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

Download as Excel Spreadsheet

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

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