ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 13-Aug-2012
Day Change Summary
Previous Current
10-Aug-2012 13-Aug-2012 Change Change % Previous Week
Open 801.4 797.4 -4.0 -0.5% 787.0
High 801.4 799.8 -1.6 -0.2% 805.3
Low 794.2 788.3 -5.9 -0.7% 785.4
Close 799.0 797.8 -1.2 -0.2% 799.0
Range 7.2 11.5 4.3 59.7% 19.9
ATR 14.2 14.0 -0.2 -1.4% 0.0
Volume 66,696 72,240 5,544 8.3% 356,819
Daily Pivots for day following 13-Aug-2012
Classic Woodie Camarilla DeMark
R4 829.8 825.3 804.0
R3 818.3 813.8 801.0
R2 806.8 806.8 800.0
R1 802.3 802.3 798.8 804.5
PP 795.3 795.3 795.3 796.5
S1 790.8 790.8 796.8 793.0
S2 783.8 783.8 795.8
S3 772.3 779.3 794.8
S4 760.8 767.8 791.5
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 856.3 847.5 810.0
R3 836.3 827.8 804.5
R2 816.5 816.5 802.8
R1 807.8 807.8 800.8 812.0
PP 796.5 796.5 796.5 798.8
S1 787.8 787.8 797.3 792.3
S2 776.8 776.8 795.3
S3 756.8 768.0 793.5
S4 736.8 748.0 788.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 805.3 788.3 17.0 2.1% 10.0 1.2% 56% False True 71,153
10 805.3 761.4 43.9 5.5% 13.3 1.7% 83% False False 89,596
20 807.6 759.2 48.4 6.1% 14.5 1.8% 80% False False 104,333
40 820.5 753.2 67.3 8.4% 14.8 1.8% 66% False False 112,307
60 820.5 722.1 98.4 12.3% 14.5 1.8% 77% False False 96,232
80 825.1 722.1 103.0 12.9% 12.3 1.5% 73% False False 72,180
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 848.8
2.618 830.0
1.618 818.5
1.000 811.3
0.618 807.0
HIGH 799.8
0.618 795.5
0.500 794.0
0.382 792.8
LOW 788.3
0.618 781.3
1.000 776.8
1.618 769.8
2.618 758.3
4.250 739.5
Fisher Pivots for day following 13-Aug-2012
Pivot 1 day 3 day
R1 796.5 797.3
PP 795.3 796.5
S1 794.0 795.8

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

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