ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 21-Dec-2012
Day Change Summary
Previous Current
20-Dec-2012 21-Dec-2012 Change Change % Previous Week
Open 845.5 850.3 4.8 0.6% 827.2
High 857.0 850.3 -6.7 -0.8% 857.0
Low 845.5 831.9 -13.6 -1.6% 825.1
Close 855.5 846.0 -9.5 -1.1% 846.0
Range 11.5 18.4 6.9 60.0% 31.9
ATR 11.1 12.0 0.9 8.0% 0.0
Volume 37,941 508 -37,433 -98.7% 288,204
Daily Pivots for day following 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 898.0 890.5 856.3
R3 879.5 872.0 851.0
R2 861.3 861.3 849.5
R1 853.5 853.5 847.8 848.3
PP 842.8 842.8 842.8 840.0
S1 835.3 835.3 844.3 829.8
S2 824.3 824.3 842.8
S3 806.0 816.8 841.0
S4 787.5 798.5 836.0
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 938.5 924.0 863.5
R3 906.5 892.3 854.8
R2 874.5 874.5 851.8
R1 860.3 860.3 849.0 867.5
PP 842.8 842.8 842.8 846.3
S1 828.5 828.5 843.0 835.5
S2 810.8 810.8 840.3
S3 779.0 796.5 837.3
S4 747.0 764.5 828.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 857.0 825.1 31.9 3.8% 12.5 1.5% 66% False False 57,640
10 857.0 820.8 36.2 4.3% 11.0 1.3% 70% False False 85,413
20 857.0 796.2 60.8 7.2% 10.8 1.3% 82% False False 96,433
40 857.0 760.5 96.5 11.4% 12.3 1.5% 89% False False 98,010
60 857.0 760.5 96.5 11.4% 12.3 1.4% 89% False False 100,624
80 865.4 760.5 104.9 12.4% 11.8 1.4% 82% False False 94,342
100 865.4 760.5 104.9 12.4% 10.3 1.2% 82% False False 75,482
120 865.4 759.8 105.6 12.5% 8.8 1.0% 82% False False 62,930
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.7
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 928.5
2.618 898.5
1.618 880.0
1.000 868.8
0.618 861.8
HIGH 850.3
0.618 843.3
0.500 841.0
0.382 839.0
LOW 832.0
0.618 820.5
1.000 813.5
1.618 802.3
2.618 783.8
4.250 753.8
Fisher Pivots for day following 21-Dec-2012
Pivot 1 day 3 day
R1 844.5 845.5
PP 842.8 845.0
S1 841.0 844.5

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

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