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

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

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