ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 20-Aug-2012
Day Change Summary
Previous Current
17-Aug-2012 20-Aug-2012 Change Change % Previous Week
Open 812.7 811.0 -1.7 -0.2% 788.0
High 813.6 811.0 -2.6 -0.3% 813.6
Low 810.5 811.0 0.5 0.1% 788.0
Close 812.4 811.0 -1.4 -0.2% 812.4
Range 3.1 0.0 -3.1 -100.0% 25.6
ATR 6.9 6.5 -0.4 -5.7% 0.0
Volume 2 35 33 1,650.0% 23
Daily Pivots for day following 20-Aug-2012
Classic Woodie Camarilla DeMark
R4 811.0 811.0 811.0
R3 811.0 811.0 811.0
R2 811.0 811.0 811.0
R1 811.0 811.0 811.0 811.0
PP 811.0 811.0 811.0 811.0
S1 811.0 811.0 811.0 811.0
S2 811.0 811.0 811.0
S3 811.0 811.0 811.0
S4 811.0 811.0 811.0
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 881.5 872.5 826.5
R3 855.8 847.0 819.5
R2 830.3 830.3 817.0
R1 821.3 821.3 814.8 825.8
PP 804.8 804.8 804.8 807.0
S1 795.8 795.8 810.0 800.3
S2 779.0 779.0 807.8
S3 753.5 770.3 805.3
S4 727.8 744.5 798.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 813.6 789.8 23.8 2.9% 2.5 0.3% 89% False False 8
10 813.6 788.0 25.6 3.2% 2.8 0.3% 90% False False 7
20 813.6 759.8 53.8 6.6% 2.0 0.3% 95% False False 12
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 811.0
2.618 811.0
1.618 811.0
1.000 811.0
0.618 811.0
HIGH 811.0
0.618 811.0
0.500 811.0
0.382 811.0
LOW 811.0
0.618 811.0
1.000 811.0
1.618 811.0
2.618 811.0
4.250 811.0
Fisher Pivots for day following 20-Aug-2012
Pivot 1 day 3 day
R1 811.0 809.3
PP 811.0 807.8
S1 811.0 806.0

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

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