ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 28-Dec-2012
Day Change Summary
Previous Current
27-Dec-2012 28-Dec-2012 Change Change % Previous Week
Open 835.1 834.9 -0.2 0.0% 847.2
High 838.8 837.7 -1.1 -0.1% 847.8
Low 824.4 823.3 -1.1 -0.1% 823.3
Close 833.2 824.7 -8.5 -1.0% 824.7
Range 14.4 14.4 0.0 0.0% 24.5
ATR 9.9 10.2 0.3 3.3% 0.0
Volume 95,673 61,276 -34,397 -36.0% 231,420
Daily Pivots for day following 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 871.8 862.8 832.5
R3 857.3 848.3 828.8
R2 843.0 843.0 827.3
R1 833.8 833.8 826.0 831.3
PP 828.5 828.5 828.5 827.3
S1 819.5 819.5 823.5 816.8
S2 814.3 814.3 822.0
S3 799.8 805.0 820.8
S4 785.3 790.8 816.8
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 905.5 889.5 838.3
R3 881.0 865.0 831.5
R2 856.5 856.5 829.3
R1 840.5 840.5 827.0 836.3
PP 832.0 832.0 832.0 829.8
S1 816.0 816.0 822.5 811.8
S2 807.5 807.5 820.3
S3 783.0 791.5 818.0
S4 758.5 767.0 811.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 851.3 823.3 28.0 3.4% 12.8 1.6% 5% False True 70,059
10 854.1 817.4 36.7 4.5% 11.8 1.4% 20% False False 108,377
20 854.1 810.9 43.2 5.2% 10.5 1.3% 32% False False 61,183
40 854.1 760.1 94.0 11.4% 7.3 0.9% 69% False False 30,601
60 854.1 760.1 94.0 11.4% 5.3 0.6% 69% False False 20,411
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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
Fibonacci Retracements and Extensions
4.250 899.0
2.618 875.5
1.618 861.0
1.000 852.0
0.618 846.5
HIGH 837.8
0.618 832.3
0.500 830.5
0.382 828.8
LOW 823.3
0.618 814.5
1.000 809.0
1.618 800.0
2.618 785.5
4.250 762.0
Fisher Pivots for day following 28-Dec-2012
Pivot 1 day 3 day
R1 830.5 834.3
PP 828.5 831.0
S1 826.8 827.8

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

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