ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 13-Jul-2012
Day Change Summary
Previous Current
12-Jul-2012 13-Jul-2012 Change Change % Previous Week
Open 789.9 787.1 -2.8 -0.4% 803.6
High 790.3 800.5 10.2 1.3% 809.1
Low 774.8 786.0 11.2 1.4% 774.8
Close 786.4 798.6 12.2 1.6% 798.6
Range 15.5 14.5 -1.0 -6.5% 34.3
ATR 15.0 15.0 0.0 -0.2% 0.0
Volume 125,837 95,574 -30,263 -24.0% 548,899
Daily Pivots for day following 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 838.5 833.0 806.5
R3 824.0 818.5 802.5
R2 809.5 809.5 801.3
R1 804.0 804.0 800.0 806.8
PP 795.0 795.0 795.0 796.5
S1 789.5 789.5 797.3 792.3
S2 780.5 780.5 796.0
S3 766.0 775.0 794.5
S4 751.5 760.5 790.5
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 897.0 882.3 817.5
R3 862.8 847.8 808.0
R2 828.5 828.5 805.0
R1 813.5 813.5 801.8 803.8
PP 794.3 794.3 794.3 789.3
S1 779.3 779.3 795.5 769.5
S2 759.8 759.8 792.3
S3 725.5 745.0 789.3
S4 691.3 710.8 779.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 809.1 774.8 34.3 4.3% 14.0 1.8% 69% False False 109,779
10 820.5 768.0 52.5 6.6% 15.3 1.9% 58% False False 114,391
20 820.5 753.2 67.3 8.4% 15.3 1.9% 67% False False 122,595
40 820.5 722.1 98.4 12.3% 14.8 1.8% 78% False False 90,120
60 825.1 722.1 103.0 12.9% 11.5 1.4% 74% False False 60,086
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 2.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 862.0
2.618 838.5
1.618 824.0
1.000 815.0
0.618 809.5
HIGH 800.5
0.618 795.0
0.500 793.3
0.382 791.5
LOW 786.0
0.618 777.0
1.000 771.5
1.618 762.5
2.618 748.0
4.250 724.5
Fisher Pivots for day following 13-Jul-2012
Pivot 1 day 3 day
R1 796.8 795.0
PP 795.0 791.3
S1 793.3 787.8

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

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