ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 04-May-2012
Day Change Summary
Previous Current
03-May-2012 04-May-2012 Change Change % Previous Week
Open 800.0 782.7 -17.3 -2.2% 825.1
High 800.0 782.7 -17.3 -2.2% 825.1
Low 800.0 782.7 -17.3 -2.2% 782.7
Close 800.3 782.7 -17.6 -2.2% 782.7
Range
ATR 0.0 8.3 8.3 0.0
Volume 1 1 0 0.0% 44
Daily Pivots for day following 04-May-2012
Classic Woodie Camarilla DeMark
R4 782.8 782.8 782.8
R3 782.8 782.8 782.8
R2 782.8 782.8 782.8
R1 782.8 782.8 782.8 782.8
PP 782.8 782.8 782.8 782.8
S1 782.8 782.8 782.8 782.8
S2 782.8 782.8 782.8
S3 782.8 782.8 782.8
S4 782.8 782.8 782.8
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 924.0 895.8 806.0
R3 881.8 853.3 794.3
R2 839.3 839.3 790.5
R1 811.0 811.0 786.5 804.0
PP 796.8 796.8 796.8 793.3
S1 768.5 768.5 778.8 761.5
S2 754.5 754.5 775.0
S3 712.0 726.3 771.0
S4 669.8 683.8 759.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 825.1 782.7 42.4 5.4% 3.5 0.4% 0% False True 8
10 825.1 782.7 42.4 5.4% 4.0 0.5% 0% False True 6
Crabel Price Patterns
NR False
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 0.0
Fibonacci Retracements and Extensions
4.250 782.8
2.618 782.8
1.618 782.8
1.000 782.8
0.618 782.8
HIGH 782.8
0.618 782.8
0.500 782.8
0.382 782.8
LOW 782.8
0.618 782.8
1.000 782.8
1.618 782.8
2.618 782.8
4.250 782.8
Fisher Pivots for day following 04-May-2012
Pivot 1 day 3 day
R1 782.8 794.3
PP 782.8 790.5
S1 782.8 786.5

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

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