ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 07-Sep-2012
Day Change Summary
Previous Current
06-Sep-2012 07-Sep-2012 Change Change % Previous Week
Open 819.9 837.9 18.0 2.2% 807.7
High 835.0 839.4 4.4 0.5% 839.4
Low 819.9 834.5 14.6 1.8% 801.8
Close 832.2 838.8 6.6 0.8% 838.8
Range 15.1 4.9 -10.2 -67.5% 37.6
ATR 8.3 8.3 -0.1 -1.0% 0.0
Volume 1,655 81 -1,574 -95.1% 3,397
Daily Pivots for day following 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 852.3 850.5 841.5
R3 847.3 845.5 840.3
R2 842.5 842.5 839.8
R1 840.8 840.8 839.3 841.5
PP 837.5 837.5 837.5 838.0
S1 835.8 835.8 838.3 836.8
S2 832.8 832.8 838.0
S3 827.8 830.8 837.5
S4 822.8 826.0 836.0
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 939.5 926.8 859.5
R3 901.8 889.3 849.3
R2 864.3 864.3 845.8
R1 851.5 851.5 842.3 858.0
PP 826.8 826.8 826.8 829.8
S1 814.0 814.0 835.3 820.3
S2 789.0 789.0 832.0
S3 751.5 776.3 828.5
S4 713.8 738.8 818.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 839.4 799.2 40.2 4.8% 11.3 1.3% 99% True False 708
10 839.4 799.2 40.2 4.8% 8.3 1.0% 99% True False 379
20 839.4 788.0 51.4 6.1% 6.0 0.7% 99% True False 222
40 839.4 759.8 79.6 9.5% 3.5 0.4% 99% True False 193
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.6
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 860.3
2.618 852.3
1.618 847.3
1.000 844.3
0.618 842.5
HIGH 839.5
0.618 837.5
0.500 837.0
0.382 836.3
LOW 834.5
0.618 831.5
1.000 829.5
1.618 826.5
2.618 821.8
4.250 813.8
Fisher Pivots for day following 07-Sep-2012
Pivot 1 day 3 day
R1 838.3 834.8
PP 837.5 830.8
S1 837.0 826.8

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

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