ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 28-Aug-2012
Day Change Summary
Previous Current
27-Aug-2012 28-Aug-2012 Change Change % Previous Week
Open 802.8 803.6 0.8 0.1% 811.0
High 808.5 810.1 1.6 0.2% 818.7
Low 802.6 803.6 1.0 0.1% 798.0
Close 804.7 808.9 4.2 0.5% 802.9
Range 5.9 6.5 0.6 10.2% 20.7
ATR 6.4 6.4 0.0 0.1% 0.0
Volume 27 81 54 200.0% 636
Daily Pivots for day following 28-Aug-2012
Classic Woodie Camarilla DeMark
R4 827.0 824.5 812.5
R3 820.5 818.0 810.8
R2 814.0 814.0 810.0
R1 811.5 811.5 809.5 812.8
PP 807.5 807.5 807.5 808.3
S1 805.0 805.0 808.3 806.3
S2 801.0 801.0 807.8
S3 794.5 798.5 807.0
S4 788.0 792.0 805.3
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
5 810.1 798.0 12.1 1.5% 5.8 0.7% 90% True False 29
10 818.7 795.4 23.3 2.9% 3.8 0.5% 58% False False 74
20 818.7 766.0 52.7 6.5% 3.5 0.4% 81% False False 39
40 818.7 759.8 58.9 7.3% 2.3 0.3% 83% False False 104
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 3 trading days
Fibonacci Retracements and Extensions
4.250 837.8
2.618 827.0
1.618 820.5
1.000 816.5
0.618 814.0
HIGH 810.0
0.618 807.5
0.500 806.8
0.382 806.0
LOW 803.5
0.618 799.5
1.000 797.0
1.618 793.0
2.618 786.5
4.250 776.0
Fisher Pivots for day following 28-Aug-2012
Pivot 1 day 3 day
R1 808.3 807.8
PP 807.5 806.5
S1 806.8 805.5

Download as Excel Spreadsheet

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

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