ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 21-Dec-2012
Day Change Summary
Previous Current
20-Dec-2012 21-Dec-2012 Change Change % Previous Week
Open 844.1 851.3 7.2 0.9% 825.8
High 854.1 851.3 -2.8 -0.3% 854.1
Low 842.7 834.8 -7.9 -0.9% 821.6
Close 853.0 846.3 -6.7 -0.8% 846.3
Range 11.4 16.5 5.1 44.7% 32.5
ATR 8.8 9.5 0.7 7.6% 0.0
Volume 117,266 118,877 1,611 1.4% 738,295
Daily Pivots for day following 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 893.8 886.5 855.5
R3 877.3 870.0 850.8
R2 860.8 860.8 849.3
R1 853.5 853.5 847.8 848.8
PP 844.3 844.3 844.3 841.8
S1 837.0 837.0 844.8 832.3
S2 827.8 827.8 843.3
S3 811.3 820.5 841.8
S4 794.8 804.0 837.3
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 938.3 924.8 864.3
R3 905.8 892.3 855.3
R2 873.3 873.3 852.3
R1 859.8 859.8 849.3 866.5
PP 840.8 840.8 840.8 844.0
S1 827.3 827.3 843.3 834.0
S2 808.3 808.3 840.3
S3 775.8 794.8 837.3
S4 743.3 762.3 828.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 854.1 821.6 32.5 3.8% 12.5 1.5% 76% False False 147,659
10 854.1 817.4 36.7 4.3% 10.8 1.3% 79% False False 98,476
20 854.1 797.0 57.1 6.7% 9.5 1.1% 86% False False 49,625
40 854.1 760.1 94.0 11.1% 6.5 0.8% 92% False False 24,815
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 2.0
Widest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 921.5
2.618 894.5
1.618 878.0
1.000 867.8
0.618 861.5
HIGH 851.3
0.618 845.0
0.500 843.0
0.382 841.0
LOW 834.8
0.618 824.5
1.000 818.3
1.618 808.0
2.618 791.5
4.250 764.8
Fisher Pivots for day following 21-Dec-2012
Pivot 1 day 3 day
R1 845.3 845.8
PP 844.3 845.0
S1 843.0 844.5

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

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