ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 08-May-2012
Day Change Summary
Previous Current
07-May-2012 08-May-2012 Change Change % Previous Week
Open 787.0 780.0 -7.0 -0.9% 825.1
High 789.3 780.0 -9.3 -1.2% 825.1
Low 787.0 780.0 -7.0 -0.9% 782.7
Close 788.9 786.7 -2.2 -0.3% 782.7
Range 2.3 0.0 -2.3 -100.0% 42.4
ATR 8.2 8.3 0.0 0.6% 0.0
Volume 2 2 0 0.0% 44
Daily Pivots for day following 08-May-2012
Classic Woodie Camarilla DeMark
R4 782.3 784.5 786.8
R3 782.3 784.5 786.8
R2 782.3 782.3 786.8
R1 784.5 784.5 786.8 783.3
PP 782.3 782.3 782.3 781.8
S1 784.5 784.5 786.8 783.3
S2 782.3 782.3 786.8
S3 782.3 784.5 786.8
S4 782.3 784.5 786.8
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
5 806.0 780.0 26.0 3.3% 1.5 0.2% 26% False True 2
10 825.1 780.0 45.1 5.7% 4.0 0.5% 15% False True 6
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 0.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 780.0
2.618 780.0
1.618 780.0
1.000 780.0
0.618 780.0
HIGH 780.0
0.618 780.0
0.500 780.0
0.382 780.0
LOW 780.0
0.618 780.0
1.000 780.0
1.618 780.0
2.618 780.0
4.250 780.0
Fisher Pivots for day following 08-May-2012
Pivot 1 day 3 day
R1 784.5 786.0
PP 782.3 785.3
S1 780.0 784.8

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

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