ICE Russell 2000 Mini Future December 2012

Trading Metrics calculated at close of trading on 09-Aug-2012

Day Change Summary
	Previous	Current
	08-Aug-2012	09-Aug-2012	Change	Change %	Previous Week
Open	791.0	797.5	6.5	0.8%	789.0
High	795.0	797.5	2.5	0.3%	794.0
Low	791.0	797.5	6.5	0.8%	766.0
Close	793.5	797.8	4.3	0.5%	782.6
Range	4.0	0.0	-4.0	-100.0%	28.0
ATR	7.9	7.6	-0.3	-3.5%	0.0
Volume	5	2	-3	-60.0%	12

Daily Pivots for day following 09-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	797.5	797.8	797.8
R3	797.5	797.8	797.8
R2	797.5	797.5	797.8
R1	797.8	797.8	797.8	797.8
PP	797.5	797.5	797.5	797.5
S1	797.8	797.8	797.8	797.8
S2	797.5	797.5	797.8
S3	797.5	797.8	797.8
S4	797.5	797.8	797.8

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	782.6	16.4	2.1%	2.5	0.3%	93%	False	False	5
10	799.0	766.0	33.0	4.1%	2.0	0.3%	96%	False	False	4
20	799.0	759.8	39.2	4.9%	1.0	0.1%	97%	False	False	164

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	797.5
2.618	797.5
1.618	797.5
1.000	797.5
0.618	797.5
HIGH	797.5
0.618	797.5
0.500	797.5
0.382	797.5
LOW	797.5
0.618	797.5
1.000	797.5
1.618	797.5
2.618	797.5
4.250	797.5

Fisher Pivots for day following 09-Aug-2012
Pivot	1 day	3 day
R1	797.8	796.8
PP	797.5	796.0
S1	797.5	795.0

Download as Excel Spreadsheet

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

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