ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 31-Dec-2012
Day Change Summary
Previous Current
28-Dec-2012 31-Dec-2012 Change Change % Previous Week
Open 834.9 824.2 -10.7 -1.3% 847.2
High 837.7 850.5 12.8 1.5% 847.8
Low 823.3 823.1 -0.2 0.0% 823.3
Close 824.7 846.6 21.9 2.7% 824.7
Range 14.4 27.4 13.0 90.3% 24.5
ATR 10.2 11.4 1.2 12.1% 0.0
Volume 61,276 89,247 27,971 45.6% 231,420
Daily Pivots for day following 31-Dec-2012
Classic Woodie Camarilla DeMark
R4 922.3 911.8 861.8
R3 894.8 884.5 854.3
R2 867.5 867.5 851.5
R1 857.0 857.0 849.0 862.3
PP 840.0 840.0 840.0 842.8
S1 829.8 829.8 844.0 834.8
S2 812.8 812.8 841.5
S3 785.3 802.3 839.0
S4 757.8 774.8 831.5
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
5 850.5 823.1 27.4 3.2% 15.0 1.8% 86% True True 64,133
10 854.1 821.6 32.5 3.8% 13.8 1.6% 77% False False 105,896
20 854.1 810.9 43.2 5.1% 11.5 1.4% 83% False False 65,639
40 854.1 760.1 94.0 11.1% 8.0 0.9% 92% False False 32,832
60 854.1 760.1 94.0 11.1% 5.5 0.7% 92% False False 21,898
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.1
Widest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 967.0
2.618 922.3
1.618 894.8
1.000 878.0
0.618 867.5
HIGH 850.5
0.618 840.0
0.500 836.8
0.382 833.5
LOW 823.0
0.618 806.3
1.000 795.8
1.618 778.8
2.618 751.3
4.250 706.8
Fisher Pivots for day following 31-Dec-2012
Pivot 1 day 3 day
R1 843.3 843.3
PP 840.0 840.0
S1 836.8 836.8

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

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