ICE Russell 2000 Mini Future December 2012

Trading Metrics calculated at close of trading on 13-Aug-2012

Day Change Summary
	Previous	Current
	10-Aug-2012	13-Aug-2012	Change	Change %	Previous Week
Open	794.0	788.0	-6.0	-0.8%	785.0
High	794.7	793.0	-1.7	-0.2%	799.0
Low	790.9	788.0	-2.9	-0.4%	785.0
Close	795.0	793.7	-1.3	-0.2%	795.0
Range	3.8	5.0	1.2	31.6%	14.0
ATR	7.5	7.5	0.0	-0.5%	0.0
Volume	2	16	14	700.0%	25

Daily Pivots for day following 13-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	806.5	805.3	796.5
R3	801.5	800.3	795.0
R2	796.5	796.5	794.5
R1	795.3	795.3	794.3	795.8
PP	791.5	791.5	791.5	792.0
S1	790.3	790.3	793.3	790.8
S2	786.5	786.5	792.8
S3	781.5	785.3	792.3
S4	776.5	780.3	791.0

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	788.0	11.0	1.4%	3.0	0.4%	52%	False	True	6
10	799.0	766.0	33.0	4.2%	2.5	0.3%	84%	False	False	5
20	799.0	759.8	39.2	4.9%	1.5	0.2%	86%	False	False	160

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	814.3
2.618	806.0
1.618	801.0
1.000	798.0
0.618	796.0
HIGH	793.0
0.618	791.0
0.500	790.5
0.382	790.0
LOW	788.0
0.618	785.0
1.000	783.0
1.618	780.0
2.618	775.0
4.250	766.8

Fisher Pivots for day following 13-Aug-2012
Pivot	1 day	3 day
R1	792.8	793.5
PP	791.5	793.0
S1	790.5	792.8

Download as Excel Spreadsheet

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

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