ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 10-Aug-2012
Day Change Summary
Previous Current
09-Aug-2012 10-Aug-2012 Change Change % Previous Week
Open 797.5 794.0 -3.5 -0.4% 785.0
High 797.5 794.7 -2.8 -0.4% 799.0
Low 797.5 790.9 -6.6 -0.8% 785.0
Close 797.8 795.0 -2.8 -0.4% 795.0
Range 0.0 3.8 3.8 14.0
ATR 7.6 7.5 0.0 -0.6% 0.0
Volume 2 2 0 0.0% 25
Daily Pivots for day following 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 805.0 803.8 797.0
R3 801.3 800.0 796.0
R2 797.3 797.3 795.8
R1 796.3 796.3 795.3 796.8
PP 793.5 793.5 793.5 793.8
S1 792.3 792.3 794.8 793.0
S2 789.8 789.8 794.3
S3 786.0 788.5 794.0
S4 782.3 784.8 793.0
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 835.0 829.0 802.8
R3 821.0 815.0 798.8
R2 807.0 807.0 797.5
R1 801.0 801.0 796.3 804.0
PP 793.0 793.0 793.0 794.5
S1 787.0 787.0 793.8 790.0
S2 779.0 779.0 792.5
S3 765.0 773.0 791.3
S4 751.0 759.0 787.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 799.0 785.0 14.0 1.8% 3.3 0.4% 71% False False 5
10 799.0 766.0 33.0 4.2% 2.5 0.3% 88% False False 3
20 799.0 759.8 39.2 4.9% 1.3 0.2% 90% False False 159
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 810.8
2.618 804.8
1.618 800.8
1.000 798.5
0.618 797.0
HIGH 794.8
0.618 793.3
0.500 792.8
0.382 792.3
LOW 791.0
0.618 788.5
1.000 787.0
1.618 784.8
2.618 781.0
4.250 774.8
Fisher Pivots for day following 10-Aug-2012
Pivot 1 day 3 day
R1 794.3 794.8
PP 793.5 794.5
S1 792.8 794.3

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

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