ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 30-Jul-2012
Day Change Summary
Previous Current
27-Jul-2012 30-Jul-2012 Change Change % Previous Week
Open 785.6 789.0 3.4 0.4% 771.5
High 785.6 794.0 8.4 1.1% 785.6
Low 785.6 789.0 3.4 0.4% 759.8
Close 792.2 784.7 -7.5 -0.9% 792.2
Range 0.0 5.0 5.0 25.8
ATR 7.0 6.9 -0.1 -2.1% 0.0
Volume 5 3 -2 -40.0% 160
Daily Pivots for day following 30-Jul-2012
Classic Woodie Camarilla DeMark
R4 804.3 799.5 787.5
R3 799.3 794.5 786.0
R2 794.3 794.3 785.5
R1 789.5 789.5 785.3 789.3
PP 789.3 789.3 789.3 789.3
S1 784.5 784.5 784.3 784.3
S2 784.3 784.3 783.8
S3 779.3 779.5 783.3
S4 774.3 774.5 782.0
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 856.5 850.3 806.5
R3 830.8 824.5 799.3
R2 805.0 805.0 797.0
R1 798.5 798.5 794.5 801.8
PP 779.3 779.3 779.3 780.8
S1 772.8 772.8 789.8 776.0
S2 753.5 753.5 787.5
S3 727.5 747.0 785.0
S4 701.8 721.3 778.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 794.0 759.8 34.2 4.4% 1.0 0.1% 73% True False 32
10 797.8 759.8 38.0 4.8% 0.5 0.1% 66% False False 316
20 811.5 759.8 51.7 6.6% 1.3 0.1% 48% False False 169
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 815.3
2.618 807.0
1.618 802.0
1.000 799.0
0.618 797.0
HIGH 794.0
0.618 792.0
0.500 791.5
0.382 791.0
LOW 789.0
0.618 786.0
1.000 784.0
1.618 781.0
2.618 776.0
4.250 767.8
Fisher Pivots for day following 30-Jul-2012
Pivot 1 day 3 day
R1 791.5 783.3
PP 789.3 782.0
S1 787.0 780.5

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

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