ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 03-Dec-2012
Day Change Summary
Previous Current
30-Nov-2012 03-Dec-2012 Change Change % Previous Week
Open 818.5 817.5 -1.0 -0.1% 803.0
High 823.5 825.5 2.0 0.2% 823.5
Low 814.5 814.5 0.0 0.0% 797.0
Close 817.2 816.5 -0.7 -0.1% 817.2
Range 9.0 11.0 2.0 22.2% 26.5
ATR 6.6 6.9 0.3 4.7% 0.0
Volume 144 304 160 111.1% 391
Daily Pivots for day following 03-Dec-2012
Classic Woodie Camarilla DeMark
R4 851.8 845.3 822.5
R3 840.8 834.3 819.5
R2 829.8 829.8 818.5
R1 823.3 823.3 817.5 821.0
PP 818.8 818.8 818.8 817.8
S1 812.3 812.3 815.5 810.0
S2 807.8 807.8 814.5
S3 796.8 801.3 813.5
S4 785.8 790.3 810.5
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 892.0 881.3 831.8
R3 865.5 854.8 824.5
R2 839.0 839.0 822.0
R1 828.3 828.3 819.8 833.5
PP 812.5 812.5 812.5 815.3
S1 801.8 801.8 814.8 807.0
S2 786.0 786.0 812.3
S3 759.5 775.3 810.0
S4 733.0 748.8 802.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 825.5 797.0 28.5 3.5% 9.3 1.1% 68% True False 138
10 825.5 788.0 37.5 4.6% 5.0 0.6% 76% True False 74
20 825.5 760.1 65.4 8.0% 5.0 0.6% 86% True False 40
40 837.4 760.1 77.3 9.5% 3.0 0.4% 73% False False 34
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 872.3
2.618 854.3
1.618 843.3
1.000 836.5
0.618 832.3
HIGH 825.5
0.618 821.3
0.500 820.0
0.382 818.8
LOW 814.5
0.618 807.8
1.000 803.5
1.618 796.8
2.618 785.8
4.250 767.8
Fisher Pivots for day following 03-Dec-2012
Pivot 1 day 3 day
R1 820.0 817.5
PP 818.8 817.3
S1 817.8 816.8

Download as Excel Spreadsheet

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

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