ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 05-Jul-2012

Day Change Summary
	Previous	Current
	03-Jul-2012	05-Jul-2012	Change	Change %	Previous Week
Open	803.1	814.8	11.7	1.5%	766.1
High	816.3	820.5	4.2	0.5%	798.5
Low	802.7	809.7	7.0	0.9%	753.2
Close	815.6	814.3	-1.3	-0.2%	795.4
Range	13.6	10.8	-2.8	-20.6%	45.3
ATR	15.7	15.4	-0.4	-2.2%	0.0
Volume	73,666	118,319	44,653	60.6%	657,446

Daily Pivots for day following 05-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	847.3	841.5	820.3
R3	836.5	830.8	817.3
R2	825.8	825.8	816.3
R1	820.0	820.0	815.3	817.5
PP	814.8	814.8	814.8	813.5
S1	809.3	809.3	813.3	806.5
S2	804.0	804.0	812.3
S3	793.3	798.3	811.3
S4	782.5	787.5	808.3

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	918.3	902.3	820.3
R3	873.0	856.8	807.8
R2	827.8	827.8	803.8
R1	811.5	811.5	799.5	819.5
PP	782.3	782.3	782.3	786.5
S1	766.3	766.3	791.3	774.3
S2	737.0	737.0	787.0
S3	691.8	721.0	783.0
S4	646.5	675.8	770.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	820.5	760.1	60.4	7.4%	16.5	2.0%	90%	True	False	128,108
10	820.5	753.2	67.3	8.3%	15.8	1.9%	91%	True	False	125,520
20	820.5	742.7	77.8	9.6%	17.0	2.1%	92%	True	False	145,832
40	820.5	722.1	98.4	12.1%	13.8	1.7%	94%	True	False	73,647

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	2.9
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	866.5
2.618	848.8
1.618	838.0
1.000	831.3
0.618	827.3
HIGH	820.5
0.618	816.3
0.500	815.0
0.382	813.8
LOW	809.8
0.618	803.0
1.000	799.0
1.618	792.3
2.618	781.5
4.250	763.8

Fisher Pivots for day following 05-Jul-2012
Pivot	1 day	3 day
R1	815.0	811.8
PP	814.8	809.0
S1	814.5	806.5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols