ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 16-Jul-2012
Day Change Summary
Previous Current
13-Jul-2012 16-Jul-2012 Change Change % Previous Week
Open 787.1 796.7 9.6 1.2% 803.6
High 800.5 798.3 -2.2 -0.3% 809.1
Low 786.0 790.5 4.5 0.6% 774.8
Close 798.6 794.4 -4.2 -0.5% 798.6
Range 14.5 7.8 -6.7 -46.2% 34.3
ATR 15.0 14.5 -0.5 -3.3% 0.0
Volume 95,574 82,619 -12,955 -13.6% 548,899
Daily Pivots for day following 16-Jul-2012
Classic Woodie Camarilla DeMark
R4 817.8 814.0 798.8
R3 810.0 806.0 796.5
R2 802.3 802.3 795.8
R1 798.3 798.3 795.0 796.3
PP 794.5 794.5 794.5 793.5
S1 790.5 790.5 793.8 788.5
S2 786.5 786.5 793.0
S3 778.8 782.8 792.3
S4 771.0 775.0 790.0
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% 14.3 1.8% 57% False False 107,463
10 820.5 774.8 45.7 5.8% 13.0 1.6% 43% False False 106,002
20 820.5 753.2 67.3 8.5% 15.0 1.9% 61% False False 120,280
40 820.5 722.1 98.4 12.4% 14.5 1.8% 73% False False 92,181
60 825.1 722.1 103.0 13.0% 11.5 1.5% 70% False False 61,463
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.8
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 831.5
2.618 818.8
1.618 811.0
1.000 806.0
0.618 803.0
HIGH 798.3
0.618 795.3
0.500 794.5
0.382 793.5
LOW 790.5
0.618 785.8
1.000 782.8
1.618 778.0
2.618 770.0
4.250 757.3
Fisher Pivots for day following 16-Jul-2012
Pivot 1 day 3 day
R1 794.5 792.3
PP 794.5 790.0
S1 794.5 787.8

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

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