ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 06-Aug-2012
Day Change Summary
Previous Current
03-Aug-2012 06-Aug-2012 Change Change % Previous Week
Open 767.5 787.0 19.5 2.5% 793.8
High 789.8 796.0 6.2 0.8% 798.5
Low 766.6 785.4 18.8 2.5% 761.4
Close 786.7 791.7 5.0 0.6% 786.7
Range 23.2 10.6 -12.6 -54.3% 37.1
ATR 16.3 15.9 -0.4 -2.5% 0.0
Volume 111,546 73,290 -38,256 -34.3% 553,273
Daily Pivots for day following 06-Aug-2012
Classic Woodie Camarilla DeMark
R4 822.8 817.8 797.5
R3 812.3 807.3 794.5
R2 801.8 801.8 793.8
R1 796.8 796.8 792.8 799.3
PP 791.0 791.0 791.0 792.3
S1 786.0 786.0 790.8 788.5
S2 780.5 780.5 789.8
S3 769.8 775.5 788.8
S4 759.3 764.8 785.8
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 893.5 877.3 807.0
R3 856.5 840.0 797.0
R2 819.3 819.3 793.5
R1 803.0 803.0 790.0 792.5
PP 782.3 782.3 782.3 777.0
S1 766.0 766.0 783.3 755.5
S2 745.0 745.0 780.0
S3 708.0 728.8 776.5
S4 671.0 691.8 766.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 796.0 761.4 34.6 4.4% 16.8 2.1% 88% True False 108,039
10 798.5 759.2 39.3 5.0% 17.8 2.2% 83% False False 117,241
20 809.1 759.2 49.9 6.3% 15.8 2.0% 65% False False 113,410
40 820.5 742.7 77.8 9.8% 16.0 2.0% 63% False False 128,856
60 820.5 722.1 98.4 12.4% 14.8 1.9% 71% False False 90,310
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 12 trading days
Fibonacci Retracements and Extensions
4.250 841.0
2.618 823.8
1.618 813.3
1.000 806.5
0.618 802.5
HIGH 796.0
0.618 792.0
0.500 790.8
0.382 789.5
LOW 785.5
0.618 778.8
1.000 774.8
1.618 768.3
2.618 757.8
4.250 740.3
Fisher Pivots for day following 06-Aug-2012
Pivot 1 day 3 day
R1 791.3 787.3
PP 791.0 783.0
S1 790.8 778.8

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

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