ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 26-Dec-2012
Day Change Summary
Previous Current
24-Dec-2012 26-Dec-2012 Change Change % Previous Week
Open 847.2 843.0 -4.2 -0.5% 825.8
High 847.8 845.0 -2.8 -0.3% 854.1
Low 839.4 834.5 -4.9 -0.6% 821.6
Close 841.9 835.1 -6.8 -0.8% 846.3
Range 8.4 10.5 2.1 25.0% 32.5
ATR 9.4 9.5 0.1 0.8% 0.0
Volume 29,293 45,178 15,885 54.2% 738,295
Daily Pivots for day following 26-Dec-2012
Classic Woodie Camarilla DeMark
R4 869.8 863.0 841.0
R3 859.3 852.5 838.0
R2 848.8 848.8 837.0
R1 842.0 842.0 836.0 840.0
PP 838.3 838.3 838.3 837.3
S1 831.5 831.5 834.3 829.5
S2 827.8 827.8 833.3
S3 817.3 821.0 832.3
S4 806.8 810.5 829.3
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
5 854.1 834.5 19.6 2.3% 11.0 1.3% 3% False True 92,324
10 854.1 817.4 36.7 4.4% 11.0 1.3% 48% False False 104,711
20 854.1 797.0 57.1 6.8% 10.3 1.2% 67% False False 53,348
40 854.1 760.1 94.0 11.3% 6.8 0.8% 80% False False 26,677
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 2.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 889.5
2.618 872.5
1.618 862.0
1.000 855.5
0.618 851.5
HIGH 845.0
0.618 841.0
0.500 839.8
0.382 838.5
LOW 834.5
0.618 828.0
1.000 824.0
1.618 817.5
2.618 807.0
4.250 790.0
Fisher Pivots for day following 26-Dec-2012
Pivot 1 day 3 day
R1 839.8 843.0
PP 838.3 840.3
S1 836.8 837.8

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

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