ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 14-Sep-2012
Day Change Summary
Previous Current
13-Sep-2012 14-Sep-2012 Change Change % Previous Week
Open 846.0 856.7 10.7 1.3% 842.1
High 861.7 869.6 7.9 0.9% 869.6
Low 842.0 856.7 14.7 1.7% 834.3
Close 856.2 865.7 9.5 1.1% 865.7
Range 19.7 12.9 -6.8 -34.5% 35.3
ATR 12.3 12.4 0.1 0.6% 0.0
Volume 179,463 102,416 -77,047 -42.9% 543,520
Daily Pivots for day following 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 902.8 897.0 872.8
R3 889.8 884.3 869.3
R2 877.0 877.0 868.0
R1 871.3 871.3 867.0 874.0
PP 864.0 864.0 864.0 865.5
S1 858.5 858.5 864.5 861.3
S2 851.0 851.0 863.3
S3 838.3 845.5 862.3
S4 825.3 832.5 858.5
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 962.5 949.3 885.0
R3 927.3 914.0 875.5
R2 891.8 891.8 872.3
R1 878.8 878.8 869.0 885.3
PP 856.5 856.5 856.5 859.8
S1 843.5 843.5 862.5 850.0
S2 821.3 821.3 859.3
S3 786.0 808.3 856.0
S4 750.8 772.8 846.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 869.6 834.3 35.3 4.1% 12.3 1.4% 89% True False 108,704
10 869.6 802.9 66.7 7.7% 12.8 1.5% 94% True False 107,194
20 869.6 800.7 68.9 8.0% 11.5 1.3% 94% True False 92,750
40 869.6 759.2 110.4 12.8% 13.0 1.5% 96% True False 97,056
60 869.6 753.2 116.4 13.4% 13.5 1.6% 97% True False 103,324
80 869.6 722.1 147.5 17.0% 14.0 1.6% 97% True False 98,620
100 869.6 722.1 147.5 17.0% 12.5 1.4% 97% True False 78,902
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 2.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 924.5
2.618 903.3
1.618 890.5
1.000 882.5
0.618 877.5
HIGH 869.5
0.618 864.8
0.500 863.3
0.382 861.8
LOW 856.8
0.618 848.8
1.000 843.8
1.618 835.8
2.618 823.0
4.250 802.0
Fisher Pivots for day following 14-Sep-2012
Pivot 1 day 3 day
R1 864.8 862.0
PP 864.0 858.0
S1 863.3 854.3

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

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