ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 30-Jul-2012
Day Change Summary
Previous Current
27-Jul-2012 30-Jul-2012 Change Change % Previous Week
Open 772.5 793.8 21.3 2.8% 785.5
High 797.1 798.5 1.4 0.2% 797.1
Low 770.8 786.8 16.0 2.1% 759.2
Close 796.6 788.7 -7.9 -1.0% 796.6
Range 26.3 11.7 -14.6 -55.5% 37.9
ATR 15.8 15.5 -0.3 -1.9% 0.0
Volume 140,655 86,365 -54,290 -38.6% 663,109
Daily Pivots for day following 30-Jul-2012
Classic Woodie Camarilla DeMark
R4 826.5 819.3 795.3
R3 814.8 807.5 792.0
R2 803.0 803.0 790.8
R1 795.8 795.8 789.8 793.5
PP 791.3 791.3 791.3 790.3
S1 784.3 784.3 787.8 782.0
S2 779.8 779.8 786.5
S3 768.0 772.5 785.5
S4 756.3 760.8 782.3
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
5 798.5 759.2 39.3 5.0% 18.5 2.4% 75% True False 126,443
10 807.6 759.2 48.4 6.1% 15.8 2.0% 61% False False 119,070
20 820.5 759.2 61.3 7.8% 14.5 1.8% 48% False False 112,536
40 820.5 722.1 98.4 12.5% 16.0 2.0% 68% False False 121,934
60 820.5 722.1 98.4 12.5% 13.5 1.7% 68% False False 81,307
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 3.4
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 848.3
2.618 829.3
1.618 817.5
1.000 810.3
0.618 805.8
HIGH 798.5
0.618 794.0
0.500 792.8
0.382 791.3
LOW 786.8
0.618 779.5
1.000 775.0
1.618 767.8
2.618 756.3
4.250 737.0
Fisher Pivots for day following 30-Jul-2012
Pivot 1 day 3 day
R1 792.8 785.8
PP 791.3 783.0
S1 790.0 780.3

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

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