ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 08-Aug-2012
Day Change Summary
Previous Current
07-Aug-2012 08-Aug-2012 Change Change % Previous Week
Open 790.3 798.5 8.2 1.0% 793.8
High 805.3 801.5 -3.8 -0.5% 798.5
Low 789.7 794.6 4.9 0.6% 761.4
Close 798.8 797.6 -1.2 -0.2% 786.7
Range 15.6 6.9 -8.7 -55.8% 37.1
ATR 15.9 15.2 -0.6 -4.0% 0.0
Volume 93,356 59,583 -33,773 -36.2% 553,273
Daily Pivots for day following 08-Aug-2012
Classic Woodie Camarilla DeMark
R4 818.5 815.0 801.5
R3 811.8 808.0 799.5
R2 804.8 804.8 798.8
R1 801.3 801.3 798.3 799.5
PP 798.0 798.0 798.0 797.0
S1 794.3 794.3 797.0 792.8
S2 791.0 791.0 796.3
S3 784.0 787.5 795.8
S4 777.3 780.5 793.8
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
5 805.3 761.4 43.9 5.5% 14.8 1.8% 82% False False 94,111
10 805.3 761.4 43.9 5.5% 16.5 2.1% 82% False False 105,988
20 807.6 759.2 48.4 6.1% 15.0 1.9% 79% False False 109,393
40 820.5 744.9 75.6 9.5% 15.3 1.9% 70% False False 120,059
60 820.5 722.1 98.4 12.3% 15.0 1.9% 77% False False 92,859
80 825.1 722.1 103.0 12.9% 12.0 1.5% 73% False False 69,645
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 22 trading days
Fibonacci Retracements and Extensions
4.250 830.8
2.618 819.5
1.618 812.8
1.000 808.5
0.618 805.8
HIGH 801.5
0.618 798.8
0.500 798.0
0.382 797.3
LOW 794.5
0.618 790.3
1.000 787.8
1.618 783.5
2.618 776.5
4.250 765.3
Fisher Pivots for day following 08-Aug-2012
Pivot 1 day 3 day
R1 798.0 796.8
PP 798.0 796.0
S1 797.8 795.3

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

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