ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 14-Aug-2012
Day Change Summary
Previous Current
13-Aug-2012 14-Aug-2012 Change Change % Previous Week
Open 788.0 794.0 6.0 0.8% 785.0
High 793.0 794.0 1.0 0.1% 799.0
Low 788.0 789.8 1.8 0.2% 785.0
Close 793.7 791.8 -1.9 -0.2% 795.0
Range 5.0 4.2 -0.8 -16.0% 14.0
ATR 7.5 7.3 -0.2 -3.1% 0.0
Volume 16 2 -14 -87.5% 25
Daily Pivots for day following 14-Aug-2012
Classic Woodie Camarilla DeMark
R4 804.5 802.3 794.0
R3 800.3 798.3 793.0
R2 796.0 796.0 792.5
R1 794.0 794.0 792.3 793.0
PP 791.8 791.8 791.8 791.3
S1 789.8 789.8 791.5 788.8
S2 787.8 787.8 791.0
S3 783.5 785.5 790.8
S4 779.3 781.3 789.5
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
5 797.5 788.0 9.5 1.2% 3.5 0.4% 40% False False 5
10 799.0 766.0 33.0 4.2% 3.0 0.4% 78% False False 4
20 799.0 759.8 39.2 5.0% 1.8 0.2% 82% False False 160
Crabel Price Patterns
NR True
NR4 False
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 True
Stretch 0.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 811.8
2.618 805.0
1.618 800.8
1.000 798.3
0.618 796.5
HIGH 794.0
0.618 792.5
0.500 792.0
0.382 791.5
LOW 789.8
0.618 787.3
1.000 785.5
1.618 783.0
2.618 778.8
4.250 772.0
Fisher Pivots for day following 14-Aug-2012
Pivot 1 day 3 day
R1 792.0 791.8
PP 791.8 791.5
S1 791.8 791.3

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

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