ICE Russell 2000 Mini Future December 2013


Trading Metrics calculated at close of trading on 12-Dec-2013
Day Change Summary
Previous Current
11-Dec-2013 12-Dec-2013 Change Change % Previous Week
Open 1,122.6 1,102.8 -19.8 -1.8% 1,141.6
High 1,123.6 1,107.7 -15.9 -1.4% 1,143.4
Low 1,098.3 1,098.5 0.2 0.0% 1,108.9
Close 1,101.6 1,102.0 0.4 0.0% 1,129.6
Range 25.3 9.2 -16.1 -63.6% 34.5
ATR 14.7 14.3 -0.4 -2.7% 0.0
Volume 153,663 166,049 12,386 8.1% 547,931
Daily Pivots for day following 12-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,130.3 1,125.3 1,107.0
R3 1,121.3 1,116.3 1,104.5
R2 1,112.0 1,112.0 1,103.8
R1 1,107.0 1,107.0 1,102.8 1,104.8
PP 1,102.8 1,102.8 1,102.8 1,101.8
S1 1,097.8 1,097.8 1,101.3 1,095.8
S2 1,093.5 1,093.5 1,100.3
S3 1,084.3 1,088.5 1,099.5
S4 1,075.3 1,079.3 1,097.0
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,230.8 1,214.8 1,148.5
R3 1,196.3 1,180.3 1,139.0
R2 1,161.8 1,161.8 1,136.0
R1 1,145.8 1,145.8 1,132.8 1,136.5
PP 1,127.3 1,127.3 1,127.3 1,122.8
S1 1,111.3 1,111.3 1,126.5 1,102.0
S2 1,092.8 1,092.8 1,123.3
S3 1,058.3 1,076.8 1,120.0
S4 1,023.8 1,042.3 1,110.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,136.6 1,098.3 38.3 3.5% 15.0 1.4% 10% False False 122,591
10 1,147.6 1,098.3 49.3 4.5% 14.5 1.3% 8% False False 109,225
20 1,147.6 1,093.9 53.7 4.9% 13.5 1.2% 15% False False 98,984
40 1,147.6 1,074.6 73.0 6.6% 14.0 1.3% 38% False False 99,228
60 1,147.6 1,034.7 112.9 10.2% 14.3 1.3% 60% False False 102,610
80 1,147.6 1,003.2 144.4 13.1% 13.5 1.2% 68% False False 85,596
100 1,147.6 1,003.2 144.4 13.1% 11.3 1.0% 68% False False 68,478
120 1,147.6 961.0 186.6 16.9% 9.3 0.8% 76% False False 57,065
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2.7
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,146.8
2.618 1,131.8
1.618 1,122.5
1.000 1,117.0
0.618 1,113.5
HIGH 1,107.8
0.618 1,104.3
0.500 1,103.0
0.382 1,102.0
LOW 1,098.5
0.618 1,092.8
1.000 1,089.3
1.618 1,083.5
2.618 1,074.5
4.250 1,059.5
Fisher Pivots for day following 12-Dec-2013
Pivot 1 day 3 day
R1 1,103.0 1,115.8
PP 1,102.8 1,111.3
S1 1,102.3 1,106.5

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

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