ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 20-Dec-2012
Day Change Summary
Previous Current
19-Dec-2012 20-Dec-2012 Change Change % Previous Week
Open 845.6 844.1 -1.5 -0.2% 819.0
High 850.3 854.1 3.8 0.4% 834.8
Low 842.2 842.7 0.5 0.1% 817.4
Close 846.2 853.0 6.8 0.8% 822.6
Range 8.1 11.4 3.3 40.7% 17.4
ATR 8.7 8.8 0.2 2.3% 0.0
Volume 151,006 117,266 -33,740 -22.3% 246,467
Daily Pivots for day following 20-Dec-2012
Classic Woodie Camarilla DeMark
R4 884.3 880.0 859.3
R3 872.8 868.5 856.3
R2 861.3 861.3 855.0
R1 857.3 857.3 854.0 859.3
PP 850.0 850.0 850.0 851.0
S1 845.8 845.8 852.0 847.8
S2 838.5 838.5 851.0
S3 827.3 834.3 849.8
S4 815.8 823.0 846.8
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 877.3 867.3 832.3
R3 859.8 849.8 827.5
R2 842.3 842.3 825.8
R1 832.5 832.5 824.3 837.5
PP 825.0 825.0 825.0 827.5
S1 815.0 815.0 821.0 820.0
S2 807.5 807.5 819.5
S3 790.3 797.8 817.8
S4 772.8 780.3 813.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 854.1 817.4 36.7 4.3% 10.5 1.2% 97% True False 146,694
10 854.1 814.8 39.3 4.6% 10.0 1.2% 97% True False 87,011
20 854.1 788.0 66.1 7.7% 8.8 1.0% 98% True False 43,681
40 854.1 760.1 94.0 11.0% 6.0 0.7% 99% True False 21,844
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 2.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 902.5
2.618 884.0
1.618 872.5
1.000 865.5
0.618 861.3
HIGH 854.0
0.618 849.8
0.500 848.5
0.382 847.0
LOW 842.8
0.618 835.8
1.000 831.3
1.618 824.3
2.618 812.8
4.250 794.3
Fisher Pivots for day following 20-Dec-2012
Pivot 1 day 3 day
R1 851.5 849.5
PP 850.0 846.3
S1 848.5 842.8

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

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