ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 10-Dec-2012
Day Change Summary
Previous Current
07-Dec-2012 10-Dec-2012 Change Change % Previous Week
Open 821.5 821.6 0.1 0.0% 821.3
High 827.0 827.1 0.1 0.0% 829.1
Low 818.1 821.3 3.2 0.4% 813.9
Close 822.0 826.8 4.8 0.6% 822.0
Range 8.9 5.8 -3.1 -34.8% 15.2
ATR 11.8 11.4 -0.4 -3.6% 0.0
Volume 93,479 80,460 -13,019 -13.9% 492,374
Daily Pivots for day following 10-Dec-2012
Classic Woodie Camarilla DeMark
R4 842.5 840.5 830.0
R3 836.8 834.8 828.5
R2 830.8 830.8 827.8
R1 828.8 828.8 827.3 829.8
PP 825.0 825.0 825.0 825.5
S1 823.0 823.0 826.3 824.0
S2 819.3 819.3 825.8
S3 813.5 817.3 825.3
S4 807.8 811.5 823.5
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 867.3 859.8 830.3
R3 852.0 844.8 826.3
R2 836.8 836.8 824.8
R1 829.5 829.5 823.5 833.3
PP 821.8 821.8 821.8 823.5
S1 814.3 814.3 820.5 818.0
S2 806.5 806.5 819.3
S3 791.3 799.0 817.8
S4 776.0 783.8 813.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 827.5 813.9 13.6 1.6% 8.8 1.1% 95% False False 96,443
10 829.1 796.2 32.9 4.0% 10.3 1.2% 93% False False 106,655
20 829.1 760.5 68.6 8.3% 11.3 1.4% 97% False False 102,181
40 841.8 760.5 81.3 9.8% 12.5 1.5% 82% False False 103,164
60 861.5 760.5 101.0 12.2% 12.0 1.5% 66% False False 107,015
80 865.4 760.5 104.9 12.7% 11.0 1.3% 63% False False 84,681
100 865.4 759.8 105.6 12.8% 9.3 1.1% 63% False False 67,757
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 True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.6
Narrowest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 851.8
2.618 842.3
1.618 836.5
1.000 833.0
0.618 830.8
HIGH 827.0
0.618 825.0
0.500 824.3
0.382 823.5
LOW 821.3
0.618 817.8
1.000 815.5
1.618 812.0
2.618 806.0
4.250 796.8
Fisher Pivots for day following 10-Dec-2012
Pivot 1 day 3 day
R1 826.0 825.0
PP 825.0 823.3
S1 824.3 821.8

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

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