ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 09-Aug-2012
Day Change Summary
Previous Current
08-Aug-2012 09-Aug-2012 Change Change % Previous Week
Open 798.5 797.3 -1.2 -0.2% 793.8
High 801.5 803.4 1.9 0.2% 798.5
Low 794.6 795.2 0.6 0.1% 761.4
Close 797.6 801.9 4.3 0.5% 786.7
Range 6.9 8.2 1.3 18.8% 37.1
ATR 15.2 14.7 -0.5 -3.3% 0.0
Volume 59,583 63,894 4,311 7.2% 553,273
Daily Pivots for day following 09-Aug-2012
Classic Woodie Camarilla DeMark
R4 824.8 821.5 806.5
R3 816.5 813.3 804.3
R2 808.3 808.3 803.5
R1 805.3 805.3 802.8 806.8
PP 800.3 800.3 800.3 801.0
S1 797.0 797.0 801.3 798.5
S2 792.0 792.0 800.5
S3 783.8 788.8 799.8
S4 775.5 780.5 797.5
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
5 805.3 766.6 38.7 4.8% 13.0 1.6% 91% False False 80,333
10 805.3 761.4 43.9 5.5% 15.3 1.9% 92% False False 98,405
20 807.6 759.2 48.4 6.0% 14.8 1.8% 88% False False 106,296
40 820.5 745.1 75.4 9.4% 15.0 1.9% 75% False False 116,547
60 820.5 722.1 98.4 12.3% 15.0 1.9% 81% False False 93,922
80 825.1 722.1 103.0 12.8% 12.3 1.5% 77% False False 70,444
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 838.3
2.618 824.8
1.618 816.8
1.000 811.5
0.618 808.5
HIGH 803.5
0.618 800.3
0.500 799.3
0.382 798.3
LOW 795.3
0.618 790.3
1.000 787.0
1.618 782.0
2.618 773.8
4.250 760.3
Fisher Pivots for day following 09-Aug-2012
Pivot 1 day 3 day
R1 801.0 800.5
PP 800.3 799.0
S1 799.3 797.5

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

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