ICE Russell 2000 Mini Future December 2012

Trading Metrics calculated at close of trading on 21-Aug-2012

Day Change Summary
	Previous	Current
	20-Aug-2012	21-Aug-2012	Change	Change %	Previous Week
Open	811.0	818.7	7.7	0.9%	788.0
High	811.0	818.7	7.7	0.9%	813.6
Low	811.0	816.2	5.2	0.6%	788.0
Close	811.0	810.5	-0.5	-0.1%	812.4
Range	0.0	2.5	2.5		25.6
ATR	6.5	6.6	0.1	1.3%	0.0
Volume	35	564	529	1,511.4%	23

Daily Pivots for day following 21-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	822.8	819.0	812.0
R3	820.3	816.5	811.3
R2	817.8	817.8	811.0
R1	814.0	814.0	810.8	814.5
PP	815.3	815.3	815.3	815.5
S1	811.5	811.5	810.3	812.0
S2	812.8	812.8	810.0
S3	810.3	809.0	809.8
S4	807.8	806.5	809.0

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	818.7	795.4	23.3	2.9%	2.0	0.3%	65%	True	False	120
10	818.7	788.0	30.7	3.8%	2.8	0.3%	73%	True	False	63
20	818.7	762.9	55.8	6.9%	2.3	0.3%	85%	True	False	40

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	0.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	829.3
2.618	825.3
1.618	822.8
1.000	821.3
0.618	820.3
HIGH	818.8
0.618	817.8
0.500	817.5
0.382	817.3
LOW	816.3
0.618	814.8
1.000	813.8
1.618	812.3
2.618	809.8
4.250	805.5

Fisher Pivots for day following 21-Aug-2012
Pivot	1 day	3 day
R1	817.5	814.5
PP	815.3	813.3
S1	812.8	811.8

Download as Excel Spreadsheet

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

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