ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 25-Jul-2012
Day Change Summary
Previous Current
24-Jul-2012 25-Jul-2012 Change Change % Previous Week
Open 773.9 761.5 -12.4 -1.6% 796.7
High 779.0 772.9 -6.1 -0.8% 807.6
Low 759.2 759.2 0.0 0.0% 785.7
Close 763.8 766.9 3.1 0.4% 788.7
Range 19.8 13.7 -6.1 -30.8% 21.9
ATR 14.6 14.5 -0.1 -0.4% 0.0
Volume 153,839 111,636 -42,203 -27.4% 523,846
Daily Pivots for day following 25-Jul-2012
Classic Woodie Camarilla DeMark
R4 807.5 800.8 774.5
R3 793.8 787.3 770.8
R2 780.0 780.0 769.5
R1 773.5 773.5 768.3 776.8
PP 766.3 766.3 766.3 768.0
S1 759.8 759.8 765.8 763.0
S2 752.8 752.8 764.5
S3 739.0 746.0 763.3
S4 725.3 732.3 759.3
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 859.8 846.0 800.8
R3 837.8 824.3 794.8
R2 816.0 816.0 792.8
R1 802.3 802.3 790.8 798.3
PP 794.0 794.0 794.0 792.0
S1 780.5 780.5 786.8 776.3
S2 772.0 772.0 784.8
S3 750.3 758.5 782.8
S4 728.3 736.5 776.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 807.6 759.2 48.4 6.3% 14.3 1.9% 16% False True 119,943
10 807.6 759.2 48.4 6.3% 13.8 1.8% 16% False True 112,798
20 820.5 759.2 61.3 8.0% 14.5 1.9% 13% False True 115,602
40 820.5 722.1 98.4 12.8% 15.8 2.0% 46% False False 112,777
60 820.5 722.1 98.4 12.8% 12.8 1.6% 46% False False 75,195
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 2.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 831.0
2.618 808.8
1.618 795.0
1.000 786.5
0.618 781.3
HIGH 773.0
0.618 767.8
0.500 766.0
0.382 764.5
LOW 759.3
0.618 750.8
1.000 745.5
1.618 737.0
2.618 723.3
4.250 701.0
Fisher Pivots for day following 25-Jul-2012
Pivot 1 day 3 day
R1 766.5 773.3
PP 766.3 771.0
S1 766.0 769.0

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

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