ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 30-Nov-2012
Day Change Summary
Previous Current
29-Nov-2012 30-Nov-2012 Change Change % Previous Week
Open 813.0 820.2 7.2 0.9% 804.9
High 824.5 828.1 3.6 0.4% 828.1
Low 812.3 817.3 5.0 0.6% 796.2
Close 823.6 820.7 -2.9 -0.4% 820.7
Range 12.2 10.8 -1.4 -11.5% 31.9
ATR 12.8 12.6 -0.1 -1.1% 0.0
Volume 145,145 102,555 -42,590 -29.3% 582,168
Daily Pivots for day following 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 854.5 848.3 826.8
R3 843.8 837.5 823.8
R2 832.8 832.8 822.8
R1 826.8 826.8 821.8 829.8
PP 822.0 822.0 822.0 823.5
S1 816.0 816.0 819.8 819.0
S2 811.3 811.3 818.8
S3 800.5 805.3 817.8
S4 789.8 794.3 814.8
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 910.8 897.5 838.3
R3 878.8 865.8 829.5
R2 847.0 847.0 826.5
R1 833.8 833.8 823.5 840.3
PP 815.0 815.0 815.0 818.3
S1 802.0 802.0 817.8 808.5
S2 783.0 783.0 814.8
S3 751.3 770.0 812.0
S4 719.3 738.0 803.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 828.1 796.2 31.9 3.9% 11.3 1.4% 77% True False 116,433
10 828.1 760.5 67.6 8.2% 12.0 1.5% 89% True False 100,052
20 829.8 760.5 69.3 8.4% 13.5 1.6% 87% False False 110,473
40 852.1 760.5 91.6 11.2% 12.8 1.6% 66% False False 103,171
60 865.4 760.5 104.9 12.8% 12.3 1.5% 57% False False 103,288
80 865.4 760.5 104.9 12.8% 10.5 1.3% 57% False False 77,521
100 865.4 759.8 105.6 12.9% 8.8 1.1% 58% False False 62,050
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 False
Stretch 3.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 874.0
2.618 856.3
1.618 845.5
1.000 839.0
0.618 834.8
HIGH 828.0
0.618 824.0
0.500 822.8
0.382 821.5
LOW 817.3
0.618 810.8
1.000 806.5
1.618 799.8
2.618 789.0
4.250 771.5
Fisher Pivots for day following 30-Nov-2012
Pivot 1 day 3 day
R1 822.8 817.8
PP 822.0 815.0
S1 821.3 812.3

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

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