ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 27-Jul-2012
Day Change Summary
Previous Current
26-Jul-2012 27-Jul-2012 Change Change % Previous Week
Open 766.4 772.5 6.1 0.8% 785.5
High 783.2 797.1 13.9 1.8% 797.1
Low 761.8 770.8 9.0 1.2% 759.2
Close 773.4 796.6 23.2 3.0% 796.6
Range 21.4 26.3 4.9 22.9% 37.9
ATR 15.0 15.8 0.8 5.4% 0.0
Volume 139,724 140,655 931 0.7% 663,109
Daily Pivots for day following 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 867.0 858.3 811.0
R3 840.8 831.8 803.8
R2 814.5 814.5 801.5
R1 805.5 805.5 799.0 810.0
PP 788.3 788.3 788.3 790.5
S1 779.3 779.3 794.3 783.8
S2 761.8 761.8 791.8
S3 735.5 753.0 789.3
S4 709.3 726.8 782.3
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 898.0 885.3 817.5
R3 860.0 847.3 807.0
R2 822.3 822.3 803.5
R1 809.5 809.5 800.0 815.8
PP 784.3 784.3 784.3 787.5
S1 771.5 771.5 793.3 778.0
S2 746.5 746.5 789.8
S3 708.5 733.5 786.3
S4 670.5 695.8 775.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 797.1 759.2 37.9 4.8% 19.5 2.4% 99% True False 132,621
10 807.6 759.2 48.4 6.1% 15.5 1.9% 77% False False 118,695
20 820.5 759.2 61.3 7.7% 15.3 1.9% 61% False False 116,543
40 820.5 722.1 98.4 12.4% 16.3 2.0% 76% False False 119,781
60 820.5 722.1 98.4 12.4% 13.3 1.7% 76% False False 79,867
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 909.0
2.618 866.0
1.618 839.8
1.000 823.5
0.618 813.3
HIGH 797.0
0.618 787.0
0.500 784.0
0.382 780.8
LOW 770.8
0.618 754.5
1.000 744.5
1.618 728.3
2.618 702.0
4.250 659.0
Fisher Pivots for day following 27-Jul-2012
Pivot 1 day 3 day
R1 792.5 790.5
PP 788.3 784.3
S1 784.0 778.3

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

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