ICE Russell 2000 Mini Future December 2012

Trading Metrics calculated at close of trading on 29-Aug-2012

Day Change Summary
	Previous	Current
	28-Aug-2012	29-Aug-2012	Change	Change %	Previous Week
Open	803.6	808.5	4.9	0.6%	811.0
High	810.1	814.9	4.8	0.6%	818.7
Low	803.6	808.5	4.9	0.6%	798.0
Close	808.9	810.4	1.5	0.2%	802.9
Range	6.5	6.4	-0.1	-1.5%	20.7
ATR	6.4	6.4	0.0	0.0%	0.0
Volume	81	24	-57	-70.4%	636

Daily Pivots for day following 29-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	830.5	826.8	814.0
R3	824.0	820.5	812.3
R2	817.8	817.8	811.5
R1	814.0	814.0	811.0	815.8
PP	811.3	811.3	811.3	812.3
S1	807.8	807.8	809.8	809.5
S2	804.8	804.8	809.3
S3	798.5	801.3	808.8
S4	792.0	794.8	807.0

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	814.9	798.0	16.9	2.1%	6.3	0.8%	73%	True	False	31
10	818.7	798.0	20.7	2.6%	4.5	0.6%	60%	False	False	77
20	818.7	766.0	52.7	6.5%	3.8	0.5%	84%	False	False	41
40	818.7	759.8	58.9	7.3%	2.5	0.3%	86%	False	False	105

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	842.0
2.618	831.8
1.618	825.3
1.000	821.3
0.618	818.8
HIGH	815.0
0.618	812.5
0.500	811.8
0.382	811.0
LOW	808.5
0.618	804.5
1.000	802.0
1.618	798.3
2.618	791.8
4.250	781.3

Fisher Pivots for day following 29-Aug-2012
Pivot	1 day	3 day
R1	811.8	809.8
PP	811.3	809.3
S1	810.8	808.8

Download as Excel Spreadsheet

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

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