ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 21-Sep-2012
Day Change Summary
Previous Current
20-Sep-2012 21-Sep-2012 Change Change % Previous Week
Open 855.4 856.3 0.9 0.1% 864.2
High 855.4 862.1 6.7 0.8% 865.6
Low 846.5 855.5 9.0 1.1% 846.5
Close 853.3 862.1 8.8 1.0% 862.1
Range 8.9 6.6 -2.3 -26.3% 19.1
ATR 11.4 11.2 -0.2 -1.6% 0.0
Volume 27,519 344 -27,175 -98.7% 265,304
Daily Pivots for day following 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 879.5 877.3 865.8
R3 873.0 870.8 863.8
R2 866.5 866.5 863.3
R1 864.3 864.3 862.8 865.3
PP 859.8 859.8 859.8 860.5
S1 857.8 857.8 861.5 858.8
S2 853.3 853.3 860.8
S3 846.8 851.3 860.3
S4 840.3 844.5 858.5
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 915.3 907.8 872.5
R3 896.3 888.8 867.3
R2 877.3 877.3 865.5
R1 869.5 869.5 863.8 863.8
PP 858.0 858.0 858.0 855.3
S1 850.5 850.5 860.3 844.8
S2 839.0 839.0 858.5
S3 819.8 831.5 856.8
S4 800.8 812.3 851.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 865.6 846.5 19.1 2.2% 8.3 0.9% 81% False False 53,060
10 869.6 834.3 35.3 4.1% 10.3 1.2% 79% False False 80,882
20 869.6 800.7 68.9 8.0% 10.5 1.2% 89% False False 83,662
40 869.6 761.4 108.2 12.6% 12.0 1.4% 93% False False 87,602
60 869.6 759.2 110.4 12.8% 13.0 1.5% 93% False False 97,502
80 869.6 722.1 147.5 17.1% 14.0 1.6% 95% False False 101,936
100 869.6 722.1 147.5 17.1% 12.5 1.5% 95% False False 81,555
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 1.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 890.0
2.618 879.3
1.618 872.8
1.000 868.5
0.618 866.0
HIGH 862.0
0.618 859.5
0.500 858.8
0.382 858.0
LOW 855.5
0.618 851.5
1.000 849.0
1.618 845.0
2.618 838.3
4.250 827.5
Fisher Pivots for day following 21-Sep-2012
Pivot 1 day 3 day
R1 861.0 859.5
PP 859.8 856.8
S1 858.8 854.3

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

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