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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