ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 12-Jul-2012
Day Change Summary
Previous Current
11-Jul-2012 12-Jul-2012 Change Change % Previous Week
Open 792.6 789.9 -2.7 -0.3% 797.5
High 797.9 790.3 -7.6 -1.0% 820.5
Low 784.7 774.8 -9.9 -1.3% 792.3
Close 789.2 786.4 -2.8 -0.4% 804.6
Range 13.2 15.5 2.3 17.4% 28.2
ATR 15.0 15.0 0.0 0.3% 0.0
Volume 108,402 125,837 17,435 16.1% 428,505
Daily Pivots for day following 12-Jul-2012
Classic Woodie Camarilla DeMark
R4 830.3 823.8 795.0
R3 814.8 808.3 790.8
R2 799.3 799.3 789.3
R1 792.8 792.8 787.8 788.3
PP 783.8 783.8 783.8 781.5
S1 777.3 777.3 785.0 772.8
S2 768.3 768.3 783.5
S3 752.8 761.8 782.3
S4 737.3 746.3 778.0
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
5 815.6 774.8 40.8 5.2% 14.0 1.8% 28% False True 112,727
10 820.5 760.1 60.4 7.7% 15.3 1.9% 44% False False 120,417
20 820.5 745.1 75.4 9.6% 15.3 1.9% 55% False False 126,798
40 820.5 722.1 98.4 12.5% 15.0 1.9% 65% False False 87,735
60 825.1 722.1 103.0 13.1% 11.3 1.4% 62% False False 58,493
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 2.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 856.3
2.618 831.0
1.618 815.5
1.000 805.8
0.618 800.0
HIGH 790.3
0.618 784.5
0.500 782.5
0.382 780.8
LOW 774.8
0.618 765.3
1.000 759.3
1.618 749.8
2.618 734.3
4.250 709.0
Fisher Pivots for day following 12-Jul-2012
Pivot 1 day 3 day
R1 785.0 792.0
PP 783.8 790.0
S1 782.5 788.3

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

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