ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 10-Sep-2012
Day Change Summary
Previous Current
07-Sep-2012 10-Sep-2012 Change Change % Previous Week
Open 837.9 836.2 -1.7 -0.2% 807.7
High 839.4 840.0 0.6 0.1% 839.4
Low 834.5 833.2 -1.3 -0.2% 801.8
Close 838.8 833.2 -5.6 -0.7% 838.8
Range 4.9 6.8 1.9 38.8% 37.6
ATR 8.3 8.2 -0.1 -1.3% 0.0
Volume 81 3,309 3,228 3,985.2% 3,397
Daily Pivots for day following 10-Sep-2012
Classic Woodie Camarilla DeMark
R4 855.8 851.3 837.0
R3 849.0 844.5 835.0
R2 842.3 842.3 834.5
R1 837.8 837.8 833.8 836.5
PP 835.5 835.5 835.5 835.0
S1 831.0 831.0 832.5 829.8
S2 828.8 828.8 832.0
S3 821.8 824.3 831.3
S4 815.0 817.3 829.5
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 939.5 926.8 859.5
R3 901.8 889.3 849.3
R2 864.3 864.3 845.8
R1 851.5 851.5 842.3 858.0
PP 826.8 826.8 826.8 829.8
S1 814.0 814.0 835.3 820.3
S2 789.0 789.0 832.0
S3 751.5 776.3 828.5
S4 713.8 738.8 818.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 840.0 801.8 38.2 4.6% 9.8 1.2% 82% True False 1,341
10 840.0 799.2 40.8 4.9% 8.8 1.0% 83% True False 709
20 840.0 788.0 52.0 6.2% 6.0 0.7% 87% True False 387
40 840.0 759.8 80.2 9.6% 3.8 0.4% 92% True False 273
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 869.0
2.618 857.8
1.618 851.0
1.000 846.8
0.618 844.3
HIGH 840.0
0.618 837.5
0.500 836.5
0.382 835.8
LOW 833.3
0.618 829.0
1.000 826.5
1.618 822.3
2.618 815.5
4.250 804.3
Fisher Pivots for day following 10-Sep-2012
Pivot 1 day 3 day
R1 836.5 832.0
PP 835.5 831.0
S1 834.3 830.0

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

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