ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 28-Aug-2012
Day Change Summary
Previous Current
27-Aug-2012 28-Aug-2012 Change Change % Previous Week
Open 807.6 809.6 2.0 0.2% 816.3
High 814.4 814.8 0.4 0.0% 826.8
Low 805.3 806.3 1.0 0.1% 800.7
Close 808.9 813.1 4.2 0.5% 807.1
Range 9.1 8.5 -0.6 -6.6% 26.1
ATR 12.6 12.3 -0.3 -2.3% 0.0
Volume 65,921 76,441 10,520 16.0% 439,944
Daily Pivots for day following 28-Aug-2012
Classic Woodie Camarilla DeMark
R4 837.0 833.5 817.8
R3 828.5 825.0 815.5
R2 820.0 820.0 814.8
R1 816.5 816.5 814.0 818.3
PP 811.5 811.5 811.5 812.3
S1 808.0 808.0 812.3 809.8
S2 803.0 803.0 811.5
S3 794.5 799.5 810.8
S4 786.0 791.0 808.5
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
5 817.2 800.7 16.5 2.0% 10.0 1.2% 75% False False 83,354
10 826.8 791.3 35.5 4.4% 11.3 1.4% 61% False False 85,275
20 826.8 761.4 65.4 8.0% 12.3 1.5% 79% False False 86,159
40 826.8 759.2 67.6 8.3% 13.3 1.6% 80% False False 98,752
60 826.8 725.5 101.3 12.5% 14.8 1.8% 86% False False 111,712
80 826.8 722.1 104.7 12.9% 13.3 1.6% 87% False False 83,800
Crabel Price Patterns
NR True
NR4 True
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 3.6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 851.0
2.618 837.0
1.618 828.5
1.000 823.3
0.618 820.0
HIGH 814.8
0.618 811.5
0.500 810.5
0.382 809.5
LOW 806.3
0.618 801.0
1.000 797.8
1.618 792.5
2.618 784.0
4.250 770.3
Fisher Pivots for day following 28-Aug-2012
Pivot 1 day 3 day
R1 812.3 811.3
PP 811.5 809.5
S1 810.5 807.8

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

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