ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 05-Sep-2012
Day Change Summary
Previous Current
04-Sep-2012 05-Sep-2012 Change Change % Previous Week
Open 807.7 815.9 8.2 1.0% 802.8
High 818.8 819.8 1.0 0.1% 814.9
Low 801.8 814.3 12.5 1.6% 799.2
Close 818.8 817.0 -1.8 -0.2% 806.9
Range 17.0 5.5 -11.5 -67.6% 15.7
ATR 7.8 7.6 -0.2 -2.1% 0.0
Volume 1,165 496 -669 -57.4% 384
Daily Pivots for day following 05-Sep-2012
Classic Woodie Camarilla DeMark
R4 833.5 830.8 820.0
R3 828.0 825.3 818.5
R2 822.5 822.5 818.0
R1 819.8 819.8 817.5 821.3
PP 817.0 817.0 817.0 817.8
S1 814.3 814.3 816.5 815.8
S2 811.5 811.5 816.0
S3 806.0 808.8 815.5
S4 800.5 803.3 814.0
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
5 819.8 799.2 20.6 2.5% 9.5 1.2% 86% True False 387
10 819.8 798.0 21.8 2.7% 7.5 0.9% 87% True False 208
20 819.8 788.0 31.8 3.9% 5.3 0.6% 91% True False 135
40 819.8 759.8 60.0 7.3% 3.0 0.4% 95% True False 152
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 1.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 843.3
2.618 834.3
1.618 828.8
1.000 825.3
0.618 823.3
HIGH 819.8
0.618 817.8
0.500 817.0
0.382 816.5
LOW 814.3
0.618 811.0
1.000 808.8
1.618 805.5
2.618 800.0
4.250 791.0
Fisher Pivots for day following 05-Sep-2012
Pivot 1 day 3 day
R1 817.0 814.5
PP 817.0 812.0
S1 817.0 809.5

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

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