ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 30-Nov-2012
Day Change Summary
Previous Current
29-Nov-2012 30-Nov-2012 Change Change % Previous Week
Open 809.5 818.5 9.0 1.1% 803.0
High 820.0 823.5 3.5 0.4% 823.5
Low 809.5 814.5 5.0 0.6% 797.0
Close 820.0 817.2 -2.8 -0.3% 817.2
Range 10.5 9.0 -1.5 -14.3% 26.5
ATR 6.5 6.6 0.2 2.8% 0.0
Volume 144 144 0 0.0% 391
Daily Pivots for day following 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 845.5 840.3 822.3
R3 836.5 831.3 819.8
R2 827.5 827.5 818.8
R1 822.3 822.3 818.0 820.3
PP 818.5 818.5 818.5 817.5
S1 813.3 813.3 816.5 811.3
S2 809.5 809.5 815.5
S3 800.5 804.3 814.8
S4 791.5 795.3 812.3
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 892.0 881.3 831.8
R3 865.5 854.8 824.5
R2 839.0 839.0 822.0
R1 828.3 828.3 819.8 833.5
PP 812.5 812.5 812.5 815.3
S1 801.8 801.8 814.8 807.0
S2 786.0 786.0 812.3
S3 759.5 775.3 810.0
S4 733.0 748.8 802.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 823.5 797.0 26.5 3.2% 7.0 0.9% 76% True False 78
10 823.5 777.0 46.5 5.7% 4.5 0.6% 86% True False 47
20 823.5 760.1 63.4 7.8% 4.5 0.5% 90% True False 25
40 837.4 760.1 77.3 9.5% 2.8 0.3% 74% False False 27
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 0.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 861.8
2.618 847.0
1.618 838.0
1.000 832.5
0.618 829.0
HIGH 823.5
0.618 820.0
0.500 819.0
0.382 818.0
LOW 814.5
0.618 809.0
1.000 805.5
1.618 800.0
2.618 791.0
4.250 776.3
Fisher Pivots for day following 30-Nov-2012
Pivot 1 day 3 day
R1 819.0 815.0
PP 818.5 812.5
S1 817.8 810.3

Download as Excel Spreadsheet

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

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