ICE Russell 2000 Mini Future December 2013


Trading Metrics calculated at close of trading on 02-Dec-2013
Day Change Summary
Previous Current
29-Nov-2013 02-Dec-2013 Change Change % Previous Week
Open 1,144.3 1,141.6 -2.7 -0.2% 1,124.7
High 1,147.6 1,143.4 -4.2 -0.4% 1,147.6
Low 1,139.3 1,126.0 -13.3 -1.2% 1,122.0
Close 1,141.7 1,129.6 -12.1 -1.1% 1,141.7
Range 8.3 17.4 9.1 109.6% 25.6
ATR 13.5 13.7 0.3 2.1% 0.0
Volume 42,175 110,807 68,632 162.7% 244,577
Daily Pivots for day following 02-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,185.3 1,174.8 1,139.3
R3 1,167.8 1,157.5 1,134.5
R2 1,150.5 1,150.5 1,132.8
R1 1,140.0 1,140.0 1,131.3 1,136.5
PP 1,133.0 1,133.0 1,133.0 1,131.3
S1 1,122.5 1,122.5 1,128.0 1,119.0
S2 1,115.5 1,115.5 1,126.5
S3 1,098.3 1,105.3 1,124.8
S4 1,080.8 1,087.8 1,120.0
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 1,214.0 1,203.5 1,155.8
R3 1,188.3 1,177.8 1,148.8
R2 1,162.8 1,162.8 1,146.5
R1 1,152.3 1,152.3 1,144.0 1,157.5
PP 1,137.0 1,137.0 1,137.0 1,139.8
S1 1,126.5 1,126.5 1,139.3 1,131.8
S2 1,111.5 1,111.5 1,137.0
S3 1,086.0 1,101.0 1,134.8
S4 1,060.3 1,075.5 1,127.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,147.6 1,122.0 25.6 2.3% 10.8 0.9% 30% False False 71,076
10 1,147.6 1,093.9 53.7 4.8% 13.3 1.2% 66% False False 87,531
20 1,147.6 1,074.6 73.0 6.5% 14.5 1.3% 75% False False 91,731
40 1,147.6 1,034.7 112.9 10.0% 14.5 1.3% 84% False False 98,907
60 1,147.6 1,026.9 120.7 10.7% 14.0 1.2% 85% False False 98,356
80 1,147.6 1,003.2 144.4 12.8% 12.3 1.1% 88% False False 73,856
100 1,147.6 1,003.2 144.4 12.8% 10.0 0.9% 88% False False 59,085
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.4
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,217.3
2.618 1,189.0
1.618 1,171.5
1.000 1,160.8
0.618 1,154.3
HIGH 1,143.5
0.618 1,136.8
0.500 1,134.8
0.382 1,132.8
LOW 1,126.0
0.618 1,115.3
1.000 1,108.5
1.618 1,097.8
2.618 1,080.5
4.250 1,052.0
Fisher Pivots for day following 02-Dec-2013
Pivot 1 day 3 day
R1 1,134.8 1,136.8
PP 1,133.0 1,134.5
S1 1,131.3 1,132.0

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

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