ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 12-Sep-2012
Day Change Summary
Previous Current
11-Sep-2012 12-Sep-2012 Change Change % Previous Week
Open 830.7 837.0 6.3 0.8% 807.7
High 841.4 842.9 1.5 0.2% 839.4
Low 829.6 834.8 5.2 0.6% 801.8
Close 835.4 842.4 7.0 0.8% 838.8
Range 11.8 8.1 -3.7 -31.4% 37.6
ATR 8.4 8.4 0.0 -0.3% 0.0
Volume 11,081 44,607 33,526 302.6% 3,397
Daily Pivots for day following 12-Sep-2012
Classic Woodie Camarilla DeMark
R4 864.3 861.5 846.8
R3 856.3 853.3 844.8
R2 848.3 848.3 844.0
R1 845.3 845.3 843.3 846.8
PP 840.0 840.0 840.0 840.8
S1 837.3 837.3 841.8 838.5
S2 832.0 832.0 841.0
S3 823.8 829.0 840.3
S4 815.8 821.0 838.0
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
5 842.9 819.9 23.0 2.7% 9.3 1.1% 98% True False 12,146
10 842.9 799.2 43.7 5.2% 9.5 1.1% 99% True False 6,267
20 842.9 795.4 47.5 5.6% 6.8 0.8% 99% True False 3,170
40 842.9 759.8 83.1 9.9% 4.3 0.5% 99% True False 1,665
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 2.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 877.3
2.618 864.0
1.618 856.0
1.000 851.0
0.618 848.0
HIGH 843.0
0.618 839.8
0.500 838.8
0.382 838.0
LOW 834.8
0.618 829.8
1.000 826.8
1.618 821.8
2.618 813.5
4.250 800.5
Fisher Pivots for day following 12-Sep-2012
Pivot 1 day 3 day
R1 841.3 840.3
PP 840.0 838.3
S1 838.8 836.3

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

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