ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 16-Aug-2012
Day Change Summary
Previous Current
15-Aug-2012 16-Aug-2012 Change Change % Previous Week
Open 795.5 804.9 9.4 1.2% 787.0
High 804.2 812.7 8.5 1.1% 805.3
Low 791.3 797.8 6.5 0.8% 785.4
Close 803.6 810.0 6.4 0.8% 799.0
Range 12.9 14.9 2.0 15.5% 19.9
ATR 13.8 13.9 0.1 0.6% 0.0
Volume 79,864 104,046 24,182 30.3% 356,819
Daily Pivots for day following 16-Aug-2012
Classic Woodie Camarilla DeMark
R4 851.5 845.8 818.3
R3 836.8 830.8 814.0
R2 821.8 821.8 812.8
R1 815.8 815.8 811.3 818.8
PP 806.8 806.8 806.8 808.3
S1 801.0 801.0 808.8 804.0
S2 792.0 792.0 807.3
S3 777.0 786.0 806.0
S4 762.3 771.3 801.8
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
5 812.7 788.3 24.4 3.0% 11.8 1.5% 89% True False 79,945
10 812.7 766.6 46.1 5.7% 12.3 1.5% 94% True False 80,139
20 812.7 759.2 53.5 6.6% 14.8 1.8% 95% True False 101,361
40 820.5 753.2 67.3 8.3% 14.5 1.8% 84% False False 108,612
60 820.5 722.1 98.4 12.1% 14.8 1.8% 89% False False 100,577
80 825.1 722.1 103.0 12.7% 12.8 1.6% 85% False False 75,440
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.7
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 876.0
2.618 851.8
1.618 836.8
1.000 827.5
0.618 822.0
HIGH 812.8
0.618 807.0
0.500 805.3
0.382 803.5
LOW 797.8
0.618 788.5
1.000 783.0
1.618 773.8
2.618 758.8
4.250 734.5
Fisher Pivots for day following 16-Aug-2012
Pivot 1 day 3 day
R1 808.5 807.3
PP 806.8 804.8
S1 805.3 802.0

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

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