ICE Russell 2000 Mini Future December 2013


Trading Metrics calculated at close of trading on 05-Dec-2013
Day Change Summary
Previous Current
04-Dec-2013 05-Dec-2013 Change Change % Previous Week
Open 1,123.4 1,121.6 -1.8 -0.2% 1,124.7
High 1,129.7 1,125.5 -4.2 -0.4% 1,147.6
Low 1,108.9 1,116.7 7.8 0.7% 1,122.0
Close 1,120.9 1,120.7 -0.2 0.0% 1,141.7
Range 20.8 8.8 -12.0 -57.7% 25.6
ATR 14.2 13.8 -0.4 -2.7% 0.0
Volume 124,086 105,999 -18,087 -14.6% 244,577
Daily Pivots for day following 05-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,147.3 1,142.8 1,125.5
R3 1,138.5 1,134.0 1,123.0
R2 1,129.8 1,129.8 1,122.3
R1 1,125.3 1,125.3 1,121.5 1,123.0
PP 1,121.0 1,121.0 1,121.0 1,120.0
S1 1,116.5 1,116.5 1,120.0 1,114.3
S2 1,112.3 1,112.3 1,119.0
S3 1,103.3 1,107.8 1,118.3
S4 1,094.5 1,098.8 1,115.8
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 1,108.9 38.7 3.5% 13.8 1.2% 30% False False 95,859
10 1,147.6 1,096.5 51.1 4.6% 12.8 1.1% 47% False False 87,116
20 1,147.6 1,074.6 73.0 6.5% 14.5 1.3% 63% False False 95,075
40 1,147.6 1,042.9 104.7 9.3% 14.5 1.3% 74% False False 97,051
60 1,147.6 1,034.7 112.9 10.1% 14.3 1.3% 76% False False 103,140
80 1,147.6 1,003.2 144.4 12.9% 12.8 1.1% 81% False False 77,935
100 1,147.6 1,003.2 144.4 12.9% 10.5 0.9% 81% False False 62,348
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.8
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,163.0
2.618 1,148.5
1.618 1,139.8
1.000 1,134.3
0.618 1,131.0
HIGH 1,125.5
0.618 1,122.3
0.500 1,121.0
0.382 1,120.0
LOW 1,116.8
0.618 1,111.3
1.000 1,108.0
1.618 1,102.5
2.618 1,093.8
4.250 1,079.3
Fisher Pivots for day following 05-Dec-2013
Pivot 1 day 3 day
R1 1,121.0 1,120.5
PP 1,121.0 1,120.5
S1 1,120.8 1,120.3

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

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