ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 22-Aug-2012
Day Change Summary
Previous Current
21-Aug-2012 22-Aug-2012 Change Change % Previous Week
Open 818.7 808.0 -10.7 -1.3% 788.0
High 818.7 809.1 -9.6 -1.2% 813.6
Low 816.2 805.9 -10.3 -1.3% 788.0
Close 810.5 806.5 -4.0 -0.5% 812.4
Range 2.5 3.2 0.7 28.0% 25.6
ATR 6.6 6.5 -0.1 -2.2% 0.0
Volume 564 11 -553 -98.0% 23
Daily Pivots for day following 22-Aug-2012
Classic Woodie Camarilla DeMark
R4 816.8 814.8 808.3
R3 813.5 811.8 807.5
R2 810.3 810.3 807.0
R1 808.5 808.5 806.8 807.8
PP 807.3 807.3 807.3 806.8
S1 805.3 805.3 806.3 804.5
S2 804.0 804.0 806.0
S3 800.8 802.0 805.5
S4 797.5 798.8 804.8
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
5 818.7 798.3 20.4 2.5% 2.8 0.3% 40% False False 122
10 818.7 788.0 30.7 3.8% 2.8 0.3% 60% False False 63
20 818.7 766.0 52.7 6.5% 2.5 0.3% 77% False False 34
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 822.8
2.618 817.5
1.618 814.3
1.000 812.3
0.618 811.0
HIGH 809.0
0.618 808.0
0.500 807.5
0.382 807.0
LOW 806.0
0.618 804.0
1.000 802.8
1.618 800.8
2.618 797.5
4.250 792.3
Fisher Pivots for day following 22-Aug-2012
Pivot 1 day 3 day
R1 807.5 812.3
PP 807.3 810.3
S1 806.8 808.5

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

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