ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 04-Sep-2012
Day Change Summary
Previous Current
31-Aug-2012 04-Sep-2012 Change Change % Previous Week
Open 805.5 807.7 2.2 0.3% 802.8
High 812.7 818.8 6.1 0.8% 814.9
Low 799.2 801.8 2.6 0.3% 799.2
Close 806.9 818.8 11.9 1.5% 806.9
Range 13.5 17.0 3.5 25.9% 15.7
ATR 7.0 7.8 0.7 10.1% 0.0
Volume 144 1,165 1,021 709.0% 384
Daily Pivots for day following 04-Sep-2012
Classic Woodie Camarilla DeMark
R4 864.3 858.5 828.3
R3 847.3 841.5 823.5
R2 830.3 830.3 822.0
R1 824.5 824.5 820.3 827.3
PP 813.3 813.3 813.3 814.5
S1 807.5 807.5 817.3 810.3
S2 796.3 796.3 815.8
S3 779.3 790.5 814.0
S4 762.3 773.5 809.5
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
5 818.8 799.2 19.6 2.4% 9.8 1.2% 100% True False 304
10 818.8 798.0 20.8 2.5% 7.3 0.9% 100% True False 215
20 818.8 788.0 30.8 3.8% 5.0 0.6% 100% True False 111
40 818.8 759.8 59.0 7.2% 3.3 0.4% 100% True False 140
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.4
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 891.0
2.618 863.3
1.618 846.3
1.000 835.8
0.618 829.3
HIGH 818.8
0.618 812.3
0.500 810.3
0.382 808.3
LOW 801.8
0.618 791.3
1.000 784.8
1.618 774.3
2.618 757.3
4.250 729.5
Fisher Pivots for day following 04-Sep-2012
Pivot 1 day 3 day
R1 816.0 815.5
PP 813.3 812.3
S1 810.3 809.0

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

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