ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 24-Aug-2012
Day Change Summary
Previous Current
23-Aug-2012 24-Aug-2012 Change Change % Previous Week
Open 809.5 800.7 -8.8 -1.1% 811.0
High 809.5 802.0 -7.5 -0.9% 818.7
Low 798.0 800.7 2.7 0.3% 798.0
Close 800.2 802.9 2.7 0.3% 802.9
Range 11.5 1.3 -10.2 -88.7% 20.7
ATR 6.8 6.5 -0.4 -5.3% 0.0
Volume 13 13 0 0.0% 636
Daily Pivots for day following 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 805.8 805.8 803.5
R3 804.5 804.3 803.3
R2 803.3 803.3 803.3
R1 803.0 803.0 803.0 803.0
PP 801.8 801.8 801.8 802.0
S1 801.8 801.8 802.8 801.8
S2 800.5 800.5 802.8
S3 799.3 800.5 802.5
S4 798.0 799.3 802.3
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 868.8 856.5 814.3
R3 848.0 835.8 808.5
R2 827.3 827.3 806.8
R1 815.0 815.0 804.8 810.8
PP 806.5 806.5 806.5 804.5
S1 794.3 794.3 801.0 790.0
S2 785.8 785.8 799.0
S3 765.3 773.8 797.3
S4 744.5 753.0 791.5
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% 3.8 0.5% 24% False False 127
10 818.7 788.0 30.7 3.8% 3.5 0.4% 49% False False 65
20 818.7 766.0 52.7 6.6% 3.0 0.4% 70% False False 34
40 818.7 759.8 58.9 7.3% 2.0 0.2% 73% False False 102
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 807.5
2.618 805.5
1.618 804.0
1.000 803.3
0.618 802.8
HIGH 802.0
0.618 801.5
0.500 801.3
0.382 801.3
LOW 800.8
0.618 800.0
1.000 799.5
1.618 798.5
2.618 797.3
4.250 795.3
Fisher Pivots for day following 24-Aug-2012
Pivot 1 day 3 day
R1 802.5 803.8
PP 801.8 803.5
S1 801.3 803.3

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

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