ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 29-Nov-2012
Day Change Summary
Previous Current
28-Nov-2012 29-Nov-2012 Change Change % Previous Week
Open 800.0 809.5 9.5 1.2% 777.0
High 809.0 820.0 11.0 1.4% 793.1
Low 797.0 809.5 12.5 1.6% 777.0
Close 809.8 820.0 10.2 1.3% 802.9
Range 12.0 10.5 -1.5 -12.5% 16.1
ATR 6.1 6.5 0.3 5.1% 0.0
Volume 88 144 56 63.6% 79
Daily Pivots for day following 29-Nov-2012
Classic Woodie Camarilla DeMark
R4 848.0 844.5 825.8
R3 837.5 834.0 823.0
R2 827.0 827.0 822.0
R1 823.5 823.5 821.0 825.3
PP 816.5 816.5 816.5 817.5
S1 813.0 813.0 819.0 814.8
S2 806.0 806.0 818.0
S3 795.5 802.5 817.0
S4 785.0 792.0 814.3
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
5 820.0 788.0 32.0 3.9% 5.3 0.6% 100% True False 50
10 820.0 760.1 59.9 7.3% 4.5 0.6% 100% True False 33
20 821.0 760.1 60.9 7.4% 4.0 0.5% 98% False False 18
40 845.6 760.1 85.5 10.4% 2.8 0.3% 70% False False 25
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 864.5
2.618 847.5
1.618 837.0
1.000 830.5
0.618 826.5
HIGH 820.0
0.618 816.0
0.500 814.8
0.382 813.5
LOW 809.5
0.618 803.0
1.000 799.0
1.618 792.5
2.618 782.0
4.250 765.0
Fisher Pivots for day following 29-Nov-2012
Pivot 1 day 3 day
R1 818.3 816.3
PP 816.5 812.3
S1 814.8 808.5

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

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