ICE Russell 2000 Mini Future March 2013

Trading Metrics calculated at close of trading on 14-Dec-2012

Day Change Summary
	Previous	Current
	13-Dec-2012	14-Dec-2012	Change	Change %	Previous Week
Open	825.6	819.0	-6.6	-0.8%	819.0
High	828.7	824.9	-3.8	-0.5%	834.8
Low	817.6	817.4	-0.2	0.0%	817.4
Close	819.9	822.6	2.7	0.3%	822.6
Range	11.1	7.5	-3.6	-32.4%	17.4
ATR	8.0	8.0	0.0	-0.5%	0.0
Volume	95,595	114,055	18,460	19.3%	246,467

Daily Pivots for day following 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	844.3	840.8	826.8
R3	836.8	833.3	824.8
R2	829.3	829.3	824.0
R1	825.8	825.8	823.3	827.5
PP	821.8	821.8	821.8	822.5
S1	818.3	818.3	822.0	820.0
S2	814.3	814.3	821.3
S3	806.8	810.8	820.5
S4	799.3	803.3	818.5

Weekly Pivots for week ending 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	877.3	867.3	832.3
R3	859.8	849.8	827.5
R2	842.3	842.3	825.8
R1	832.5	832.5	824.3	837.5
PP	825.0	825.0	825.0	827.5
S1	815.0	815.0	821.0	820.0
S2	807.5	807.5	819.5
S3	790.3	797.8	817.8
S4	772.8	780.3	813.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	834.8	817.4	17.4	2.1%	9.3	1.1%	30%	False	True	49,293
10	834.8	810.9	23.9	2.9%	9.3	1.1%	49%	False	False	25,381
20	834.8	777.0	57.8	7.0%	7.0	0.8%	79%	False	False	12,714
40	834.8	760.1	74.7	9.1%	5.0	0.6%	84%	False	False	6,363

Crabel Price Patterns
NR	True
NR4	True
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	2.5
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	856.8
2.618	844.5
1.618	837.0
1.000	832.5
0.618	829.5
HIGH	825.0
0.618	822.0
0.500	821.3
0.382	820.3
LOW	817.5
0.618	812.8
1.000	810.0
1.618	805.3
2.618	797.8
4.250	785.5

Fisher Pivots for day following 14-Dec-2012
Pivot	1 day	3 day
R1	822.0	826.0
PP	821.8	825.0
S1	821.3	823.8

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols