ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 17-Aug-2012
Day Change Summary
Previous Current
16-Aug-2012 17-Aug-2012 Change Change % Previous Week
Open 798.3 812.7 14.4 1.8% 788.0
High 803.0 813.6 10.6 1.3% 813.6
Low 798.3 810.5 12.2 1.5% 788.0
Close 805.9 812.4 6.5 0.8% 812.4
Range 4.7 3.1 -1.6 -34.0% 25.6
ATR 6.8 6.9 0.1 0.9% 0.0
Volume 2 2 0 0.0% 23
Daily Pivots for day following 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 821.5 820.0 814.0
R3 818.3 817.0 813.3
R2 815.3 815.3 813.0
R1 813.8 813.8 812.8 813.0
PP 812.3 812.3 812.3 811.8
S1 810.8 810.8 812.0 810.0
S2 809.0 809.0 811.8
S3 806.0 807.8 811.5
S4 802.8 804.5 810.8
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 881.5 872.5 826.5
R3 855.8 847.0 819.5
R2 830.3 830.3 817.0
R1 821.3 821.3 814.8 825.8
PP 804.8 804.8 804.8 807.0
S1 795.8 795.8 810.0 800.3
S2 779.0 779.0 807.8
S3 753.5 770.3 805.3
S4 727.8 744.5 798.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 813.6 788.0 25.6 3.2% 3.5 0.4% 95% True False 4
10 813.6 785.0 28.6 3.5% 3.3 0.4% 96% True False 4
20 813.6 759.8 53.8 6.6% 2.0 0.3% 98% True False 11
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 0.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 826.8
2.618 821.8
1.618 818.5
1.000 816.8
0.618 815.5
HIGH 813.5
0.618 812.5
0.500 812.0
0.382 811.8
LOW 810.5
0.618 808.5
1.000 807.5
1.618 805.5
2.618 802.5
4.250 797.3
Fisher Pivots for day following 17-Aug-2012
Pivot 1 day 3 day
R1 812.3 809.8
PP 812.3 807.3
S1 812.0 804.5

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

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