ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 27-Aug-2012
Day Change Summary
Previous Current
24-Aug-2012 27-Aug-2012 Change Change % Previous Week
Open 800.7 802.8 2.1 0.3% 811.0
High 802.0 808.5 6.5 0.8% 818.7
Low 800.7 802.6 1.9 0.2% 798.0
Close 802.9 804.7 1.8 0.2% 802.9
Range 1.3 5.9 4.6 353.8% 20.7
ATR 6.5 6.4 0.0 -0.6% 0.0
Volume 13 27 14 107.7% 636
Daily Pivots for day following 27-Aug-2012
Classic Woodie Camarilla DeMark
R4 823.0 819.8 808.0
R3 817.0 813.8 806.3
R2 811.3 811.3 805.8
R1 808.0 808.0 805.3 809.5
PP 805.3 805.3 805.3 806.0
S1 802.0 802.0 804.3 803.8
S2 799.3 799.3 803.5
S3 793.5 796.3 803.0
S4 787.5 790.3 801.5
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% 5.0 0.6% 32% False False 125
10 818.7 789.8 28.9 3.6% 3.8 0.5% 52% False False 67
20 818.7 766.0 52.7 6.5% 3.0 0.4% 73% False False 36
40 818.7 759.8 58.9 7.3% 2.0 0.3% 76% False False 102
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
4.250 833.5
2.618 824.0
1.618 818.0
1.000 814.5
0.618 812.3
HIGH 808.5
0.618 806.3
0.500 805.5
0.382 804.8
LOW 802.5
0.618 799.0
1.000 796.8
1.618 793.0
2.618 787.3
4.250 777.5
Fisher Pivots for day following 27-Aug-2012
Pivot 1 day 3 day
R1 805.5 804.5
PP 805.3 804.0
S1 805.0 803.8

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

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