ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 04-Dec-2012
Day Change Summary
Previous Current
03-Dec-2012 04-Dec-2012 Change Change % Previous Week
Open 817.5 814.5 -3.0 -0.4% 803.0
High 825.5 819.5 -6.0 -0.7% 823.5
Low 814.5 811.5 -3.0 -0.4% 797.0
Close 816.5 817.3 0.8 0.1% 817.2
Range 11.0 8.0 -3.0 -27.3% 26.5
ATR 6.9 7.0 0.1 1.1% 0.0
Volume 304 177 -127 -41.8% 391
Daily Pivots for day following 04-Dec-2012
Classic Woodie Camarilla DeMark
R4 840.0 836.8 821.8
R3 832.0 828.8 819.5
R2 824.0 824.0 818.8
R1 820.8 820.8 818.0 822.5
PP 816.0 816.0 816.0 817.0
S1 812.8 812.8 816.5 814.5
S2 808.0 808.0 815.8
S3 800.0 804.8 815.0
S4 792.0 796.8 813.0
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
5 825.5 797.0 28.5 3.5% 10.0 1.2% 71% False False 171
10 825.5 788.0 37.5 4.6% 5.8 0.7% 78% False False 88
20 825.5 760.1 65.4 8.0% 5.3 0.6% 87% False False 49
40 837.4 760.1 77.3 9.5% 3.3 0.4% 74% False False 39
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1.4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 853.5
2.618 840.5
1.618 832.5
1.000 827.5
0.618 824.5
HIGH 819.5
0.618 816.5
0.500 815.5
0.382 814.5
LOW 811.5
0.618 806.5
1.000 803.5
1.618 798.5
2.618 790.5
4.250 777.5
Fisher Pivots for day following 04-Dec-2012
Pivot 1 day 3 day
R1 816.8 818.5
PP 816.0 818.0
S1 815.5 817.8

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

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