ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 17-Aug-2012
Day Change Summary
Previous Current
16-Aug-2012 17-Aug-2012 Change Change % Previous Week
Open 804.9 810.3 5.4 0.7% 797.4
High 812.7 818.4 5.7 0.7% 818.4
Low 797.8 808.8 11.0 1.4% 788.3
Close 810.0 816.5 6.5 0.8% 816.5
Range 14.9 9.6 -5.3 -35.6% 30.1
ATR 13.9 13.6 -0.3 -2.2% 0.0
Volume 104,046 86,539 -17,507 -16.8% 419,572
Daily Pivots for day following 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 843.3 839.5 821.8
R3 833.8 830.0 819.3
R2 824.3 824.3 818.3
R1 820.3 820.3 817.5 822.3
PP 814.5 814.5 814.5 815.5
S1 810.8 810.8 815.5 812.8
S2 805.0 805.0 814.8
S3 795.3 801.3 813.8
S4 785.8 791.5 811.3
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 898.0 887.3 833.0
R3 868.0 857.3 824.8
R2 837.8 837.8 822.0
R1 827.3 827.3 819.3 832.5
PP 807.8 807.8 807.8 810.5
S1 797.0 797.0 813.8 802.5
S2 777.8 777.8 811.0
S3 747.5 767.0 808.3
S4 717.5 736.8 800.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 818.4 788.3 30.1 3.7% 12.3 1.5% 94% True False 83,914
10 818.4 785.4 33.0 4.0% 11.0 1.3% 94% True False 77,639
20 818.4 759.2 59.2 7.3% 14.5 1.8% 97% True False 99,638
40 820.5 753.2 67.3 8.2% 14.3 1.7% 94% False False 106,808
60 820.5 722.1 98.4 12.1% 14.8 1.8% 96% False False 102,019
80 825.1 722.1 103.0 12.6% 12.8 1.6% 92% False False 76,522
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 2.8
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 859.3
2.618 843.5
1.618 834.0
1.000 828.0
0.618 824.3
HIGH 818.5
0.618 814.8
0.500 813.5
0.382 812.5
LOW 808.8
0.618 802.8
1.000 799.3
1.618 793.3
2.618 783.8
4.250 768.0
Fisher Pivots for day following 17-Aug-2012
Pivot 1 day 3 day
R1 815.5 812.5
PP 814.5 808.8
S1 813.5 804.8

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

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