ICE Russell 2000 Mini Future December 2012

Trading Metrics calculated at close of trading on 31-Aug-2012

Day Change Summary
	Previous	Current
	30-Aug-2012	31-Aug-2012	Change	Change %	Previous Week
Open	807.5	805.5	-2.0	-0.2%	802.8
High	807.5	812.7	5.2	0.6%	814.9
Low	802.2	799.2	-3.0	-0.4%	799.2
Close	801.5	806.9	5.4	0.7%	806.9
Range	5.3	13.5	8.2	154.7%	15.7
ATR	6.5	7.0	0.5	7.6%	0.0
Volume	108	144	36	33.3%	384

Daily Pivots for day following 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	846.8	840.3	814.3
R3	833.3	826.8	810.5
R2	819.8	819.8	809.5
R1	813.3	813.3	808.3	816.5
PP	806.3	806.3	806.3	808.0
S1	799.8	799.8	805.8	803.0
S2	792.8	792.8	804.5
S3	779.3	786.3	803.3
S4	765.8	772.8	799.5

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	854.0	846.3	815.5
R3	838.5	830.5	811.3
R2	822.8	822.8	809.8
R1	814.8	814.8	808.3	818.8
PP	807.0	807.0	807.0	809.0
S1	799.0	799.0	805.5	803.0
S2	791.3	791.3	804.0
S3	775.5	783.5	802.5
S4	760.0	767.8	798.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	814.9	799.2	15.7	1.9%	7.5	0.9%	49%	False	True	76
10	818.7	798.0	20.7	2.6%	5.5	0.7%	43%	False	False	102
20	818.7	785.0	33.7	4.2%	4.5	0.6%	65%	False	False	53
40	818.7	759.8	58.9	7.3%	3.0	0.4%	80%	False	False	111

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.8
Widest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	870.0
2.618	848.0
1.618	834.5
1.000	826.3
0.618	821.0
HIGH	812.8
0.618	807.5
0.500	806.0
0.382	804.3
LOW	799.3
0.618	790.8
1.000	785.8
1.618	777.3
2.618	763.8
4.250	741.8

Fisher Pivots for day following 31-Aug-2012
Pivot	1 day	3 day
R1	806.5	807.0
PP	806.3	807.0
S1	806.0	807.0

Download as Excel Spreadsheet

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

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