ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 30-Aug-2012
Day Change Summary
Previous Current
29-Aug-2012 30-Aug-2012 Change Change % Previous Week
Open 808.5 807.5 -1.0 -0.1% 811.0
High 814.9 807.5 -7.4 -0.9% 818.7
Low 808.5 802.2 -6.3 -0.8% 798.0
Close 810.4 801.5 -8.9 -1.1% 802.9
Range 6.4 5.3 -1.1 -17.2% 20.7
ATR 6.4 6.5 0.1 2.0% 0.0
Volume 24 108 84 350.0% 636
Daily Pivots for day following 30-Aug-2012
Classic Woodie Camarilla DeMark
R4 819.8 815.8 804.5
R3 814.3 810.5 803.0
R2 809.0 809.0 802.5
R1 805.3 805.3 802.0 804.5
PP 803.8 803.8 803.8 803.3
S1 800.0 800.0 801.0 799.3
S2 798.5 798.5 800.5
S3 793.3 794.8 800.0
S4 787.8 789.3 798.5
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
5 814.9 800.7 14.2 1.8% 5.0 0.6% 6% False False 50
10 818.7 798.0 20.7 2.6% 4.5 0.6% 17% False False 87
20 818.7 782.6 36.1 4.5% 3.8 0.5% 52% False False 46
40 818.7 759.8 58.9 7.3% 2.5 0.3% 71% False False 107
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 830.0
2.618 821.5
1.618 816.0
1.000 812.8
0.618 810.8
HIGH 807.5
0.618 805.5
0.500 804.8
0.382 804.3
LOW 802.3
0.618 799.0
1.000 797.0
1.618 793.5
2.618 788.3
4.250 779.8
Fisher Pivots for day following 30-Aug-2012
Pivot 1 day 3 day
R1 804.8 808.5
PP 803.8 806.3
S1 802.5 803.8

Download as Excel Spreadsheet

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

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