ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 03-Aug-2012
Day Change Summary
Previous Current
02-Aug-2012 03-Aug-2012 Change Change % Previous Week
Open 771.3 767.5 -3.8 -0.5% 793.8
High 778.5 789.8 11.3 1.5% 798.5
Low 761.4 766.6 5.2 0.7% 761.4
Close 767.3 786.7 19.4 2.5% 786.7
Range 17.1 23.2 6.1 35.7% 37.1
ATR 15.8 16.3 0.5 3.4% 0.0
Volume 132,782 111,546 -21,236 -16.0% 553,273
Daily Pivots for day following 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 850.8 841.8 799.5
R3 827.5 818.8 793.0
R2 804.3 804.3 791.0
R1 795.5 795.5 788.8 799.8
PP 781.0 781.0 781.0 783.3
S1 772.3 772.3 784.5 776.8
S2 757.8 757.8 782.5
S3 734.8 749.0 780.3
S4 711.5 725.8 774.0
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 893.5 877.3 807.0
R3 856.5 840.0 797.0
R2 819.3 819.3 793.5
R1 803.0 803.0 790.0 792.5
PP 782.3 782.3 782.3 777.0
S1 766.0 766.0 783.3 755.5
S2 745.0 745.0 780.0
S3 708.0 728.8 776.5
S4 671.0 691.8 766.3
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 4.7% 17.0 2.1% 68% False False 110,654
10 798.5 759.2 39.3 5.0% 18.3 2.3% 70% False False 121,638
20 809.1 759.2 49.9 6.3% 15.5 2.0% 55% False False 114,456
40 820.5 742.7 77.8 9.9% 16.3 2.1% 57% False False 131,336
60 820.5 722.1 98.4 12.5% 14.5 1.8% 66% False False 89,088
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.0
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 888.5
2.618 850.5
1.618 827.3
1.000 813.0
0.618 804.3
HIGH 789.8
0.618 781.0
0.500 778.3
0.382 775.5
LOW 766.5
0.618 752.3
1.000 743.5
1.618 729.0
2.618 705.8
4.250 668.0
Fisher Pivots for day following 03-Aug-2012
Pivot 1 day 3 day
R1 783.8 783.0
PP 781.0 779.3
S1 778.3 775.5

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

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