ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 29-Aug-2012
Day Change Summary
Previous Current
28-Aug-2012 29-Aug-2012 Change Change % Previous Week
Open 809.6 813.8 4.2 0.5% 816.3
High 814.8 819.5 4.7 0.6% 826.8
Low 806.3 811.1 4.8 0.6% 800.7
Close 813.1 814.5 1.4 0.2% 807.1
Range 8.5 8.4 -0.1 -1.2% 26.1
ATR 12.3 12.1 -0.3 -2.3% 0.0
Volume 76,441 71,949 -4,492 -5.9% 439,944
Daily Pivots for day following 29-Aug-2012
Classic Woodie Camarilla DeMark
R4 840.3 835.8 819.0
R3 831.8 827.3 816.8
R2 823.5 823.5 816.0
R1 819.0 819.0 815.3 821.3
PP 815.0 815.0 815.0 816.3
S1 810.5 810.5 813.8 812.8
S2 806.8 806.8 813.0
S3 798.3 802.3 812.3
S4 789.8 793.8 810.0
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
5 819.5 800.7 18.8 2.3% 10.3 1.3% 73% True False 78,876
10 826.8 797.8 29.0 3.6% 10.8 1.3% 58% False False 84,484
20 826.8 761.4 65.4 8.0% 11.8 1.4% 81% False False 83,748
40 826.8 759.2 67.6 8.3% 13.3 1.6% 82% False False 98,710
60 826.8 742.7 84.1 10.3% 14.5 1.8% 85% False False 112,875
80 826.8 722.1 104.7 12.9% 13.5 1.7% 88% False False 84,699
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 3.5
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 855.3
2.618 841.5
1.618 833.0
1.000 828.0
0.618 824.8
HIGH 819.5
0.618 816.3
0.500 815.3
0.382 814.3
LOW 811.0
0.618 806.0
1.000 802.8
1.618 797.5
2.618 789.0
4.250 775.5
Fisher Pivots for day following 29-Aug-2012
Pivot 1 day 3 day
R1 815.3 813.8
PP 815.0 813.0
S1 814.8 812.5

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

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