ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 18-Dec-2012
Day Change Summary
Previous Current
17-Dec-2012 18-Dec-2012 Change Change % Previous Week
Open 825.8 833.4 7.6 0.9% 819.0
High 833.5 845.5 12.0 1.4% 834.8
Low 821.6 831.5 9.9 1.2% 817.4
Close 832.7 845.0 12.3 1.5% 822.6
Range 11.9 14.0 2.1 17.6% 17.4
ATR 8.3 8.7 0.4 4.9% 0.0
Volume 164,401 186,745 22,344 13.6% 246,467
Daily Pivots for day following 18-Dec-2012
Classic Woodie Camarilla DeMark
R4 882.8 877.8 852.8
R3 868.8 863.8 848.8
R2 854.8 854.8 847.5
R1 849.8 849.8 846.3 852.3
PP 840.8 840.8 840.8 842.0
S1 835.8 835.8 843.8 838.3
S2 826.8 826.8 842.5
S3 812.8 821.8 841.3
S4 798.8 807.8 837.3
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
5 845.5 817.4 28.1 3.3% 11.0 1.3% 98% True False 117,098
10 845.5 810.9 34.6 4.1% 10.0 1.2% 99% True False 60,448
20 845.5 788.0 57.5 6.8% 7.8 0.9% 99% True False 30,268
40 845.5 760.1 85.4 10.1% 5.5 0.7% 99% True False 15,137
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.5
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 905.0
2.618 882.3
1.618 868.3
1.000 859.5
0.618 854.3
HIGH 845.5
0.618 840.3
0.500 838.5
0.382 836.8
LOW 831.5
0.618 822.8
1.000 817.5
1.618 808.8
2.618 794.8
4.250 772.0
Fisher Pivots for day following 18-Dec-2012
Pivot 1 day 3 day
R1 842.8 840.5
PP 840.8 836.0
S1 838.5 831.5

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

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