ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 05-Sep-2012
Day Change Summary
Previous Current
04-Sep-2012 05-Sep-2012 Change Change % Previous Week
Open 814.2 820.8 6.6 0.8% 807.6
High 823.7 824.8 1.1 0.1% 819.5
Low 805.1 816.8 11.7 1.5% 802.9
Close 822.9 821.1 -1.8 -0.2% 811.1
Range 18.6 8.0 -10.6 -57.0% 16.6
ATR 12.5 12.2 -0.3 -2.6% 0.0
Volume 136,271 83,244 -53,027 -38.9% 369,287
Daily Pivots for day following 05-Sep-2012
Classic Woodie Camarilla DeMark
R4 845.0 841.0 825.5
R3 837.0 833.0 823.3
R2 829.0 829.0 822.5
R1 825.0 825.0 821.8 827.0
PP 821.0 821.0 821.0 822.0
S1 817.0 817.0 820.3 819.0
S2 813.0 813.0 819.8
S3 805.0 809.0 819.0
S4 797.0 801.0 816.8
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 861.0 852.8 820.3
R3 844.3 836.0 815.8
R2 827.8 827.8 814.3
R1 819.5 819.5 812.5 823.5
PP 811.3 811.3 811.3 813.3
S1 802.8 802.8 809.5 807.0
S2 794.5 794.5 808.0
S3 778.0 786.3 806.5
S4 761.3 769.8 802.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 824.8 802.9 21.9 2.7% 11.3 1.4% 83% True False 89,288
10 824.8 800.7 24.1 2.9% 10.8 1.3% 85% True False 86,321
20 826.8 788.3 38.5 4.7% 10.8 1.3% 85% False False 81,924
40 826.8 759.2 67.6 8.2% 13.0 1.6% 92% False False 96,879
60 826.8 742.7 84.1 10.2% 14.0 1.7% 93% False False 110,993
80 826.8 722.1 104.7 12.8% 13.8 1.7% 95% False False 89,380
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 3.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 858.8
2.618 845.8
1.618 837.8
1.000 832.8
0.618 829.8
HIGH 824.8
0.618 821.8
0.500 820.8
0.382 819.8
LOW 816.8
0.618 811.8
1.000 808.8
1.618 803.8
2.618 795.8
4.250 782.8
Fisher Pivots for day following 05-Sep-2012
Pivot 1 day 3 day
R1 821.0 818.8
PP 821.0 816.3
S1 820.8 813.8

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

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