790.0
R2 790.0 790.0 790.0
R1 790.0 790.0 790.0 790.0
PP 790.0 790.0 790.0 790.0
S1 790.0 790.0 790.0 790.0
S2 790.0 790.0 790.0
S3 790.0 790.0 790.0
S4 790.0 790.0 790.0
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
5 790.0 760.1 29.9 3.8% 8.0 1.0% 100% True False 17
10 805.0 760.1 44.9 5.7% 4.8 0.6% 67% False False 9
20 821.0 760.1 60.9 7.7% 3.3 0.4% 49% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 790.0
2.618 790.0
1.618 790.0
1.000 790.0
0.618 790.0
HIGH 790.0
0.618 790.0
0.500 790.0
0.382 790.0
LOW 790.0
0.618 790.0
1.000 790.0
1.618 790.0
2.618 790.0
4.250 790.0
Fisher Pivots for day following 20-Nov-2012
Pivot 1 day 3 day
R1 790.0 785.0
PP 790.0 780.0
S1 790.0 775.0

Download as Excel Spreadsheet

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

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