ICE Russell 2000 Mini Future December 2012

Trading Metrics calculated at close of trading on 06-Aug-2012

Day Change Summary
	Previous	Current
	03-Aug-2012	06-Aug-2012	Change	Change %	Previous Week
Open	782.6	785.0	2.4	0.3%	789.0
High	782.6	790.9	8.3	1.1%	794.0
Low	782.6	785.0	2.4	0.3%	766.0
Close	782.6	787.6	5.0	0.6%	782.6
Range	0.0	5.9	5.9		28.0
ATR	7.9	7.9	0.0	0.4%	0.0
Volume	3	9	6	200.0%	12

Daily Pivots for day following 06-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	805.5	802.5	790.8
R3	799.8	796.5	789.3
R2	793.8	793.8	788.8
R1	790.8	790.8	788.3	792.3
PP	787.8	787.8	787.8	788.5
S1	784.8	784.8	787.0	786.3
S2	782.0	782.0	786.5
S3	776.0	778.8	786.0
S4	770.3	773.0	784.3

Weekly Pivots for week ending 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	864.8	851.8	798.0
R3	836.8	823.8	790.3
R2	808.8	808.8	787.8
R1	795.8	795.8	785.3	788.3
PP	780.8	780.8	780.8	777.3
S1	767.8	767.8	780.0	760.3
S2	752.8	752.8	777.5
S3	724.8	739.8	775.0
S4	696.8	711.8	767.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	790.9	766.0	24.9	3.2%	2.0	0.2%	87%	True	False	3
10	794.0	759.8	34.2	4.3%	1.5	0.2%	81%	False	False	18
20	800.5	759.8	40.7	5.2%	1.5	0.2%	68%	False	False	169

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	0.0
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	816.0
2.618	806.3
1.618	800.5
1.000	796.8
0.618	794.5
HIGH	791.0
0.618	788.8
0.500	788.0
0.382	787.3
LOW	785.0
0.618	781.3
1.000	779.0
1.618	775.5
2.618	769.5
4.250	760.0

Fisher Pivots for day following 06-Aug-2012
Pivot	1 day	3 day
R1	788.0	784.5
PP	787.8	781.5
S1	787.8	778.5

Download as Excel Spreadsheet

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

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