ICE Russell 2000 Mini Future December 2013


Trading Metrics calculated at close of trading on 10-Dec-2013
Day Change Summary
Previous Current
09-Dec-2013 10-Dec-2013 Change Change % Previous Week
Open 1,130.8 1,131.3 0.5 0.0% 1,141.6
High 1,134.3 1,133.3 -1.0 -0.1% 1,143.4
Low 1,124.3 1,117.7 -6.6 -0.6% 1,108.9
Close 1,130.5 1,120.4 -10.1 -0.9% 1,129.6
Range 10.0 15.6 5.6 56.0% 34.5
ATR 13.7 13.8 0.1 1.0% 0.0
Volume 85,730 96,709 10,979 12.8% 547,931
Daily Pivots for day following 10-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,170.5 1,161.0 1,129.0
R3 1,155.0 1,145.5 1,124.8
R2 1,139.5 1,139.5 1,123.3
R1 1,130.0 1,130.0 1,121.8 1,126.8
PP 1,123.8 1,123.8 1,123.8 1,122.3
S1 1,114.3 1,114.3 1,119.0 1,111.3
S2 1,108.3 1,108.3 1,117.5
S3 1,092.5 1,098.8 1,116.0
S4 1,077.0 1,083.0 1,111.8
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,230.8 1,214.8 1,148.5
R3 1,196.3 1,180.3 1,139.0
R2 1,161.8 1,161.8 1,136.0
R1 1,145.8 1,145.8 1,132.8 1,136.5
PP 1,127.3 1,127.3 1,127.3 1,122.8
S1 1,111.3 1,111.3 1,126.5 1,102.0
S2 1,092.8 1,092.8 1,123.3
S3 1,058.3 1,076.8 1,120.0
S4 1,023.8 1,042.3 1,110.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,136.6 1,108.9 27.7 2.5% 14.0 1.3% 42% False False 104,666
10 1,147.6 1,108.9 38.7 3.5% 13.0 1.2% 30% False False 91,179
20 1,147.6 1,090.7 56.9 5.1% 13.3 1.2% 52% False False 92,304
40 1,147.6 1,074.1 73.5 6.6% 13.8 1.2% 63% False False 96,333
60 1,147.6 1,034.7 112.9 10.1% 14.3 1.3% 76% False False 101,741
80 1,147.6 1,003.2 144.4 12.9% 13.3 1.2% 81% False False 81,600
100 1,147.6 1,003.2 144.4 12.9% 10.8 1.0% 81% False False 65,280
120 1,147.6 953.2 194.4 17.4% 9.0 0.8% 86% False False 54,401
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 2.5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,199.5
2.618 1,174.3
1.618 1,158.5
1.000 1,149.0
0.618 1,143.0
HIGH 1,133.3
0.618 1,127.3
0.500 1,125.5
0.382 1,123.8
LOW 1,117.8
0.618 1,108.0
1.000 1,102.0
1.618 1,092.5
2.618 1,076.8
4.250 1,051.5
Fisher Pivots for day following 10-Dec-2013
Pivot 1 day 3 day
R1 1,125.5 1,127.3
PP 1,123.8 1,125.0
S1 1,122.0 1,122.8

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

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