ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 11-Jul-2012
Day Change Summary
Previous Current
10-Jul-2012 11-Jul-2012 Change Change % Previous Week
Open 802.8 792.6 -10.2 -1.3% 797.5
High 809.1 797.9 -11.2 -1.4% 820.5
Low 789.0 784.7 -4.3 -0.5% 792.3
Close 792.5 789.2 -3.3 -0.4% 804.6
Range 20.1 13.2 -6.9 -34.3% 28.2
ATR 15.1 15.0 -0.1 -0.9% 0.0
Volume 124,883 108,402 -16,481 -13.2% 428,505
Daily Pivots for day following 11-Jul-2012
Classic Woodie Camarilla DeMark
R4 830.3 823.0 796.5
R3 817.0 809.8 792.8
R2 803.8 803.8 791.5
R1 796.5 796.5 790.5 793.5
PP 790.5 790.5 790.5 789.0
S1 783.3 783.3 788.0 780.3
S2 777.5 777.5 786.8
S3 764.3 770.0 785.5
S4 751.0 757.0 782.0
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
5 820.5 784.7 35.8 4.5% 13.0 1.7% 13% False True 111,223
10 820.5 759.3 61.2 7.8% 15.3 1.9% 49% False False 118,406
20 820.5 744.9 75.6 9.6% 15.3 1.9% 59% False False 130,725
40 820.5 722.1 98.4 12.5% 14.8 1.9% 68% False False 84,592
60 825.1 722.1 103.0 13.1% 11.0 1.4% 65% False False 56,396
Crabel Price Patterns
NR True
NR4 False
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 2.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 854.0
2.618 832.5
1.618 819.3
1.000 811.0
0.618 806.0
HIGH 798.0
0.618 792.8
0.500 791.3
0.382 789.8
LOW 784.8
0.618 776.5
1.000 771.5
1.618 763.3
2.618 750.3
4.250 728.5
Fisher Pivots for day following 11-Jul-2012
Pivot 1 day 3 day
R1 791.3 797.0
PP 790.5 794.3
S1 790.0 791.8

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

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