ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 23-Aug-2012
Day Change Summary
Previous Current
22-Aug-2012 23-Aug-2012 Change Change % Previous Week
Open 808.0 809.5 1.5 0.2% 788.0
High 809.1 809.5 0.4 0.0% 813.6
Low 805.9 798.0 -7.9 -1.0% 788.0
Close 806.5 800.2 -6.3 -0.8% 812.4
Range 3.2 11.5 8.3 259.4% 25.6
ATR 6.5 6.8 0.4 5.6% 0.0
Volume 11 13 2 18.2% 23
Daily Pivots for day following 23-Aug-2012
Classic Woodie Camarilla DeMark
R4 837.0 830.3 806.5
R3 825.5 818.8 803.3
R2 814.0 814.0 802.3
R1 807.3 807.3 801.3 804.8
PP 802.5 802.5 802.5 801.5
S1 795.8 795.8 799.3 793.3
S2 791.0 791.0 798.0
S3 779.5 784.3 797.0
S4 768.0 772.8 794.0
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
5 818.7 798.0 20.7 2.6% 4.0 0.5% 11% False True 125
10 818.7 788.0 30.7 3.8% 3.8 0.5% 40% False False 64
20 818.7 766.0 52.7 6.6% 3.0 0.4% 65% False False 34
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.3
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 858.5
2.618 839.5
1.618 828.0
1.000 821.0
0.618 816.5
HIGH 809.5
0.618 805.0
0.500 803.8
0.382 802.5
LOW 798.0
0.618 791.0
1.000 786.5
1.618 779.5
2.618 768.0
4.250 749.0
Fisher Pivots for day following 23-Aug-2012
Pivot 1 day 3 day
R1 803.8 808.3
PP 802.5 805.8
S1 801.5 803.0

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

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