ICE Russell 2000 Mini Future December 2012

Trading Metrics calculated at close of trading on 23-Aug-2012

Day Change Summary
	Previous	Current
	22-Aug-2012	23-Aug-2012	Change	Change %	Previous Week
Open	808.0	809.5	1.5	0.2%	788.0
High	809.1	809.5	0.4	0.0%	813.6
Low	805.9	798.0	-7.9	-1.0%	788.0
Close	806.5	800.2	-6.3	-0.8%	812.4
Range	3.2	11.5	8.3	259.4%	25.6
ATR	6.5	6.8	0.4	5.6%	0.0
Volume	11	13	2	18.2%	23

Daily Pivots for day following 23-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	837.0	830.3	806.5
R3	825.5	818.8	803.3
R2	814.0	814.0	802.3
R1	807.3	807.3	801.3	804.8
PP	802.5	802.5	802.5	801.5
S1	795.8	795.8	799.3	793.3
S2	791.0	791.0	798.0
S3	779.5	784.3	797.0
S4	768.0	772.8	794.0

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	798.0	20.7	2.6%	4.0	0.5%	11%	False	True	125
10	818.7	788.0	30.7	3.8%	3.8	0.5%	40%	False	False	64
20	818.7	766.0	52.7	6.6%	3.0	0.4%	65%	False	False	34

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.3
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	858.5
2.618	839.5
1.618	828.0
1.000	821.0
0.618	816.5
HIGH	809.5
0.618	805.0
0.500	803.8
0.382	802.5
LOW	798.0
0.618	791.0
1.000	786.5
1.618	779.5
2.618	768.0
4.250	749.0

Fisher Pivots for day following 23-Aug-2012
Pivot	1 day	3 day
R1	803.8	808.3
PP	802.5	805.8
S1	801.5	803.0

Download as Excel Spreadsheet

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

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