ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 15-Aug-2012
Day Change Summary
Previous Current
14-Aug-2012 15-Aug-2012 Change Change % Previous Week
Open 797.5 795.5 -2.0 -0.3% 787.0
High 804.5 804.2 -0.3 0.0% 805.3
Low 792.2 791.3 -0.9 -0.1% 785.4
Close 795.9 803.6 7.7 1.0% 799.0
Range 12.3 12.9 0.6 4.9% 19.9
ATR 13.9 13.8 -0.1 -0.5% 0.0
Volume 76,883 79,864 2,981 3.9% 356,819
Daily Pivots for day following 15-Aug-2012
Classic Woodie Camarilla DeMark
R4 838.5 834.0 810.8
R3 825.5 821.0 807.3
R2 812.5 812.5 806.0
R1 808.0 808.0 804.8 810.3
PP 799.8 799.8 799.8 800.8
S1 795.3 795.3 802.5 797.5
S2 786.8 786.8 801.3
S3 774.0 782.3 800.0
S4 761.0 769.5 796.5
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% 10.5 1.3% 94% False False 71,915
10 805.3 761.4 43.9 5.5% 12.5 1.6% 96% False False 83,013
20 807.6 759.2 48.4 6.0% 14.5 1.8% 92% False False 100,958
40 820.5 753.2 67.3 8.4% 14.5 1.8% 75% False False 109,560
60 820.5 722.1 98.4 12.2% 14.8 1.8% 83% False False 98,844
80 825.1 722.1 103.0 12.8% 12.5 1.6% 79% False False 74,140
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 True
Bear Hook False
Bull Hook False
Stretch 2.7
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 859.0
2.618 838.0
1.618 825.0
1.000 817.0
0.618 812.3
HIGH 804.3
0.618 799.3
0.500 797.8
0.382 796.3
LOW 791.3
0.618 783.3
1.000 778.5
1.618 770.5
2.618 757.5
4.250 736.5
Fisher Pivots for day following 15-Aug-2012
Pivot 1 day 3 day
R1 801.8 801.3
PP 799.8 798.8
S1 797.8 796.5

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

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