ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 09-Jul-2012
Day Change Summary
Previous Current
06-Jul-2012 09-Jul-2012 Change Change % Previous Week
Open 814.7 803.6 -11.1 -1.4% 797.5
High 815.6 804.9 -10.7 -1.3% 820.5
Low 801.0 798.1 -2.9 -0.4% 792.3
Close 804.6 804.0 -0.6 -0.1% 804.6
Range 14.6 6.8 -7.8 -53.4% 28.2
ATR 15.3 14.7 -0.6 -4.0% 0.0
Volume 110,310 94,203 -16,107 -14.6% 428,505
Daily Pivots for day following 09-Jul-2012
Classic Woodie Camarilla DeMark
R4 822.8 820.3 807.8
R3 816.0 813.3 805.8
R2 809.3 809.3 805.3
R1 806.5 806.5 804.5 807.8
PP 802.3 802.3 802.3 803.0
S1 799.8 799.8 803.5 801.0
S2 795.5 795.5 802.8
S3 788.8 793.0 802.3
S4 782.0 786.3 800.3
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 890.5 875.8 820.0
R3 862.3 847.5 812.3
R2 834.0 834.0 809.8
R1 819.3 819.3 807.3 826.8
PP 805.8 805.8 805.8 809.5
S1 791.0 791.0 802.0 798.5
S2 777.5 777.5 799.5
S3 749.5 763.0 796.8
S4 721.3 734.8 789.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 820.5 792.3 28.2 3.5% 11.8 1.5% 41% False False 104,541
10 820.5 753.2 67.3 8.4% 14.5 1.8% 75% False False 118,015
20 820.5 742.7 77.8 9.7% 16.3 2.0% 79% False False 144,303
40 820.5 722.1 98.4 12.2% 14.3 1.8% 83% False False 78,760
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 2.6
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 833.8
2.618 822.8
1.618 816.0
1.000 811.8
0.618 809.0
HIGH 805.0
0.618 802.3
0.500 801.5
0.382 800.8
LOW 798.0
0.618 794.0
1.000 791.3
1.618 787.0
2.618 780.3
4.250 769.3
Fisher Pivots for day following 09-Jul-2012
Pivot 1 day 3 day
R1 803.3 809.3
PP 802.3 807.5
S1 801.5 805.8

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

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