ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 27-Aug-2012
Day Change Summary
Previous Current
24-Aug-2012 27-Aug-2012 Change Change % Previous Week
Open 804.8 807.6 2.8 0.3% 816.3
High 810.3 814.4 4.1 0.5% 826.8
Low 800.7 805.3 4.6 0.6% 800.7
Close 807.1 808.9 1.8 0.2% 807.1
Range 9.6 9.1 -0.5 -5.2% 26.1
ATR 12.9 12.6 -0.3 -2.1% 0.0
Volume 79,410 65,921 -13,489 -17.0% 439,944
Daily Pivots for day following 27-Aug-2012
Classic Woodie Camarilla DeMark
R4 836.8 832.0 814.0
R3 827.8 822.8 811.5
R2 818.8 818.8 810.5
R1 813.8 813.8 809.8 816.3
PP 809.5 809.5 809.5 810.8
S1 804.8 804.8 808.0 807.0
S2 800.5 800.5 807.3
S3 791.3 795.5 806.5
S4 782.3 786.5 804.0
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% 31% False False 87,378
10 826.8 791.3 35.5 4.4% 11.5 1.4% 50% False False 85,319
20 826.8 761.4 65.4 8.1% 12.5 1.5% 73% False False 87,458
40 826.8 759.2 67.6 8.4% 13.5 1.7% 74% False False 99,997
60 826.8 722.1 104.7 12.9% 14.8 1.8% 83% False False 110,442
80 826.8 722.1 104.7 12.9% 13.3 1.6% 83% False False 82,845
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 3.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 853.0
2.618 838.3
1.618 829.0
1.000 823.5
0.618 820.0
HIGH 814.5
0.618 811.0
0.500 809.8
0.382 808.8
LOW 805.3
0.618 799.8
1.000 796.3
1.618 790.5
2.618 781.5
4.250 766.5
Fisher Pivots for day following 27-Aug-2012
Pivot 1 day 3 day
R1 809.8 809.0
PP 809.5 809.0
S1 809.3 809.0

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

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