ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 13-Dec-2012
Day Change Summary
Previous Current
12-Dec-2012 13-Dec-2012 Change Change % Previous Week
Open 832.2 825.6 -6.6 -0.8% 817.5
High 834.8 828.7 -6.1 -0.7% 825.5
Low 824.5 817.6 -6.9 -0.8% 810.9
Close 825.8 819.9 -5.9 -0.7% 818.4
Range 10.3 11.1 0.8 7.8% 14.6
ATR 7.8 8.0 0.2 3.0% 0.0
Volume 24,696 95,595 70,899 287.1% 7,352
Daily Pivots for day following 13-Dec-2012
Classic Woodie Camarilla DeMark
R4 855.3 848.8 826.0
R3 844.3 837.8 823.0
R2 833.3 833.3 822.0
R1 826.5 826.5 821.0 824.3
PP 822.0 822.0 822.0 821.0
S1 815.5 815.5 819.0 813.3
S2 811.0 811.0 817.8
S3 799.8 804.3 816.8
S4 788.8 793.3 813.8
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
5 834.8 814.8 20.0 2.4% 9.5 1.2% 26% False False 27,329
10 834.8 810.9 23.9 2.9% 9.5 1.1% 38% False False 13,990
20 834.8 760.1 74.7 9.1% 7.0 0.9% 80% False False 7,011
40 834.8 760.1 74.7 9.1% 4.8 0.6% 80% False False 3,512
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 2.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 876.0
2.618 857.8
1.618 846.8
1.000 839.8
0.618 835.5
HIGH 828.8
0.618 824.5
0.500 823.3
0.382 821.8
LOW 817.5
0.618 810.8
1.000 806.5
1.618 799.8
2.618 788.5
4.250 770.5
Fisher Pivots for day following 13-Dec-2012
Pivot 1 day 3 day
R1 823.3 826.3
PP 822.0 824.0
S1 821.0 822.0

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

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