ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 07-Aug-2012
Day Change Summary
Previous Current
06-Aug-2012 07-Aug-2012 Change Change % Previous Week
Open 785.0 796.7 11.7 1.5% 789.0
High 790.9 799.0 8.1 1.0% 794.0
Low 785.0 796.7 11.7 1.5% 766.0
Close 787.6 794.7 7.1 0.9% 782.6
Range 5.9 2.3 -3.6 -61.0% 28.0
ATR 7.9 8.2 0.2 3.1% 0.0
Volume 9 7 -2 -22.2% 12
Daily Pivots for day following 07-Aug-2012
Classic Woodie Camarilla DeMark
R4 803.8 801.5 796.0
R3 801.5 799.3 795.3
R2 799.0 799.0 795.0
R1 797.0 797.0 795.0 796.8
PP 796.8 796.8 796.8 796.8
S1 794.5 794.5 794.5 794.5
S2 794.5 794.5 794.3
S3 792.3 792.3 794.0
S4 790.0 790.0 793.5
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
5 799.0 766.0 33.0 4.2% 2.5 0.3% 87% True False 4
10 799.0 762.9 36.1 4.5% 1.8 0.2% 88% True False 18
20 799.0 759.8 39.2 4.9% 1.0 0.1% 89% True False 169
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 808.8
2.618 805.0
1.618 802.8
1.000 801.3
0.618 800.5
HIGH 799.0
0.618 798.0
0.500 797.8
0.382 797.5
LOW 796.8
0.618 795.3
1.000 794.5
1.618 793.0
2.618 790.8
4.250 787.0
Fisher Pivots for day following 07-Aug-2012
Pivot 1 day 3 day
R1 797.8 793.5
PP 796.8 792.0
S1 795.8 790.8

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

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