ICE Russell 2000 Mini Future March 2013


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 803.0 806.0 3.0 0.4% 777.0
High 803.0 807.0 4.0 0.5% 793.1
Low 803.0 803.3 0.3 0.0% 777.0
Close 804.8 803.1 -1.7 -0.2% 802.9
Range 0.0 3.7 3.7 16.1
ATR 5.8 5.7 -0.2 -2.6% 0.0
Volume 2 13 11 550.0% 79
Daily Pivots for day following 27-Nov-2012
Classic Woodie Camarilla DeMark
R4 815.5 813.0 805.3
R3 811.8 809.3 804.0
R2 808.3 808.3 803.8
R1 805.8 805.8 803.5 805.0
PP 804.5 804.5 804.5 804.3
S1 802.0 802.0 802.8 801.3
S2 800.8 800.8 802.5
S3 797.0 798.3 802.0
S4 793.3 794.5 801.0
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
5 807.0 788.0 19.0 2.4% 1.3 0.2% 79% True False 6
10 807.0 760.1 46.9 5.8% 4.8 0.6% 92% True False 11
20 821.0 760.1 60.9 7.6% 3.5 0.4% 71% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 822.8
2.618 816.8
1.618 813.0
1.000 810.8
0.618 809.3
HIGH 807.0
0.618 805.5
0.500 805.3
0.382 804.8
LOW 803.3
0.618 801.0
1.000 799.5
1.618 797.3
2.618 793.5
4.250 787.5
Fisher Pivots for day following 27-Nov-2012
Pivot 1 day 3 day
R1 805.3 801.3
PP 804.5 799.3
S1 803.8 797.5

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

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