ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 06-Sep-2012
Day Change Summary
Previous Current
05-Sep-2012 06-Sep-2012 Change Change % Previous Week
Open 815.9 819.9 4.0 0.5% 802.8
High 819.8 835.0 15.2 1.9% 814.9
Low 814.3 819.9 5.6 0.7% 799.2
Close 817.0 832.2 15.2 1.9% 806.9
Range 5.5 15.1 9.6 174.5% 15.7
ATR 7.6 8.3 0.7 9.8% 0.0
Volume 496 1,655 1,159 233.7% 384
Daily Pivots for day following 06-Sep-2012
Classic Woodie Camarilla DeMark
R4 874.3 868.3 840.5
R3 859.3 853.3 836.3
R2 844.3 844.3 835.0
R1 838.3 838.3 833.5 841.3
PP 829.0 829.0 829.0 830.5
S1 823.0 823.0 830.8 826.0
S2 814.0 814.0 829.5
S3 798.8 808.0 828.0
S4 783.8 792.8 824.0
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
5 835.0 799.2 35.8 4.3% 11.3 1.4% 92% True False 713
10 835.0 798.0 37.0 4.4% 8.8 1.1% 92% True False 372
20 835.0 788.0 47.0 5.6% 5.8 0.7% 94% True False 218
40 835.0 759.8 75.2 9.0% 3.5 0.4% 96% True False 194
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 899.3
2.618 874.5
1.618 859.5
1.000 850.0
0.618 844.3
HIGH 835.0
0.618 829.3
0.500 827.5
0.382 825.8
LOW 820.0
0.618 810.5
1.000 804.8
1.618 795.5
2.618 780.3
4.250 755.8
Fisher Pivots for day following 06-Sep-2012
Pivot 1 day 3 day
R1 830.5 827.5
PP 829.0 823.0
S1 827.5 818.5

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

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