ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 10-Aug-2012
Day Change Summary
Previous Current
09-Aug-2012 10-Aug-2012 Change Change % Previous Week
Open 797.3 801.4 4.1 0.5% 787.0
High 803.4 801.4 -2.0 -0.2% 805.3
Low 795.2 794.2 -1.0 -0.1% 785.4
Close 801.9 799.0 -2.9 -0.4% 799.0
Range 8.2 7.2 -1.0 -12.2% 19.9
ATR 14.7 14.2 -0.5 -3.4% 0.0
Volume 63,894 66,696 2,802 4.4% 356,819
Daily Pivots for day following 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 819.8 816.5 803.0
R3 812.5 809.5 801.0
R2 805.5 805.5 800.3
R1 802.3 802.3 799.8 800.3
PP 798.3 798.3 798.3 797.3
S1 795.0 795.0 798.3 793.0
S2 791.0 791.0 797.8
S3 783.8 787.8 797.0
S4 776.5 780.5 795.0
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 856.3 847.5 810.0
R3 836.3 827.8 804.5
R2 816.5 816.5 802.8
R1 807.8 807.8 800.8 812.0
PP 796.5 796.5 796.5 798.8
S1 787.8 787.8 797.3 792.3
S2 776.8 776.8 795.3
S3 756.8 768.0 793.5
S4 736.8 748.0 788.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 805.3 785.4 19.9 2.5% 9.8 1.2% 68% False False 71,363
10 805.3 761.4 43.9 5.5% 13.3 1.7% 86% False False 91,009
20 807.6 759.2 48.4 6.1% 14.5 1.8% 82% False False 104,852
40 820.5 753.2 67.3 8.4% 14.8 1.8% 68% False False 113,723
60 820.5 722.1 98.4 12.3% 14.8 1.8% 78% False False 95,031
80 825.1 722.1 103.0 12.9% 12.3 1.5% 75% False False 71,278
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 832.0
2.618 820.3
1.618 813.0
1.000 808.5
0.618 805.8
HIGH 801.5
0.618 798.8
0.500 797.8
0.382 797.0
LOW 794.3
0.618 789.8
1.000 787.0
1.618 782.5
2.618 775.3
4.250 763.5
Fisher Pivots for day following 10-Aug-2012
Pivot 1 day 3 day
R1 798.5 799.0
PP 798.3 798.8
S1 797.8 798.8

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

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