ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 31-Aug-2012
Day Change Summary
Previous Current
30-Aug-2012 31-Aug-2012 Change Change % Previous Week
Open 807.5 805.5 -2.0 -0.2% 802.8
High 807.5 812.7 5.2 0.6% 814.9
Low 802.2 799.2 -3.0 -0.4% 799.2
Close 801.5 806.9 5.4 0.7% 806.9
Range 5.3 13.5 8.2 154.7% 15.7
ATR 6.5 7.0 0.5 7.6% 0.0
Volume 108 144 36 33.3% 384
Daily Pivots for day following 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 846.8 840.3 814.3
R3 833.3 826.8 810.5
R2 819.8 819.8 809.5
R1 813.3 813.3 808.3 816.5
PP 806.3 806.3 806.3 808.0
S1 799.8 799.8 805.8 803.0
S2 792.8 792.8 804.5
S3 779.3 786.3 803.3
S4 765.8 772.8 799.5
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 854.0 846.3 815.5
R3 838.5 830.5 811.3
R2 822.8 822.8 809.8
R1 814.8 814.8 808.3 818.8
PP 807.0 807.0 807.0 809.0
S1 799.0 799.0 805.5 803.0
S2 791.3 791.3 804.0
S3 775.5 783.5 802.5
S4 760.0 767.8 798.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 814.9 799.2 15.7 1.9% 7.5 0.9% 49% False True 76
10 818.7 798.0 20.7 2.6% 5.5 0.7% 43% False False 102
20 818.7 785.0 33.7 4.2% 4.5 0.6% 65% False False 53
40 818.7 759.8 58.9 7.3% 3.0 0.4% 80% False False 111
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 0.8
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 870.0
2.618 848.0
1.618 834.5
1.000 826.3
0.618 821.0
HIGH 812.8
0.618 807.5
0.500 806.0
0.382 804.3
LOW 799.3
0.618 790.8
1.000 785.8
1.618 777.3
2.618 763.8
4.250 741.8
Fisher Pivots for day following 31-Aug-2012
Pivot 1 day 3 day
R1 806.5 807.0
PP 806.3 807.0
S1 806.0 807.0

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

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