ICE Russell 2000 Mini Future December 2013


Trading Metrics calculated at close of trading on 20-Dec-2013
Day Change Summary
Previous Current
19-Dec-2013 20-Dec-2013 Change Change % Previous Week
Open 1,135.1 1,126.7 -8.4 -0.7% 1,105.0
High 1,136.7 1,128.9 -7.8 -0.7% 1,136.7
Low 1,124.0 1,125.5 1.5 0.1% 1,095.7
Close 1,125.0 1,128.9 3.9 0.3% 1,128.9
Range 12.7 3.4 -9.3 -73.1% 41.0
ATR 15.2 14.4 -0.8 -5.3% 0.0
Volume 26,009 339 -25,670 -98.7% 216,751
Daily Pivots for day following 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,138.0 1,136.8 1,130.8
R3 1,134.5 1,133.5 1,129.8
R2 1,131.3 1,131.3 1,129.5
R1 1,130.0 1,130.0 1,129.3 1,130.5
PP 1,127.8 1,127.8 1,127.8 1,128.0
S1 1,126.8 1,126.8 1,128.5 1,127.3
S2 1,124.3 1,124.3 1,128.3
S3 1,121.0 1,123.3 1,128.0
S4 1,117.5 1,119.8 1,127.0
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,243.5 1,227.3 1,151.5
R3 1,202.5 1,186.3 1,140.3
R2 1,161.5 1,161.5 1,136.5
R1 1,145.3 1,145.3 1,132.8 1,153.3
PP 1,120.5 1,120.5 1,120.5 1,124.5
S1 1,104.3 1,104.3 1,125.3 1,112.3
S2 1,079.5 1,079.5 1,121.5
S3 1,038.5 1,063.3 1,117.8
S4 997.5 1,022.3 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 1,136.7 1,095.7 41.0 3.6% 15.8 1.4% 81% False False 43,350
10 1,136.7 1,095.7 41.0 3.6% 15.0 1.3% 81% False False 81,843
20 1,147.6 1,095.7 51.9 4.6% 13.5 1.2% 64% False False 84,663
40 1,147.6 1,074.6 73.0 6.5% 14.5 1.3% 74% False False 92,882
60 1,147.6 1,034.7 112.9 10.0% 14.8 1.3% 83% False False 97,259
80 1,147.6 1,003.2 144.4 12.8% 14.0 1.2% 87% False False 89,550
100 1,147.6 1,003.2 144.4 12.8% 12.0 1.1% 87% False False 71,640
120 1,147.6 993.6 154.0 13.6% 10.0 0.9% 88% False False 59,701
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.6
Narrowest range in 78 trading days
Fibonacci Retracements and Extensions
4.250 1,143.5
2.618 1,137.8
1.618 1,134.5
1.000 1,132.3
0.618 1,131.0
HIGH 1,129.0
0.618 1,127.5
0.500 1,127.3
0.382 1,126.8
LOW 1,125.5
0.618 1,123.5
1.000 1,122.0
1.618 1,120.0
2.618 1,116.5
4.250 1,111.0
Fisher Pivots for day following 20-Dec-2013
Pivot 1 day 3 day
R1 1,128.3 1,126.8
PP 1,127.8 1,124.8
S1 1,127.3 1,122.8

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

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