ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 22-Nov-2012
Day Change Summary
Previous Current
21-Nov-2012 22-Nov-2012 Change Change % Previous Week
Open 790.2 792.6 2.4 0.3% 788.6
High 793.1 792.6 -0.5 -0.1% 789.9
Low 790.2 792.6 2.4 0.3% 760.1
Close 792.6 792.6 0.0 0.0% 771.2
Range 2.9 0.0 -2.9 -100.0% 29.8
ATR 6.9 6.4 -0.5 -7.1% 0.0
Volume 5 5 0 0.0% 29
Daily Pivots for day following 22-Nov-2012
Classic Woodie Camarilla DeMark
R4 792.5 792.5 792.5
R3 792.5 792.5 792.5
R2 792.5 792.5 792.5
R1 792.5 792.5 792.5 792.5
PP 792.5 792.5 792.5 792.5
S1 792.5 792.5 792.5 792.5
S2 792.5 792.5 792.5
S3 792.5 792.5 792.5
S4 792.5 792.5 792.5
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
5 793.1 760.1 33.0 4.2% 4.0 0.5% 98% False False 15
10 796.4 760.1 36.3 4.6% 4.5 0.6% 90% False False 10
20 821.0 760.1 60.9 7.7% 3.3 0.4% 53% False False 6
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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
4.250 792.5
2.618 792.5
1.618 792.5
1.000 792.5
0.618 792.5
HIGH 792.5
0.618 792.5
0.500 792.5
0.382 792.5
LOW 792.5
0.618 792.5
1.000 792.5
1.618 792.5
2.618 792.5
4.250 792.5
Fisher Pivots for day following 22-Nov-2012
Pivot 1 day 3 day
R1 792.5 792.3
PP 792.5 792.0
S1 792.5 791.5

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

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