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

Download as Excel Spreadsheet

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

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