ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 05-Jul-2012
Day Change Summary
Previous Current
03-Jul-2012 05-Jul-2012 Change Change % Previous Week
Open 803.1 814.8 11.7 1.5% 766.1
High 816.3 820.5 4.2 0.5% 798.5
Low 802.7 809.7 7.0 0.9% 753.2
Close 815.6 814.3 -1.3 -0.2% 795.4
Range 13.6 10.8 -2.8 -20.6% 45.3
ATR 15.7 15.4 -0.4 -2.2% 0.0
Volume 73,666 118,319 44,653 60.6% 657,446
Daily Pivots for day following 05-Jul-2012
Classic Woodie Camarilla DeMark
R4 847.3 841.5 820.3
R3 836.5 830.8 817.3
R2 825.8 825.8 816.3
R1 820.0 820.0 815.3 817.5
PP 814.8 814.8 814.8 813.5
S1 809.3 809.3 813.3 806.5
S2 804.0 804.0 812.3
S3 793.3 798.3 811.3
S4 782.5 787.5 808.3
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
5 820.5 760.1 60.4 7.4% 16.5 2.0% 90% True False 128,108
10 820.5 753.2 67.3 8.3% 15.8 1.9% 91% True False 125,520
20 820.5 742.7 77.8 9.6% 17.0 2.1% 92% True False 145,832
40 820.5 722.1 98.4 12.1% 13.8 1.7% 94% True False 73,647
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2.9
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 866.5
2.618 848.8
1.618 838.0
1.000 831.3
0.618 827.3
HIGH 820.5
0.618 816.3
0.500 815.0
0.382 813.8
LOW 809.8
0.618 803.0
1.000 799.0
1.618 792.3
2.618 781.5
4.250 763.8
Fisher Pivots for day following 05-Jul-2012
Pivot 1 day 3 day
R1 815.0 811.8
PP 814.8 809.0
S1 814.5 806.5

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

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