ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 26-Nov-2012
Day Change Summary
Previous Current
23-Nov-2012 26-Nov-2012 Change Change % Previous Week
Open 788.0 803.0 15.0 1.9% 777.0
High 788.0 803.0 15.0 1.9% 793.1
Low 788.0 803.0 15.0 1.9% 777.0
Close 802.9 804.8 1.9 0.2% 802.9
Range
ATR 6.3 5.8 -0.4 -7.0% 0.0
Volume 5 2 -3 -60.0% 79
Daily Pivots for day following 26-Nov-2012
Classic Woodie Camarilla DeMark
R4 803.5 804.3 804.8
R3 803.5 804.3 804.8
R2 803.5 803.5 804.8
R1 804.3 804.3 804.8 804.0
PP 803.5 803.5 803.5 803.5
S1 804.3 804.3 804.8 804.0
S2 803.5 803.5 804.8
S3 803.5 804.3 804.8
S4 803.5 804.3 804.8
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 839.3 837.3 811.8
R3 823.3 821.0 807.3
R2 807.0 807.0 805.8
R1 805.0 805.0 804.5 806.0
PP 791.0 791.0 791.0 791.5
S1 789.0 789.0 801.5 790.0
S2 775.0 775.0 800.0
S3 758.8 772.8 798.5
S4 742.8 756.8 794.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 803.0 788.0 15.0 1.9% 0.5 0.1% 112% True False 9
10 803.0 760.1 42.9 5.3% 4.5 0.6% 104% True False 10
20 821.0 760.1 60.9 7.6% 3.3 0.4% 73% False False 6
Crabel Price Patterns
NR False
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 0.4
Fibonacci Retracements and Extensions
4.250 803.0
2.618 803.0
1.618 803.0
1.000 803.0
0.618 803.0
HIGH 803.0
0.618 803.0
0.500 803.0
0.382 803.0
LOW 803.0
0.618 803.0
1.000 803.0
1.618 803.0
2.618 803.0
4.250 803.0
Fisher Pivots for day following 26-Nov-2012
Pivot 1 day 3 day
R1 804.3 801.8
PP 803.5 798.5
S1 803.0 795.5

Download as Excel Spreadsheet

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

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