ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 10-Dec-2012
Day Change Summary
Previous Current
07-Dec-2012 10-Dec-2012 Change Change % Previous Week
Open 816.5 819.0 2.5 0.3% 817.5
High 823.0 823.3 0.3 0.0% 825.5
Low 814.8 817.6 2.8 0.3% 810.9
Close 818.4 823.2 4.8 0.6% 818.4
Range 8.2 5.7 -2.5 -30.5% 14.6
ATR 7.4 7.3 -0.1 -1.6% 0.0
Volume 4,233 734 -3,499 -82.7% 7,352
Daily Pivots for day following 10-Dec-2012
Classic Woodie Camarilla DeMark
R4 838.5 836.5 826.3
R3 832.8 830.8 824.8
R2 827.0 827.0 824.3
R1 825.3 825.3 823.8 826.0
PP 821.3 821.3 821.3 821.8
S1 819.5 819.5 822.8 820.5
S2 815.8 815.8 822.3
S3 810.0 813.8 821.8
S4 804.3 808.0 820.0
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 862.0 854.8 826.5
R3 847.5 840.3 822.5
R2 832.8 832.8 821.0
R1 825.8 825.8 819.8 829.3
PP 818.3 818.3 818.3 820.0
S1 811.0 811.0 817.0 814.8
S2 803.8 803.8 815.8
S3 789.0 796.5 814.5
S4 774.5 781.8 810.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 823.5 810.9 12.6 1.5% 8.0 1.0% 98% False False 1,556
10 825.5 797.0 28.5 3.5% 8.8 1.1% 92% False False 847
20 825.5 760.1 65.4 7.9% 6.5 0.8% 96% False False 429
40 837.4 760.1 77.3 9.4% 3.8 0.5% 82% False False 220
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2.5
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 847.5
2.618 838.3
1.618 832.5
1.000 829.0
0.618 826.8
HIGH 823.3
0.618 821.0
0.500 820.5
0.382 819.8
LOW 817.5
0.618 814.0
1.000 812.0
1.618 808.5
2.618 802.8
4.250 793.5
Fisher Pivots for day following 10-Dec-2012
Pivot 1 day 3 day
R1 822.3 821.5
PP 821.3 820.0
S1 820.5 818.3

Download as Excel Spreadsheet

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

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