ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 19-Jul-2012
Day Change Summary
Previous Current
18-Jul-2012 19-Jul-2012 Change Change % Previous Week
Open 797.2 803.5 6.3 0.8% 803.6
High 806.6 807.6 1.0 0.1% 809.1
Low 794.1 797.2 3.1 0.4% 774.8
Close 801.7 798.7 -3.0 -0.4% 798.6
Range 12.5 10.4 -2.1 -16.8% 34.3
ATR 14.4 14.1 -0.3 -2.0% 0.0
Volume 101,166 95,984 -5,182 -5.1% 548,899
Daily Pivots for day following 19-Jul-2012
Classic Woodie Camarilla DeMark
R4 832.3 826.0 804.5
R3 822.0 815.5 801.5
R2 811.5 811.5 800.5
R1 805.3 805.3 799.8 803.3
PP 801.3 801.3 801.3 800.3
S1 794.8 794.8 797.8 792.8
S2 790.8 790.8 796.8
S3 780.3 784.3 795.8
S4 770.0 774.0 793.0
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
5 807.6 785.7 21.9 2.7% 12.0 1.5% 59% True False 99,683
10 815.6 774.8 40.8 5.1% 13.0 1.6% 59% False False 106,205
20 820.5 753.2 67.3 8.4% 14.5 1.8% 68% False False 115,862
40 820.5 722.1 98.4 12.3% 14.8 1.9% 78% False False 100,185
60 825.1 722.1 103.0 12.9% 12.0 1.5% 74% False False 66,800
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 851.8
2.618 834.8
1.618 824.5
1.000 818.0
0.618 814.0
HIGH 807.5
0.618 803.8
0.500 802.5
0.382 801.3
LOW 797.3
0.618 790.8
1.000 786.8
1.618 780.3
2.618 770.0
4.250 753.0
Fisher Pivots for day following 19-Jul-2012
Pivot 1 day 3 day
R1 802.5 798.0
PP 801.3 797.3
S1 800.0 796.8

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

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