ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 02-Jul-2012
Day Change Summary
Previous Current
29-Jun-2012 02-Jul-2012 Change Change % Previous Week
Open 768.7 797.5 28.8 3.7% 766.1
High 798.5 805.4 6.9 0.9% 798.5
Low 768.0 792.3 24.3 3.2% 753.2
Close 795.4 803.3 7.9 1.0% 795.4
Range 30.5 13.1 -17.4 -57.0% 45.3
ATR 16.1 15.9 -0.2 -1.3% 0.0
Volume 166,507 126,210 -40,297 -24.2% 657,446
Daily Pivots for day following 02-Jul-2012
Classic Woodie Camarilla DeMark
R4 839.8 834.5 810.5
R3 826.5 821.5 807.0
R2 813.5 813.5 805.8
R1 808.3 808.3 804.5 811.0
PP 800.3 800.3 800.3 801.5
S1 795.3 795.3 802.0 797.8
S2 787.3 787.3 801.0
S3 774.3 782.3 799.8
S4 761.0 769.0 796.0
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 918.3 902.3 820.3
R3 873.0 856.8 807.8
R2 827.8 827.8 803.8
R1 811.5 811.5 799.5 819.5
PP 782.3 782.3 782.3 786.5
S1 766.3 766.3 791.3 774.3
S2 737.0 737.0 787.0
S3 691.8 721.0 783.0
S4 646.5 675.8 770.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 805.4 753.2 52.2 6.5% 17.0 2.1% 96% True False 133,384
10 805.4 753.2 52.2 6.5% 16.5 2.0% 96% True False 134,412
20 805.4 725.5 79.9 9.9% 17.5 2.2% 97% True False 137,630
40 805.4 722.1 83.3 10.4% 13.5 1.7% 97% True False 68,848
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 3.2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 861.0
2.618 839.8
1.618 826.5
1.000 818.5
0.618 813.5
HIGH 805.5
0.618 800.5
0.500 798.8
0.382 797.3
LOW 792.3
0.618 784.3
1.000 779.3
1.618 771.0
2.618 758.0
4.250 736.5
Fisher Pivots for day following 02-Jul-2012
Pivot 1 day 3 day
R1 801.8 796.5
PP 800.3 789.5
S1 798.8 782.8

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

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