ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 01-Aug-2012
Day Change Summary
Previous Current
31-Jul-2012 01-Aug-2012 Change Change % Previous Week
Open 788.7 783.0 -5.7 -0.7% 785.5
High 794.3 789.4 -4.9 -0.6% 797.1
Low 782.3 768.9 -13.4 -1.7% 759.2
Close 784.6 770.2 -14.4 -1.8% 796.6
Range 12.0 20.5 8.5 70.8% 37.9
ATR 15.3 15.7 0.4 2.4% 0.0
Volume 102,422 120,158 17,736 17.3% 663,109
Daily Pivots for day following 01-Aug-2012
Classic Woodie Camarilla DeMark
R4 837.8 824.5 781.5
R3 817.3 804.0 775.8
R2 796.8 796.8 774.0
R1 783.5 783.5 772.0 779.8
PP 776.3 776.3 776.3 774.3
S1 763.0 763.0 768.3 759.3
S2 755.8 755.8 766.5
S3 735.3 742.5 764.5
S4 714.8 722.0 759.0
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
5 798.5 761.8 36.7 4.8% 18.5 2.4% 23% False False 117,864
10 807.6 759.2 48.4 6.3% 16.3 2.1% 23% False False 118,904
20 820.5 759.2 61.3 8.0% 14.8 1.9% 18% False False 113,671
40 820.5 742.7 77.8 10.1% 16.0 2.1% 35% False False 127,439
60 820.5 722.1 98.4 12.8% 14.0 1.8% 49% False False 85,016
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 3.6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 876.5
2.618 843.0
1.618 822.5
1.000 810.0
0.618 802.0
HIGH 789.5
0.618 781.5
0.500 779.3
0.382 776.8
LOW 769.0
0.618 756.3
1.000 748.5
1.618 735.8
2.618 715.3
4.250 681.8
Fisher Pivots for day following 01-Aug-2012
Pivot 1 day 3 day
R1 779.3 783.8
PP 776.3 779.3
S1 773.3 774.8

Download as Excel Spreadsheet

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

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