ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 27-Dec-2012
Day Change Summary
Previous Current
26-Dec-2012 27-Dec-2012 Change Change % Previous Week
Open 843.0 835.1 -7.9 -0.9% 825.8
High 845.0 838.8 -6.2 -0.7% 854.1
Low 834.5 824.4 -10.1 -1.2% 821.6
Close 835.1 833.2 -1.9 -0.2% 846.3
Range 10.5 14.4 3.9 37.1% 32.5
ATR 9.5 9.9 0.3 3.7% 0.0
Volume 45,178 95,673 50,495 111.8% 738,295
Daily Pivots for day following 27-Dec-2012
Classic Woodie Camarilla DeMark
R4 875.3 868.8 841.0
R3 861.0 854.3 837.3
R2 846.5 846.5 835.8
R1 839.8 839.8 834.5 836.0
PP 832.3 832.3 832.3 830.3
S1 825.5 825.5 832.0 821.5
S2 817.8 817.8 830.5
S3 803.3 811.0 829.3
S4 789.0 796.8 825.3
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
5 854.1 824.4 29.7 3.6% 12.3 1.5% 30% False True 81,257
10 854.1 817.4 36.7 4.4% 11.5 1.4% 43% False False 111,808
20 854.1 809.5 44.6 5.4% 10.3 1.2% 53% False False 58,127
40 854.1 760.1 94.0 11.3% 7.3 0.9% 78% False False 29,069
60 854.1 760.1 94.0 11.3% 5.0 0.6% 78% False False 19,390
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 900.0
2.618 876.5
1.618 862.0
1.000 853.3
0.618 847.8
HIGH 838.8
0.618 833.3
0.500 831.5
0.382 830.0
LOW 824.5
0.618 815.5
1.000 810.0
1.618 801.0
2.618 786.8
4.250 763.3
Fisher Pivots for day following 27-Dec-2012
Pivot 1 day 3 day
R1 832.8 836.0
PP 832.3 835.3
S1 831.5 834.3

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

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