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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