ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 12-Nov-2012
Day Change Summary
Previous Current
09-Nov-2012 12-Nov-2012 Change Change % Previous Week
Open 791.6 792.7 1.1 0.1% 809.0
High 799.3 796.6 -2.7 -0.3% 826.7
Low 784.5 789.8 5.3 0.7% 784.5
Close 794.2 792.2 -2.0 -0.3% 794.2
Range 14.8 6.8 -8.0 -54.1% 42.2
ATR 13.6 13.1 -0.5 -3.6% 0.0
Volume 121,754 63,802 -57,952 -47.6% 622,735
Daily Pivots for day following 12-Nov-2012
Classic Woodie Camarilla DeMark
R4 813.3 809.5 796.0
R3 806.5 802.8 794.0
R2 799.8 799.8 793.5
R1 796.0 796.0 792.8 794.5
PP 792.8 792.8 792.8 792.0
S1 789.3 789.3 791.5 787.5
S2 786.0 786.0 791.0
S3 779.3 782.3 790.3
S4 772.5 775.5 788.5
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 928.5 903.5 817.5
R3 886.3 861.3 805.8
R2 844.0 844.0 802.0
R1 819.0 819.0 798.0 810.5
PP 801.8 801.8 801.8 797.5
S1 777.0 777.0 790.3 768.3
S2 759.5 759.5 786.5
S3 717.5 734.8 782.5
S4 675.3 692.5 771.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 826.7 784.5 42.2 5.3% 14.8 1.9% 18% False False 119,546
10 829.8 784.5 45.3 5.7% 14.3 1.8% 17% False False 104,095
20 841.8 784.5 57.3 7.2% 13.5 1.7% 13% False False 103,189
40 857.1 784.5 72.6 9.2% 12.3 1.6% 11% False False 106,611
60 865.4 784.5 80.9 10.2% 11.0 1.4% 10% False False 79,911
80 865.4 759.8 105.6 13.3% 8.8 1.1% 31% False False 59,936
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.0
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 825.5
2.618 814.5
1.618 807.5
1.000 803.5
0.618 800.8
HIGH 796.5
0.618 794.0
0.500 793.3
0.382 792.5
LOW 789.8
0.618 785.5
1.000 783.0
1.618 778.8
2.618 772.0
4.250 761.0
Fisher Pivots for day following 12-Nov-2012
Pivot 1 day 3 day
R1 793.3 794.5
PP 792.8 793.8
S1 792.5 793.0

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

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