ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 17-Dec-2012
Day Change Summary
Previous Current
14-Dec-2012 17-Dec-2012 Change Change % Previous Week
Open 819.0 825.8 6.8 0.8% 819.0
High 824.9 833.5 8.6 1.0% 834.8
Low 817.4 821.6 4.2 0.5% 817.4
Close 822.6 832.7 10.1 1.2% 822.6
Range 7.5 11.9 4.4 58.7% 17.4
ATR 8.0 8.3 0.3 3.5% 0.0
Volume 114,055 164,401 50,346 44.1% 246,467
Daily Pivots for day following 17-Dec-2012
Classic Woodie Camarilla DeMark
R4 865.0 860.8 839.3
R3 853.0 848.8 836.0
R2 841.3 841.3 835.0
R1 837.0 837.0 833.8 839.0
PP 829.3 829.3 829.3 830.3
S1 825.0 825.0 831.5 827.3
S2 817.3 817.3 830.5
S3 805.5 813.3 829.5
S4 793.5 801.3 826.3
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% 10.5 1.3% 88% False False 82,026
10 834.8 810.9 23.9 2.9% 9.3 1.1% 91% False False 41,791
20 834.8 788.0 46.8 5.6% 7.3 0.9% 96% False False 20,932
40 834.8 760.1 74.7 9.0% 5.3 0.6% 97% False False 10,473
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 2.6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 884.0
2.618 864.8
1.618 852.8
1.000 845.5
0.618 840.8
HIGH 833.5
0.618 829.0
0.500 827.5
0.382 826.3
LOW 821.5
0.618 814.3
1.000 809.8
1.618 802.3
2.618 790.5
4.250 771.0
Fisher Pivots for day following 17-Dec-2012
Pivot 1 day 3 day
R1 831.0 830.3
PP 829.3 827.8
S1 827.5 825.5

Download as Excel Spreadsheet

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

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