ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 27-Nov-2012
Day Change Summary
Previous Current
26-Nov-2012 27-Nov-2012 Change Change % Previous Week
Open 804.9 809.5 4.6 0.6% 776.0
High 809.3 812.3 3.0 0.4% 807.4
Low 800.6 805.6 5.0 0.6% 775.1
Close 808.3 806.7 -1.6 -0.2% 806.5
Range 8.7 6.7 -2.0 -23.0% 32.3
ATR 12.9 12.5 -0.4 -3.4% 0.0
Volume 88,449 110,100 21,651 24.5% 257,539
Daily Pivots for day following 27-Nov-2012
Classic Woodie Camarilla DeMark
R4 828.3 824.3 810.5
R3 821.5 817.5 808.5
R2 815.0 815.0 808.0
R1 810.8 810.8 807.3 809.5
PP 808.3 808.3 808.3 807.5
S1 804.0 804.0 806.0 802.8
S2 801.5 801.5 805.5
S3 794.8 797.5 804.8
S4 788.0 790.8 803.0
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
5 812.3 786.0 26.3 3.3% 9.3 1.1% 79% True False 68,275
10 812.3 760.5 51.8 6.4% 12.5 1.5% 89% True False 102,337
20 829.8 760.5 69.3 8.6% 13.5 1.7% 67% False False 103,216
40 852.1 760.5 91.6 11.4% 12.8 1.6% 50% False False 101,506
60 865.4 760.5 104.9 13.0% 12.0 1.5% 44% False False 96,950
80 865.4 760.5 104.9 13.0% 10.3 1.3% 44% False False 72,726
100 865.4 759.8 105.6 13.1% 8.5 1.0% 44% False False 58,214
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 True
Stretch 3.4
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 840.8
2.618 829.8
1.618 823.3
1.000 819.0
0.618 816.5
HIGH 812.3
0.618 809.8
0.500 809.0
0.382 808.3
LOW 805.5
0.618 801.5
1.000 799.0
1.618 794.8
2.618 788.0
4.250 777.0
Fisher Pivots for day following 27-Nov-2012
Pivot 1 day 3 day
R1 809.0 805.5
PP 808.3 804.5
S1 807.5 803.3

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

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