ICE Russell 2000 Mini Future December 2013


Trading Metrics calculated at close of trading on 25-Nov-2013
Day Change Summary
Previous Current
22-Nov-2013 25-Nov-2013 Change Change % Previous Week
Open 1,118.7 1,124.7 6.0 0.5% 1,113.9
High 1,125.5 1,128.9 3.4 0.3% 1,125.5
Low 1,116.3 1,122.0 5.7 0.5% 1,093.9
Close 1,123.6 1,125.8 2.2 0.2% 1,123.6
Range 9.2 6.9 -2.3 -25.0% 31.6
ATR 15.0 14.4 -0.6 -3.9% 0.0
Volume 82,325 63,153 -19,172 -23.3% 519,934
Daily Pivots for day following 25-Nov-2013
Classic Woodie Camarilla DeMark
R4 1,146.3 1,143.0 1,129.5
R3 1,139.3 1,136.0 1,127.8
R2 1,132.5 1,132.5 1,127.0
R1 1,129.3 1,129.3 1,126.5 1,130.8
PP 1,125.5 1,125.5 1,125.5 1,126.5
S1 1,122.3 1,122.3 1,125.3 1,124.0
S2 1,118.8 1,118.8 1,124.5
S3 1,111.8 1,115.3 1,124.0
S4 1,104.8 1,108.5 1,122.0
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 1,209.3 1,198.0 1,141.0
R3 1,177.5 1,166.3 1,132.3
R2 1,146.0 1,146.0 1,129.5
R1 1,134.8 1,134.8 1,126.5 1,140.3
PP 1,114.3 1,114.3 1,114.3 1,117.0
S1 1,103.3 1,103.3 1,120.8 1,108.8
S2 1,082.8 1,082.8 1,117.8
S3 1,051.3 1,071.5 1,115.0
S4 1,019.5 1,040.0 1,106.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,128.9 1,093.9 35.0 3.1% 14.0 1.2% 91% True False 97,243
10 1,128.9 1,090.7 38.2 3.4% 13.8 1.2% 92% True False 93,428
20 1,128.9 1,074.6 54.3 4.8% 15.3 1.4% 94% True False 100,899
40 1,128.9 1,034.7 94.2 8.4% 15.0 1.3% 97% True False 102,282
60 1,128.9 1,003.2 125.7 11.2% 14.3 1.3% 98% True False 93,603
80 1,128.9 1,003.2 125.7 11.2% 11.8 1.0% 98% True False 70,203
100 1,128.9 1,003.2 125.7 11.2% 9.5 0.8% 98% True False 56,163
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4.0
Narrowest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 1,158.3
2.618 1,147.0
1.618 1,140.0
1.000 1,135.8
0.618 1,133.3
HIGH 1,129.0
0.618 1,126.3
0.500 1,125.5
0.382 1,124.8
LOW 1,122.0
0.618 1,117.8
1.000 1,115.0
1.618 1,110.8
2.618 1,104.0
4.250 1,092.8
Fisher Pivots for day following 25-Nov-2013
Pivot 1 day 3 day
R1 1,125.8 1,121.5
PP 1,125.5 1,117.0
S1 1,125.5 1,112.8

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

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