ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 16-Nov-2012
Day Change Summary
Previous Current
15-Nov-2012 16-Nov-2012 Change Change % Previous Week
Open 771.9 766.0 -5.9 -0.8% 792.7
High 774.4 776.2 1.8 0.2% 796.6
Low 762.3 760.5 -1.8 -0.2% 760.5
Close 767.5 774.8 7.3 1.0% 774.8
Range 12.1 15.7 3.6 29.8% 36.1
ATR 13.5 13.7 0.2 1.2% 0.0
Volume 146,154 160,821 14,667 10.0% 631,087
Daily Pivots for day following 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 817.5 812.0 783.5
R3 802.0 796.3 779.0
R2 786.3 786.3 777.8
R1 780.5 780.5 776.3 783.3
PP 770.5 770.5 770.5 772.0
S1 764.8 764.8 773.3 767.8
S2 754.8 754.8 772.0
S3 739.0 749.0 770.5
S4 723.5 733.5 766.3
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 885.5 866.3 794.8
R3 849.5 830.3 784.8
R2 813.5 813.5 781.5
R1 794.0 794.0 778.0 785.8
PP 777.3 777.3 777.3 773.0
S1 758.0 758.0 771.5 749.5
S2 741.3 741.3 768.3
S3 705.0 722.0 764.8
S4 669.0 685.8 755.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 796.6 760.5 36.1 4.7% 13.5 1.7% 40% False True 126,217
10 826.7 760.5 66.2 8.5% 14.5 1.9% 22% False True 125,382
20 829.8 760.5 69.3 8.9% 14.0 1.8% 21% False True 108,640
40 855.2 760.5 94.7 12.2% 13.0 1.7% 15% False True 108,954
60 865.4 760.5 104.9 13.5% 11.8 1.5% 14% False True 89,355
80 865.4 760.5 104.9 13.5% 9.5 1.2% 14% False True 67,025
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 843.0
2.618 817.3
1.618 801.5
1.000 792.0
0.618 786.0
HIGH 776.3
0.618 770.3
0.500 768.3
0.382 766.5
LOW 760.5
0.618 750.8
1.000 744.8
1.618 735.0
2.618 719.5
4.250 693.8
Fisher Pivots for day following 16-Nov-2012
Pivot 1 day 3 day
R1 772.8 776.8
PP 770.5 776.0
S1 768.3 775.5

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

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