ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 14-Nov-2012
Day Change Summary
Previous Current
13-Nov-2012 14-Nov-2012 Change Change % Previous Week
Open 789.8 788.8 -1.0 -0.1% 809.0
High 795.2 792.9 -2.3 -0.3% 826.7
Low 785.3 770.1 -15.2 -1.9% 784.5
Close 786.3 772.3 -14.0 -1.8% 794.2
Range 9.9 22.8 12.9 130.3% 42.2
ATR 12.9 13.6 0.7 5.5% 0.0
Volume 116,183 144,127 27,944 24.1% 622,735
Daily Pivots for day following 14-Nov-2012
Classic Woodie Camarilla DeMark
R4 846.8 832.3 784.8
R3 824.0 809.5 778.5
R2 801.3 801.3 776.5
R1 786.8 786.8 774.5 782.5
PP 778.5 778.5 778.5 776.3
S1 764.0 764.0 770.3 759.8
S2 755.8 755.8 768.0
S3 732.8 741.3 766.0
S4 710.0 718.3 759.8
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
5 804.6 770.1 34.5 4.5% 13.8 1.8% 6% False True 117,390
10 829.8 770.1 59.7 7.7% 15.5 2.0% 4% False True 120,375
20 841.6 770.1 71.5 9.3% 14.3 1.8% 3% False True 107,489
40 857.1 770.1 87.0 11.3% 12.8 1.6% 3% False True 107,091
60 865.4 770.1 95.3 12.3% 11.5 1.5% 2% False True 84,239
80 865.4 762.9 102.5 13.3% 9.3 1.2% 9% False False 63,190
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.4
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 889.8
2.618 852.5
1.618 829.8
1.000 815.8
0.618 807.0
HIGH 793.0
0.618 784.3
0.500 781.5
0.382 778.8
LOW 770.0
0.618 756.0
1.000 747.3
1.618 733.3
2.618 710.5
4.250 673.3
Fisher Pivots for day following 14-Nov-2012
Pivot 1 day 3 day
R1 781.5 783.3
PP 778.5 779.8
S1 775.3 776.0

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

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