ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 22-Aug-2012
Day Change Summary
Previous Current
21-Aug-2012 22-Aug-2012 Change Change % Previous Week
Open 815.3 813.7 -1.6 -0.2% 797.4
High 826.8 814.9 -11.9 -1.4% 818.4
Low 811.6 807.6 -4.0 -0.5% 788.3
Close 814.7 810.7 -4.0 -0.5% 816.5
Range 15.2 7.3 -7.9 -52.0% 30.1
ATR 13.4 13.0 -0.4 -3.3% 0.0
Volume 96,561 94,338 -2,223 -2.3% 419,572
Daily Pivots for day following 22-Aug-2012
Classic Woodie Camarilla DeMark
R4 833.0 829.3 814.8
R3 825.8 821.8 812.8
R2 818.3 818.3 812.0
R1 814.5 814.5 811.3 812.8
PP 811.0 811.0 811.0 810.3
S1 807.3 807.3 810.0 805.5
S2 803.8 803.8 809.3
S3 796.5 800.0 808.8
S4 789.3 792.8 806.8
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
5 826.8 797.8 29.0 3.6% 11.3 1.4% 44% False False 90,091
10 826.8 788.3 38.5 4.7% 10.8 1.3% 58% False False 81,003
20 826.8 761.4 65.4 8.1% 13.8 1.7% 75% False False 93,495
40 826.8 759.2 67.6 8.3% 14.0 1.7% 76% False False 104,549
60 826.8 722.1 104.7 12.9% 15.0 1.9% 85% False False 106,350
80 826.8 722.1 104.7 12.9% 13.0 1.6% 85% False False 79,770
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.0
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 846.0
2.618 834.0
1.618 826.8
1.000 822.3
0.618 819.5
HIGH 815.0
0.618 812.0
0.500 811.3
0.382 810.5
LOW 807.5
0.618 803.0
1.000 800.3
1.618 795.8
2.618 788.5
4.250 776.5
Fisher Pivots for day following 22-Aug-2012
Pivot 1 day 3 day
R1 811.3 817.3
PP 811.0 815.0
S1 811.0 812.8

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

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