ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 24-Aug-2012
Day Change Summary
Previous Current
23-Aug-2012 24-Aug-2012 Change Change % Previous Week
Open 810.6 804.8 -5.8 -0.7% 816.3
High 817.2 810.3 -6.9 -0.8% 826.8
Low 801.5 800.7 -0.8 -0.1% 800.7
Close 804.4 807.1 2.7 0.3% 807.1
Range 15.7 9.6 -6.1 -38.9% 26.1
ATR 13.2 12.9 -0.3 -1.9% 0.0
Volume 100,660 79,410 -21,250 -21.1% 439,944
Daily Pivots for day following 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 834.8 830.5 812.5
R3 825.3 821.0 809.8
R2 815.8 815.8 808.8
R1 811.3 811.3 808.0 813.5
PP 806.0 806.0 806.0 807.0
S1 801.8 801.8 806.3 804.0
S2 796.5 796.5 805.3
S3 786.8 792.3 804.5
S4 777.3 782.5 801.8
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 889.8 874.5 821.5
R3 863.8 848.5 814.3
R2 837.8 837.8 812.0
R1 822.3 822.3 809.5 817.0
PP 811.5 811.5 811.5 808.8
S1 796.3 796.3 804.8 790.8
S2 785.5 785.5 802.3
S3 759.3 770.3 800.0
S4 733.3 744.0 792.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 826.8 800.7 26.1 3.2% 11.5 1.4% 25% False True 87,988
10 826.8 788.3 38.5 4.8% 11.8 1.5% 49% False False 85,951
20 826.8 761.4 65.4 8.1% 12.5 1.6% 70% False False 88,480
40 826.8 759.2 67.6 8.4% 14.0 1.7% 71% False False 102,511
60 826.8 722.1 104.7 13.0% 15.0 1.9% 81% False False 109,347
80 826.8 722.1 104.7 13.0% 13.3 1.6% 81% False False 82,021
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 3.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 851.0
2.618 835.5
1.618 825.8
1.000 820.0
0.618 816.3
HIGH 810.3
0.618 806.8
0.500 805.5
0.382 804.3
LOW 800.8
0.618 794.8
1.000 791.0
1.618 785.3
2.618 775.5
4.250 760.0
Fisher Pivots for day following 24-Aug-2012
Pivot 1 day 3 day
R1 806.5 809.0
PP 806.0 808.3
S1 805.5 807.8

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

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