ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 16-Aug-2012
Day Change Summary
Previous Current
15-Aug-2012 16-Aug-2012 Change Change % Previous Week
Open 795.4 798.3 2.9 0.4% 785.0
High 795.4 803.0 7.6 1.0% 799.0
Low 795.4 798.3 2.9 0.4% 785.0
Close 799.5 805.9 6.4 0.8% 795.0
Range 0.0 4.7 4.7 14.0
ATR 7.0 6.8 -0.2 -2.3% 0.0
Volume 1 2 1 100.0% 25
Daily Pivots for day following 16-Aug-2012
Classic Woodie Camarilla DeMark
R4 816.5 816.0 808.5
R3 811.8 811.3 807.3
R2 807.0 807.0 806.8
R1 806.5 806.5 806.3 806.8
PP 802.5 802.5 802.5 802.5
S1 801.8 801.8 805.5 802.0
S2 797.8 797.8 805.0
S3 793.0 797.0 804.5
S4 788.3 792.5 803.3
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
5 803.0 788.0 15.0 1.9% 3.5 0.4% 119% True False 4
10 803.0 782.6 20.4 2.5% 3.0 0.4% 114% True False 4
20 803.0 759.8 43.2 5.4% 2.0 0.2% 107% True False 60
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 3 trading days
Fibonacci Retracements and Extensions
4.250 823.0
2.618 815.3
1.618 810.5
1.000 807.8
0.618 806.0
HIGH 803.0
0.618 801.3
0.500 800.8
0.382 800.0
LOW 798.3
0.618 795.5
1.000 793.5
1.618 790.8
2.618 786.0
4.250 778.3
Fisher Pivots for day following 16-Aug-2012
Pivot 1 day 3 day
R1 804.3 802.8
PP 802.5 799.5
S1 800.8 796.5

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

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