ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 14-Aug-2012
Day Change Summary
Previous Current
13-Aug-2012 14-Aug-2012 Change Change % Previous Week
Open 797.4 797.5 0.1 0.0% 787.0
High 799.8 804.5 4.7 0.6% 805.3
Low 788.3 792.2 3.9 0.5% 785.4
Close 797.8 795.9 -1.9 -0.2% 799.0
Range 11.5 12.3 0.8 7.0% 19.9
ATR 14.0 13.9 -0.1 -0.9% 0.0
Volume 72,240 76,883 4,643 6.4% 356,819
Daily Pivots for day following 14-Aug-2012
Classic Woodie Camarilla DeMark
R4 834.5 827.5 802.8
R3 822.3 815.3 799.3
R2 809.8 809.8 798.3
R1 802.8 802.8 797.0 800.3
PP 797.5 797.5 797.5 796.3
S1 790.5 790.5 794.8 788.0
S2 785.3 785.3 793.8
S3 773.0 778.3 792.5
S4 760.8 766.0 789.3
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
5 804.5 788.3 16.2 2.0% 9.3 1.2% 47% True False 67,859
10 805.3 761.4 43.9 5.5% 13.3 1.7% 79% False False 87,042
20 807.6 759.2 48.4 6.1% 14.5 1.8% 76% False False 102,023
40 820.5 753.2 67.3 8.5% 14.5 1.8% 63% False False 111,037
60 820.5 722.1 98.4 12.4% 14.8 1.8% 75% False False 97,513
80 825.1 722.1 103.0 12.9% 12.5 1.6% 72% False False 73,141
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.0
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 856.8
2.618 836.8
1.618 824.5
1.000 816.8
0.618 812.0
HIGH 804.5
0.618 799.8
0.500 798.3
0.382 797.0
LOW 792.3
0.618 784.5
1.000 780.0
1.618 772.3
2.618 760.0
4.250 740.0
Fisher Pivots for day following 14-Aug-2012
Pivot 1 day 3 day
R1 798.3 796.5
PP 797.5 796.3
S1 796.8 796.0

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

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