ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 30-Aug-2012
Day Change Summary
Previous Current
29-Aug-2012 30-Aug-2012 Change Change % Previous Week
Open 813.8 812.9 -0.9 -0.1% 816.3
High 819.5 812.9 -6.6 -0.8% 826.8
Low 811.1 805.4 -5.7 -0.7% 800.7
Close 814.5 805.7 -8.8 -1.1% 807.1
Range 8.4 7.5 -0.9 -10.7% 26.1
ATR 12.1 11.9 -0.2 -1.8% 0.0
Volume 71,949 42,269 -29,680 -41.3% 439,944
Daily Pivots for day following 30-Aug-2012
Classic Woodie Camarilla DeMark
R4 830.5 825.5 809.8
R3 823.0 818.0 807.8
R2 815.5 815.5 807.0
R1 810.5 810.5 806.5 809.3
PP 808.0 808.0 808.0 807.3
S1 803.0 803.0 805.0 801.8
S2 800.5 800.5 804.3
S3 793.0 795.5 803.8
S4 785.5 788.0 801.5
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
5 819.5 800.7 18.8 2.3% 8.5 1.1% 27% False False 67,198
10 826.8 800.7 26.1 3.2% 10.0 1.2% 19% False False 78,306
20 826.8 766.6 60.2 7.5% 11.3 1.4% 65% False False 79,223
40 826.8 759.2 67.6 8.4% 13.0 1.6% 69% False False 96,808
60 826.8 742.7 84.1 10.4% 14.5 1.8% 75% False False 113,150
80 826.8 722.1 104.7 13.0% 13.5 1.7% 80% False False 85,228
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.8
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 844.8
2.618 832.5
1.618 825.0
1.000 820.5
0.618 817.5
HIGH 813.0
0.618 810.0
0.500 809.3
0.382 808.3
LOW 805.5
0.618 800.8
1.000 798.0
1.618 793.3
2.618 785.8
4.250 773.5
Fisher Pivots for day following 30-Aug-2012
Pivot 1 day 3 day
R1 809.3 812.5
PP 808.0 810.3
S1 806.8 808.0

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

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