ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 21-Aug-2012
Day Change Summary
Previous Current
20-Aug-2012 21-Aug-2012 Change Change % Previous Week
Open 816.3 815.3 -1.0 -0.1% 797.4
High 818.7 826.8 8.1 1.0% 818.4
Low 809.6 811.6 2.0 0.2% 788.3
Close 815.2 814.7 -0.5 -0.1% 816.5
Range 9.1 15.2 6.1 67.0% 30.1
ATR 13.3 13.4 0.1 1.0% 0.0
Volume 68,975 96,561 27,586 40.0% 419,572
Daily Pivots for day following 21-Aug-2012
Classic Woodie Camarilla DeMark
R4 863.3 854.3 823.0
R3 848.0 839.0 819.0
R2 833.0 833.0 817.5
R1 823.8 823.8 816.0 820.8
PP 817.8 817.8 817.8 816.3
S1 808.5 808.5 813.3 805.5
S2 802.5 802.5 812.0
S3 787.3 793.5 810.5
S4 772.0 778.3 806.3
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
5 826.8 791.3 35.5 4.4% 12.3 1.5% 66% True False 87,197
10 826.8 788.3 38.5 4.7% 10.8 1.3% 69% True False 77,528
20 826.8 759.2 67.6 8.3% 14.0 1.7% 82% True False 94,360
40 826.8 753.2 73.6 9.0% 14.3 1.7% 84% True False 105,006
60 826.8 722.1 104.7 12.9% 15.3 1.9% 88% True False 104,778
80 826.8 722.1 104.7 12.9% 12.8 1.6% 88% True False 78,591
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.2
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 891.5
2.618 866.5
1.618 851.5
1.000 842.0
0.618 836.3
HIGH 826.8
0.618 821.0
0.500 819.3
0.382 817.5
LOW 811.5
0.618 802.3
1.000 796.5
1.618 787.0
2.618 771.8
4.250 747.0
Fisher Pivots for day following 21-Aug-2012
Pivot 1 day 3 day
R1 819.3 817.8
PP 817.8 816.8
S1 816.3 815.8

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

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