ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 15-Aug-2012
Day Change Summary
Previous Current
14-Aug-2012 15-Aug-2012 Change Change % Previous Week
Open 794.0 795.4 1.4 0.2% 785.0
High 794.0 795.4 1.4 0.2% 799.0
Low 789.8 795.4 5.6 0.7% 785.0
Close 791.8 799.5 7.7 1.0% 795.0
Range 4.2 0.0 -4.2 -100.0% 14.0
ATR 7.3 7.0 -0.3 -3.6% 0.0
Volume 2 1 -1 -50.0% 25
Daily Pivots for day following 15-Aug-2012
Classic Woodie Camarilla DeMark
R4 796.8 798.3 799.5
R3 796.8 798.3 799.5
R2 796.8 796.8 799.5
R1 798.3 798.3 799.5 797.5
PP 796.8 796.8 796.8 796.5
S1 798.3 798.3 799.5 797.5
S2 796.8 796.8 799.5
S3 796.8 798.3 799.5
S4 796.8 798.3 799.5
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 835.0 829.0 802.8
R3 821.0 815.0 798.8
R2 807.0 807.0 797.5
R1 801.0 801.0 796.3 804.0
PP 793.0 793.0 793.0 794.5
S1 787.0 787.0 793.8 790.0
S2 779.0 779.0 792.5
S3 765.0 773.0 791.3
S4 751.0 759.0 787.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 797.5 788.0 9.5 1.2% 2.5 0.3% 121% False False 4
10 799.0 766.0 33.0 4.1% 3.0 0.4% 102% False False 5
20 799.0 759.8 39.2 4.9% 1.8 0.2% 101% False False 110
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 795.5
2.618 795.5
1.618 795.5
1.000 795.5
0.618 795.5
HIGH 795.5
0.618 795.5
0.500 795.5
0.382 795.5
LOW 795.5
0.618 795.5
1.000 795.5
1.618 795.5
2.618 795.5
4.250 795.5
Fisher Pivots for day following 15-Aug-2012
Pivot 1 day 3 day
R1 798.3 797.0
PP 796.8 794.3
S1 795.5 791.8

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

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