ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 19-Dec-2012
Day Change Summary
Previous Current
18-Dec-2012 19-Dec-2012 Change Change % Previous Week
Open 833.4 845.6 12.2 1.5% 819.0
High 845.5 850.3 4.8 0.6% 834.8
Low 831.5 842.2 10.7 1.3% 817.4
Close 845.0 846.2 1.2 0.1% 822.6
Range 14.0 8.1 -5.9 -42.1% 17.4
ATR 8.7 8.7 0.0 -0.5% 0.0
Volume 186,745 151,006 -35,739 -19.1% 246,467
Daily Pivots for day following 19-Dec-2012
Classic Woodie Camarilla DeMark
R4 870.5 866.5 850.8
R3 862.5 858.3 848.5
R2 854.3 854.3 847.8
R1 850.3 850.3 847.0 852.3
PP 846.3 846.3 846.3 847.3
S1 842.3 842.3 845.5 844.3
S2 838.3 838.3 844.8
S3 830.0 834.0 844.0
S4 822.0 826.0 841.8
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
5 850.3 817.4 32.9 3.9% 10.5 1.2% 88% True False 142,360
10 850.3 813.4 36.9 4.4% 9.5 1.1% 89% True False 75,488
20 850.3 788.0 62.3 7.4% 8.0 1.0% 93% True False 37,818
40 850.3 760.1 90.2 10.7% 5.8 0.7% 95% True False 18,912
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 2.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 884.8
2.618 871.5
1.618 863.5
1.000 858.5
0.618 855.3
HIGH 850.3
0.618 847.3
0.500 846.3
0.382 845.3
LOW 842.3
0.618 837.3
1.000 834.0
1.618 829.0
2.618 821.0
4.250 807.8
Fisher Pivots for day following 19-Dec-2012
Pivot 1 day 3 day
R1 846.3 842.8
PP 846.3 839.3
S1 846.3 836.0

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

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