ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 31-Jul-2012
Day Change Summary
Previous Current
30-Jul-2012 31-Jul-2012 Change Change % Previous Week
Open 793.8 788.7 -5.1 -0.6% 785.5
High 798.5 794.3 -4.2 -0.5% 797.1
Low 786.8 782.3 -4.5 -0.6% 759.2
Close 788.7 784.6 -4.1 -0.5% 796.6
Range 11.7 12.0 0.3 2.6% 37.9
ATR 15.5 15.3 -0.3 -1.6% 0.0
Volume 86,365 102,422 16,057 18.6% 663,109
Daily Pivots for day following 31-Jul-2012
Classic Woodie Camarilla DeMark
R4 823.0 815.8 791.3
R3 811.0 803.8 788.0
R2 799.0 799.0 786.8
R1 791.8 791.8 785.8 789.5
PP 787.0 787.0 787.0 786.0
S1 779.8 779.8 783.5 777.5
S2 775.0 775.0 782.5
S3 763.0 767.8 781.3
S4 751.0 755.8 778.0
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% 17.0 2.2% 65% False False 116,160
10 807.6 759.2 48.4 6.2% 15.5 2.0% 52% False False 117,005
20 820.5 759.2 61.3 7.8% 14.3 1.8% 41% False False 111,346
40 820.5 725.5 95.0 12.1% 16.0 2.0% 62% False False 124,488
60 820.5 722.1 98.4 12.5% 13.8 1.7% 64% False False 83,014
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 845.3
2.618 825.8
1.618 813.8
1.000 806.3
0.618 801.8
HIGH 794.3
0.618 789.8
0.500 788.3
0.382 787.0
LOW 782.3
0.618 775.0
1.000 770.3
1.618 763.0
2.618 751.0
4.250 731.3
Fisher Pivots for day following 31-Jul-2012
Pivot 1 day 3 day
R1 788.3 784.8
PP 787.0 784.8
S1 785.8 784.5

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

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