ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 28-Nov-2012
Day Change Summary
Previous Current
27-Nov-2012 28-Nov-2012 Change Change % Previous Week
Open 806.0 800.0 -6.0 -0.7% 777.0
High 807.0 809.0 2.0 0.2% 793.1
Low 803.3 797.0 -6.3 -0.8% 777.0
Close 803.1 809.8 6.7 0.8% 802.9
Range 3.7 12.0 8.3 224.3% 16.1
ATR 5.7 6.1 0.5 7.9% 0.0
Volume 13 88 75 576.9% 79
Daily Pivots for day following 28-Nov-2012
Classic Woodie Camarilla DeMark
R4 841.3 837.5 816.5
R3 829.3 825.5 813.0
R2 817.3 817.3 812.0
R1 813.5 813.5 811.0 815.5
PP 805.3 805.3 805.3 806.3
S1 801.5 801.5 808.8 803.5
S2 793.3 793.3 807.5
S3 781.3 789.5 806.5
S4 769.3 777.5 803.3
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
5 809.0 788.0 21.0 2.6% 3.3 0.4% 104% True False 22
10 809.0 760.1 48.9 6.0% 4.3 0.5% 102% True False 19
20 821.0 760.1 60.9 7.5% 4.0 0.5% 82% False False 11
40 845.6 760.1 85.5 10.6% 2.5 0.3% 58% False False 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.6
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 860.0
2.618 840.5
1.618 828.5
1.000 821.0
0.618 816.5
HIGH 809.0
0.618 804.5
0.500 803.0
0.382 801.5
LOW 797.0
0.618 789.5
1.000 785.0
1.618 777.5
2.618 765.5
4.250 746.0
Fisher Pivots for day following 28-Nov-2012
Pivot 1 day 3 day
R1 807.5 807.5
PP 805.3 805.3
S1 803.0 803.0

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

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