ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 31-Aug-2012
Day Change Summary
Previous Current
30-Aug-2012 31-Aug-2012 Change Change % Previous Week
Open 812.9 805.3 -7.6 -0.9% 807.6
High 812.9 817.2 4.3 0.5% 819.5
Low 805.4 802.9 -2.5 -0.3% 802.9
Close 805.7 811.1 5.4 0.7% 811.1
Range 7.5 14.3 6.8 90.7% 16.6
ATR 11.9 12.0 0.2 1.5% 0.0
Volume 42,269 112,707 70,438 166.6% 369,287
Daily Pivots for day following 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 853.3 846.5 819.0
R3 839.0 832.3 815.0
R2 824.8 824.8 813.8
R1 818.0 818.0 812.5 821.3
PP 810.5 810.5 810.5 812.0
S1 803.5 803.5 809.8 807.0
S2 796.0 796.0 808.5
S3 781.8 789.3 807.3
S4 767.5 775.0 803.3
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 861.0 852.8 820.3
R3 844.3 836.0 815.8
R2 827.8 827.8 814.3
R1 819.5 819.5 812.5 823.5
PP 811.3 811.3 811.3 813.3
S1 802.8 802.8 809.5 807.0
S2 794.5 794.5 808.0
S3 778.0 786.3 806.5
S4 761.3 769.8 802.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 819.5 802.9 16.6 2.0% 9.5 1.2% 49% False True 73,857
10 826.8 800.7 26.1 3.2% 10.5 1.3% 40% False False 80,923
20 826.8 785.4 41.4 5.1% 10.8 1.3% 62% False False 79,281
40 826.8 759.2 67.6 8.3% 13.0 1.6% 77% False False 96,868
60 826.8 742.7 84.1 10.4% 14.3 1.8% 81% False False 113,984
80 826.8 722.1 104.7 12.9% 13.5 1.7% 85% False False 86,637
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2.9
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 878.0
2.618 854.8
1.618 840.3
1.000 831.5
0.618 826.0
HIGH 817.3
0.618 811.8
0.500 810.0
0.382 808.3
LOW 803.0
0.618 794.0
1.000 788.5
1.618 779.8
2.618 765.5
4.250 742.0
Fisher Pivots for day following 31-Aug-2012
Pivot 1 day 3 day
R1 810.8 811.3
PP 810.5 811.3
S1 810.0 811.3

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

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