ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 05-Dec-2012
Day Change Summary
Previous Current
04-Dec-2012 05-Dec-2012 Change Change % Previous Week
Open 814.5 817.5 3.0 0.4% 803.0
High 819.5 823.5 4.0 0.5% 823.5
Low 811.5 810.9 -0.6 -0.1% 797.0
Close 817.3 816.6 -0.7 -0.1% 817.2
Range 8.0 12.6 4.6 57.5% 26.5
ATR 7.0 7.4 0.4 5.7% 0.0
Volume 177 606 429 242.4% 391
Daily Pivots for day following 05-Dec-2012
Classic Woodie Camarilla DeMark
R4 854.8 848.3 823.5
R3 842.3 835.8 820.0
R2 829.5 829.5 819.0
R1 823.0 823.0 817.8 820.0
PP 817.0 817.0 817.0 815.5
S1 810.5 810.5 815.5 807.5
S2 804.5 804.5 814.3
S3 791.8 798.0 813.3
S4 779.3 785.3 809.8
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
5 825.5 809.5 16.0 2.0% 10.3 1.3% 44% False False 275
10 825.5 788.0 37.5 4.6% 6.8 0.8% 76% False False 148
20 825.5 760.1 65.4 8.0% 5.5 0.7% 86% False False 79
40 837.4 760.1 77.3 9.5% 3.3 0.4% 73% False False 51
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 2.0
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 877.0
2.618 856.5
1.618 844.0
1.000 836.0
0.618 831.3
HIGH 823.5
0.618 818.8
0.500 817.3
0.382 815.8
LOW 811.0
0.618 803.0
1.000 798.3
1.618 790.5
2.618 778.0
4.250 757.3
Fisher Pivots for day following 05-Dec-2012
Pivot 1 day 3 day
R1 817.3 818.3
PP 817.0 817.8
S1 816.8 817.3

Download as Excel Spreadsheet

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

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