ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 12-Dec-2012
Day Change Summary
Previous Current
11-Dec-2012 12-Dec-2012 Change Change % Previous Week
Open 821.5 832.2 10.7 1.3% 817.5
High 833.2 834.8 1.6 0.2% 825.5
Low 821.0 824.5 3.5 0.4% 810.9
Close 833.0 825.8 -7.2 -0.9% 818.4
Range 12.2 10.3 -1.9 -15.6% 14.6
ATR 7.6 7.8 0.2 2.5% 0.0
Volume 11,387 24,696 13,309 116.9% 7,352
Daily Pivots for day following 12-Dec-2012
Classic Woodie Camarilla DeMark
R4 859.3 852.8 831.5
R3 849.0 842.5 828.8
R2 838.8 838.8 827.8
R1 832.3 832.3 826.8 830.3
PP 828.3 828.3 828.3 827.5
S1 822.0 822.0 824.8 820.0
S2 818.0 818.0 824.0
S3 807.8 811.8 823.0
S4 797.5 801.3 820.3
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
5 834.8 813.4 21.4 2.6% 8.5 1.0% 58% True False 8,616
10 834.8 809.5 25.3 3.1% 9.3 1.1% 64% True False 4,445
20 834.8 760.1 74.7 9.0% 6.8 0.8% 88% True False 2,232
40 834.8 760.1 74.7 9.0% 4.5 0.5% 88% True False 1,122
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 2.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 878.5
2.618 861.8
1.618 851.5
1.000 845.0
0.618 841.3
HIGH 834.8
0.618 830.8
0.500 829.8
0.382 828.5
LOW 824.5
0.618 818.3
1.000 814.3
1.618 807.8
2.618 797.5
4.250 780.8
Fisher Pivots for day following 12-Dec-2012
Pivot 1 day 3 day
R1 829.8 826.3
PP 828.3 826.0
S1 827.0 826.0

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

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