ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 02-Aug-2012
Day Change Summary
Previous Current
01-Aug-2012 02-Aug-2012 Change Change % Previous Week
Open 783.0 771.3 -11.7 -1.5% 785.5
High 789.4 778.5 -10.9 -1.4% 797.1
Low 768.9 761.4 -7.5 -1.0% 759.2
Close 770.2 767.3 -2.9 -0.4% 796.6
Range 20.5 17.1 -3.4 -16.6% 37.9
ATR 15.7 15.8 0.1 0.7% 0.0
Volume 120,158 132,782 12,624 10.5% 663,109
Daily Pivots for day following 02-Aug-2012
Classic Woodie Camarilla DeMark
R4 820.3 811.0 776.8
R3 803.3 793.8 772.0
R2 786.3 786.3 770.5
R1 776.8 776.8 768.8 773.0
PP 769.0 769.0 769.0 767.3
S1 759.8 759.8 765.8 755.8
S2 752.0 752.0 764.3
S3 734.8 742.5 762.5
S4 717.8 725.5 758.0
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
5 798.5 761.4 37.1 4.8% 17.5 2.3% 16% False True 116,476
10 798.5 759.2 39.3 5.1% 17.0 2.2% 21% False False 122,584
20 815.6 759.2 56.4 7.4% 15.0 2.0% 14% False False 114,394
40 820.5 742.7 77.8 10.1% 16.0 2.1% 32% False False 130,113
60 820.5 722.1 98.4 12.8% 14.3 1.8% 46% False False 87,229
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 3.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 851.3
2.618 823.3
1.618 806.3
1.000 795.5
0.618 789.0
HIGH 778.5
0.618 772.0
0.500 770.0
0.382 768.0
LOW 761.5
0.618 750.8
1.000 744.3
1.618 733.8
2.618 716.8
4.250 688.8
Fisher Pivots for day following 02-Aug-2012
Pivot 1 day 3 day
R1 770.0 777.8
PP 769.0 774.3
S1 768.3 770.8

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

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