ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 03-Jul-2012
Day Change Summary
Previous Current
02-Jul-2012 03-Jul-2012 Change Change % Previous Week
Open 797.5 803.1 5.6 0.7% 766.1
High 805.4 816.3 10.9 1.4% 798.5
Low 792.3 802.7 10.4 1.3% 753.2
Close 803.3 815.6 12.3 1.5% 795.4
Range 13.1 13.6 0.5 3.8% 45.3
ATR 15.9 15.7 -0.2 -1.0% 0.0
Volume 126,210 73,666 -52,544 -41.6% 657,446
Daily Pivots for day following 03-Jul-2012
Classic Woodie Camarilla DeMark
R4 852.3 847.5 823.0
R3 838.8 834.0 819.3
R2 825.3 825.3 818.0
R1 820.3 820.3 816.8 822.8
PP 811.5 811.5 811.5 812.8
S1 806.8 806.8 814.3 809.3
S2 798.0 798.0 813.0
S3 784.3 793.3 811.8
S4 770.8 779.5 808.0
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
5 816.3 759.3 57.0 7.0% 17.3 2.1% 99% True False 125,590
10 816.3 753.2 63.1 7.7% 15.8 1.9% 99% True False 127,884
20 816.3 742.7 73.6 9.0% 17.5 2.1% 99% True False 141,207
40 816.3 722.1 94.2 11.5% 13.8 1.7% 99% True False 70,689
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 874.0
2.618 852.0
1.618 838.3
1.000 830.0
0.618 824.8
HIGH 816.3
0.618 811.0
0.500 809.5
0.382 808.0
LOW 802.8
0.618 794.3
1.000 789.0
1.618 780.8
2.618 767.0
4.250 745.0
Fisher Pivots for day following 03-Jul-2012
Pivot 1 day 3 day
R1 813.5 807.8
PP 811.5 800.0
S1 809.5 792.3

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

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