ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 24-Dec-2012
Day Change Summary
Previous Current
21-Dec-2012 24-Dec-2012 Change Change % Previous Week
Open 851.3 847.2 -4.1 -0.5% 825.8
High 851.3 847.8 -3.5 -0.4% 854.1
Low 834.8 839.4 4.6 0.6% 821.6
Close 846.3 841.9 -4.4 -0.5% 846.3
Range 16.5 8.4 -8.1 -49.1% 32.5
ATR 9.5 9.4 -0.1 -0.8% 0.0
Volume 118,877 29,293 -89,584 -75.4% 738,295
Daily Pivots for day following 24-Dec-2012
Classic Woodie Camarilla DeMark
R4 868.3 863.5 846.5
R3 859.8 855.0 844.3
R2 851.5 851.5 843.5
R1 846.8 846.8 842.8 844.8
PP 843.0 843.0 843.0 842.0
S1 838.3 838.3 841.3 836.5
S2 834.8 834.8 840.3
S3 826.3 829.8 839.5
S4 817.8 821.5 837.3
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 938.3 924.8 864.3
R3 905.8 892.3 855.3
R2 873.3 873.3 852.3
R1 859.8 859.8 849.3 866.5
PP 840.8 840.8 840.8 844.0
S1 827.3 827.3 843.3 834.0
S2 808.3 808.3 840.3
S3 775.8 794.8 837.3
S4 743.3 762.3 828.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 854.1 831.5 22.6 2.7% 11.8 1.4% 46% False False 120,637
10 854.1 817.4 36.7 4.4% 11.3 1.3% 67% False False 101,332
20 854.1 797.0 57.1 6.8% 10.0 1.2% 79% False False 51,089
40 854.1 760.1 94.0 11.2% 6.5 0.8% 87% False False 25,548
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 883.5
2.618 869.8
1.618 861.5
1.000 856.3
0.618 853.0
HIGH 847.8
0.618 844.5
0.500 843.5
0.382 842.5
LOW 839.5
0.618 834.3
1.000 831.0
1.618 825.8
2.618 817.5
4.250 803.8
Fisher Pivots for day following 24-Dec-2012
Pivot 1 day 3 day
R1 843.5 844.5
PP 843.0 843.5
S1 842.5 842.8

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

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