ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 23-Nov-2012
Day Change Summary
Previous Current
21-Nov-2012 23-Nov-2012 Change Change % Previous Week
Open 794.3 796.9 2.6 0.3% 776.0
High 797.0 807.4 10.4 1.3% 807.4
Low 788.2 794.4 6.2 0.8% 775.1
Close 796.1 806.5 10.4 1.3% 806.5
Range 8.8 13.0 4.2 47.7% 32.3
ATR 13.3 13.2 0.0 -0.1% 0.0
Volume 2,468 51,660 49,192 1,993.2% 257,539
Daily Pivots for day following 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 841.8 837.3 813.8
R3 828.8 824.3 810.0
R2 815.8 815.8 809.0
R1 811.3 811.3 807.8 813.5
PP 802.8 802.8 802.8 804.0
S1 798.3 798.3 805.3 800.5
S2 789.8 789.8 804.0
S3 776.8 785.3 803.0
S4 763.8 772.3 799.3
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 893.3 882.3 824.3
R3 861.0 849.8 815.5
R2 828.8 828.8 812.5
R1 817.5 817.5 809.5 823.0
PP 796.3 796.3 796.3 799.0
S1 785.3 785.3 803.5 790.8
S2 764.0 764.0 800.5
S3 731.8 753.0 797.5
S4 699.5 720.8 788.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 807.4 760.5 46.9 5.8% 12.8 1.6% 98% True False 83,672
10 807.4 760.5 46.9 5.8% 13.0 1.6% 98% True False 101,038
20 829.8 760.5 69.3 8.6% 13.8 1.7% 66% False False 99,587
40 852.1 760.5 91.6 11.4% 13.0 1.6% 50% False False 102,719
60 865.4 760.5 104.9 13.0% 12.3 1.5% 44% False False 93,645
80 865.4 760.5 104.9 13.0% 10.0 1.2% 44% False False 70,244
100 865.4 759.8 105.6 13.1% 8.3 1.0% 44% False False 56,229
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 3.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 862.8
2.618 841.5
1.618 828.5
1.000 820.5
0.618 815.5
HIGH 807.5
0.618 802.5
0.500 801.0
0.382 799.3
LOW 794.5
0.618 786.3
1.000 781.5
1.618 773.3
2.618 760.3
4.250 739.3
Fisher Pivots for day following 23-Nov-2012
Pivot 1 day 3 day
R1 804.8 803.3
PP 802.8 800.0
S1 801.0 796.8

Download as Excel Spreadsheet

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

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