ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 18-Jul-2012
Day Change Summary
Previous Current
17-Jul-2012 18-Jul-2012 Change Change % Previous Week
Open 794.2 797.8 3.6 0.5% 795.5
High 794.2 797.8 3.6 0.5% 800.5
Low 794.2 797.8 3.6 0.5% 776.9
Close 794.2 797.8 3.6 0.5% 794.5
Range
ATR 0.0 5.7 5.7 0.0
Volume 0 1,000 1,000 216
Daily Pivots for day following 18-Jul-2012
Classic Woodie Camarilla DeMark
R4 797.8 797.8 797.8
R3 797.8 797.8 797.8
R2 797.8 797.8 797.8
R1 797.8 797.8 797.8 797.8
PP 797.8 797.8 797.8 797.8
S1 797.8 797.8 797.8 797.8
S2 797.8 797.8 797.8
S3 797.8 797.8 797.8
S4 797.8 797.8 797.8
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
5 797.8 776.9 20.9 2.6% 0.5 0.1% 100% True False 240
10 810.1 776.9 33.2 4.2% 1.8 0.2% 63% False False 122
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
4.250 797.8
2.618 797.8
1.618 797.8
1.000 797.8
0.618 797.8
HIGH 797.8
0.618 797.8
0.500 797.8
0.382 797.8
LOW 797.8
0.618 797.8
1.000 797.8
1.618 797.8
2.618 797.8
4.250 797.8
Fisher Pivots for day following 18-Jul-2012
Pivot 1 day 3 day
R1 797.8 796.5
PP 797.8 795.3
S1 797.8 794.0

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

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