ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 07-Aug-2012
Day Change Summary
Previous Current
06-Aug-2012 07-Aug-2012 Change Change % Previous Week
Open 787.0 790.3 3.3 0.4% 793.8
High 796.0 805.3 9.3 1.2% 798.5
Low 785.4 789.7 4.3 0.5% 761.4
Close 791.7 798.8 7.1 0.9% 786.7
Range 10.6 15.6 5.0 47.2% 37.1
ATR 15.9 15.9 0.0 -0.1% 0.0
Volume 73,290 93,356 20,066 27.4% 553,273
Daily Pivots for day following 07-Aug-2012
Classic Woodie Camarilla DeMark
R4 844.8 837.3 807.5
R3 829.3 821.8 803.0
R2 813.5 813.5 801.8
R1 806.3 806.3 800.3 809.8
PP 798.0 798.0 798.0 799.8
S1 790.5 790.5 797.3 794.3
S2 782.3 782.3 796.0
S3 766.8 775.0 794.5
S4 751.3 759.3 790.3
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
5 805.3 761.4 43.9 5.5% 17.5 2.2% 85% True False 106,226
10 805.3 759.2 46.1 5.8% 17.3 2.2% 86% True False 111,193
20 807.6 759.2 48.4 6.1% 15.5 1.9% 82% False False 111,834
40 820.5 742.7 77.8 9.7% 15.5 1.9% 72% False False 125,528
60 820.5 722.1 98.4 12.3% 14.8 1.9% 78% False False 91,866
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 871.5
2.618 846.3
1.618 830.5
1.000 821.0
0.618 815.0
HIGH 805.3
0.618 799.3
0.500 797.5
0.382 795.8
LOW 789.8
0.618 780.0
1.000 774.0
1.618 764.5
2.618 748.8
4.250 723.5
Fisher Pivots for day following 07-Aug-2012
Pivot 1 day 3 day
R1 798.3 794.5
PP 798.0 790.3
S1 797.5 786.0

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

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