ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 18-Jul-2012
Day Change Summary
Previous Current
17-Jul-2012 18-Jul-2012 Change Change % Previous Week
Open 794.0 797.2 3.2 0.4% 803.6
High 801.0 806.6 5.6 0.7% 809.1
Low 785.7 794.1 8.4 1.1% 774.8
Close 798.1 801.7 3.6 0.5% 798.6
Range 15.3 12.5 -2.8 -18.3% 34.3
ATR 14.5 14.4 -0.1 -1.0% 0.0
Volume 123,073 101,166 -21,907 -17.8% 548,899
Daily Pivots for day following 18-Jul-2012
Classic Woodie Camarilla DeMark
R4 838.3 832.5 808.5
R3 825.8 820.0 805.3
R2 813.3 813.3 804.0
R1 807.5 807.5 802.8 810.5
PP 800.8 800.8 800.8 802.3
S1 795.0 795.0 800.5 798.0
S2 788.3 788.3 799.5
S3 775.8 782.5 798.3
S4 763.3 770.0 794.8
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
5 806.6 774.8 31.8 4.0% 13.0 1.6% 85% True False 105,653
10 820.5 774.8 45.7 5.7% 13.0 1.6% 59% False False 108,438
20 820.5 753.2 67.3 8.4% 14.5 1.8% 72% False False 118,161
40 820.5 722.1 98.4 12.3% 15.0 1.9% 81% False False 97,787
60 825.1 722.1 103.0 12.8% 12.0 1.5% 77% False False 65,200
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 3.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 859.8
2.618 839.3
1.618 826.8
1.000 819.0
0.618 814.3
HIGH 806.5
0.618 801.8
0.500 800.3
0.382 799.0
LOW 794.0
0.618 786.5
1.000 781.5
1.618 774.0
2.618 761.5
4.250 741.0
Fisher Pivots for day following 18-Jul-2012
Pivot 1 day 3 day
R1 801.3 799.8
PP 800.8 798.0
S1 800.3 796.3

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

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