ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 23-Nov-2012
Day Change Summary
Previous Current
22-Nov-2012 23-Nov-2012 Change Change % Previous Week
Open 792.6 788.0 -4.6 -0.6% 777.0
High 792.6 788.0 -4.6 -0.6% 793.1
Low 792.6 788.0 -4.6 -0.6% 777.0
Close 792.6 802.9 10.3 1.3% 802.9
Range
ATR 6.4 6.3 -0.1 -2.0% 0.0
Volume 5 5 0 0.0% 79
Daily Pivots for day following 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 793.0 798.0 803.0
R3 793.0 798.0 803.0
R2 793.0 793.0 803.0
R1 798.0 798.0 803.0 795.5
PP 793.0 793.0 793.0 791.8
S1 798.0 798.0 803.0 795.5
S2 793.0 793.0 803.0
S3 793.0 798.0 803.0
S4 793.0 798.0 803.0
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 839.3 837.3 811.8
R3 823.3 821.0 807.3
R2 807.0 807.0 805.8
R1 805.0 805.0 804.5 806.0
PP 791.0 791.0 791.0 791.5
S1 789.0 789.0 801.5 790.0
S2 775.0 775.0 800.0
S3 758.8 772.8 798.5
S4 742.8 756.8 794.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 793.1 777.0 16.1 2.0% 2.0 0.3% 161% False False 15
10 793.1 760.1 33.0 4.1% 4.5 0.6% 130% False False 10
20 821.0 760.1 60.9 7.6% 3.3 0.4% 70% False False 6
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 788.0
2.618 788.0
1.618 788.0
1.000 788.0
0.618 788.0
HIGH 788.0
0.618 788.0
0.500 788.0
0.382 788.0
LOW 788.0
0.618 788.0
1.000 788.0
1.618 788.0
2.618 788.0
4.250 788.0
Fisher Pivots for day following 23-Nov-2012
Pivot 1 day 3 day
R1 798.0 798.8
PP 793.0 794.8
S1 788.0 790.5

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

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