ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 17-Jul-2012
Day Change Summary
Previous Current
16-Jul-2012 17-Jul-2012 Change Change % Previous Week
Open 796.7 794.0 -2.7 -0.3% 803.6
High 798.3 801.0 2.7 0.3% 809.1
Low 790.5 785.7 -4.8 -0.6% 774.8
Close 794.4 798.1 3.7 0.5% 798.6
Range 7.8 15.3 7.5 96.2% 34.3
ATR 14.5 14.5 0.1 0.4% 0.0
Volume 82,619 123,073 40,454 49.0% 548,899
Daily Pivots for day following 17-Jul-2012
Classic Woodie Camarilla DeMark
R4 840.8 834.8 806.5
R3 825.5 819.5 802.3
R2 810.3 810.3 801.0
R1 804.3 804.3 799.5 807.3
PP 795.0 795.0 795.0 796.5
S1 788.8 788.8 796.8 792.0
S2 779.8 779.8 795.3
S3 764.3 773.5 794.0
S4 749.0 758.3 789.8
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
5 801.0 774.8 26.2 3.3% 13.3 1.7% 89% True False 107,101
10 820.5 774.8 45.7 5.7% 13.3 1.7% 51% False False 105,688
20 820.5 753.2 67.3 8.4% 14.8 1.9% 67% False False 120,050
40 820.5 722.1 98.4 12.3% 15.0 1.9% 77% False False 95,258
60 825.1 722.1 103.0 12.9% 11.8 1.5% 74% False False 63,514
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 866.0
2.618 841.0
1.618 825.8
1.000 816.3
0.618 810.5
HIGH 801.0
0.618 795.3
0.500 793.3
0.382 791.5
LOW 785.8
0.618 776.3
1.000 770.5
1.618 761.0
2.618 745.8
4.250 720.8
Fisher Pivots for day following 17-Jul-2012
Pivot 1 day 3 day
R1 796.5 796.5
PP 795.0 795.0
S1 793.3 793.3

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

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