ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 20-Aug-2012
Day Change Summary
Previous Current
17-Aug-2012 20-Aug-2012 Change Change % Previous Week
Open 810.3 816.3 6.0 0.7% 797.4
High 818.4 818.7 0.3 0.0% 818.4
Low 808.8 809.6 0.8 0.1% 788.3
Close 816.5 815.2 -1.3 -0.2% 816.5
Range 9.6 9.1 -0.5 -5.2% 30.1
ATR 13.6 13.3 -0.3 -2.4% 0.0
Volume 86,539 68,975 -17,564 -20.3% 419,572
Daily Pivots for day following 20-Aug-2012
Classic Woodie Camarilla DeMark
R4 841.8 837.5 820.3
R3 832.8 828.5 817.8
R2 823.5 823.5 816.8
R1 819.5 819.5 816.0 817.0
PP 814.5 814.5 814.5 813.3
S1 810.3 810.3 814.3 807.8
S2 805.5 805.5 813.5
S3 796.3 801.3 812.8
S4 787.3 792.0 810.3
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
5 818.7 791.3 27.4 3.4% 11.8 1.4% 87% True False 83,261
10 818.7 788.3 30.4 3.7% 10.8 1.3% 88% True False 77,207
20 818.7 759.2 59.5 7.3% 14.3 1.7% 94% True False 97,224
40 820.5 753.2 67.3 8.3% 14.3 1.7% 92% False False 105,511
60 820.5 722.1 98.4 12.1% 15.0 1.8% 95% False False 103,169
80 825.1 722.1 103.0 12.6% 12.8 1.6% 90% False False 77,384
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 2.9
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 857.5
2.618 842.5
1.618 833.5
1.000 827.8
0.618 824.3
HIGH 818.8
0.618 815.3
0.500 814.3
0.382 813.0
LOW 809.5
0.618 804.0
1.000 800.5
1.618 795.0
2.618 785.8
4.250 771.0
Fisher Pivots for day following 20-Aug-2012
Pivot 1 day 3 day
R1 814.8 813.0
PP 814.5 810.5
S1 814.3 808.3

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

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