ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 11-Dec-2012
Day Change Summary
Previous Current
10-Dec-2012 11-Dec-2012 Change Change % Previous Week
Open 819.0 821.5 2.5 0.3% 817.5
High 823.3 833.2 9.9 1.2% 825.5
Low 817.6 821.0 3.4 0.4% 810.9
Close 823.2 833.0 9.8 1.2% 818.4
Range 5.7 12.2 6.5 114.0% 14.6
ATR 7.3 7.6 0.4 4.8% 0.0
Volume 734 11,387 10,653 1,451.4% 7,352
Daily Pivots for day following 11-Dec-2012
Classic Woodie Camarilla DeMark
R4 865.8 861.5 839.8
R3 853.5 849.3 836.3
R2 841.3 841.3 835.3
R1 837.3 837.3 834.0 839.3
PP 829.0 829.0 829.0 830.0
S1 825.0 825.0 832.0 827.0
S2 816.8 816.8 830.8
S3 804.8 812.8 829.8
S4 792.5 800.5 826.3
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 862.0 854.8 826.5
R3 847.5 840.3 822.5
R2 832.8 832.8 821.0
R1 825.8 825.8 819.8 829.3
PP 818.3 818.3 818.3 820.0
S1 811.0 811.0 817.0 814.8
S2 803.8 803.8 815.8
S3 789.0 796.5 814.5
S4 774.5 781.8 810.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 833.2 810.9 22.3 2.7% 9.0 1.1% 99% True False 3,798
10 833.2 797.0 36.2 4.3% 9.5 1.1% 99% True False 1,984
20 833.2 760.1 73.1 8.8% 7.0 0.8% 100% True False 998
40 837.4 760.1 77.3 9.3% 4.3 0.5% 94% False False 505
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 2.5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 885.0
2.618 865.3
1.618 853.0
1.000 845.5
0.618 840.8
HIGH 833.3
0.618 828.5
0.500 827.0
0.382 825.8
LOW 821.0
0.618 813.5
1.000 808.8
1.618 801.3
2.618 789.0
4.250 769.3
Fisher Pivots for day following 11-Dec-2012
Pivot 1 day 3 day
R1 831.0 830.0
PP 829.0 827.0
S1 827.0 824.0

Download as Excel Spreadsheet

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

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