ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 17-Jul-2012
Day Change Summary
Previous Current
16-Jul-2012 17-Jul-2012 Change Change % Previous Week
Open 790.4 794.2 3.8 0.5% 795.5
High 790.4 794.2 3.8 0.5% 800.5
Low 790.4 794.2 3.8 0.5% 776.9
Close 790.4 794.2 3.8 0.5% 794.5
Range
ATR
Volume
Daily Pivots for day following 17-Jul-2012
Classic Woodie Camarilla DeMark
R4 794.3 794.3 794.3
R3 794.3 794.3 794.3
R2 794.3 794.3 794.3
R1 794.3 794.3 794.3 794.3
PP 794.3 794.3 794.3 794.3
S1 794.3 794.3 794.3 794.3
S2 794.3 794.3 794.3
S3 794.3 794.3 794.3
S4 794.3 794.3 794.3
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 861.5 851.5 807.5
R3 837.8 828.0 801.0
R2 814.3 814.3 798.8
R1 804.3 804.3 796.8 797.5
PP 790.8 790.8 790.8 787.3
S1 780.8 780.8 792.3 774.0
S2 767.0 767.0 790.3
S3 743.5 757.3 788.0
S4 719.8 733.5 781.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 794.5 776.9 17.6 2.2% 0.5 0.1% 98% False False 41
10 811.5 776.9 34.6 4.4% 1.8 0.2% 50% False False 22
Crabel Price Patterns
NR False
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 0.0
Fibonacci Retracements and Extensions
4.250 794.3
2.618 794.3
1.618 794.3
1.000 794.3
0.618 794.3
HIGH 794.3
0.618 794.3
0.500 794.3
0.382 794.3
LOW 794.3
0.618 794.3
1.000 794.3
1.618 794.3
2.618 794.3
4.250 794.3
Fisher Pivots for day following 17-Jul-2012
Pivot 1 day 3 day
R1 794.3 793.5
PP 794.3 793.0
S1 794.3 792.5

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

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