ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 06-Jul-2012
Day Change Summary
Previous Current
05-Jul-2012 06-Jul-2012 Change Change % Previous Week
Open 814.8 814.7 -0.1 0.0% 797.5
High 820.5 815.6 -4.9 -0.6% 820.5
Low 809.7 801.0 -8.7 -1.1% 792.3
Close 814.3 804.6 -9.7 -1.2% 804.6
Range 10.8 14.6 3.8 35.2% 28.2
ATR 15.4 15.3 -0.1 -0.4% 0.0
Volume 118,319 110,310 -8,009 -6.8% 428,505
Daily Pivots for day following 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 850.8 842.3 812.8
R3 836.3 827.8 808.5
R2 821.8 821.8 807.3
R1 813.3 813.3 806.0 810.0
PP 807.0 807.0 807.0 805.5
S1 798.5 798.5 803.3 795.5
S2 792.5 792.5 802.0
S3 777.8 784.0 800.5
S4 763.3 769.3 796.5
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 890.5 875.8 820.0
R3 862.3 847.5 812.3
R2 834.0 834.0 809.8
R1 819.3 819.3 807.3 826.8
PP 805.8 805.8 805.8 809.5
S1 791.0 791.0 802.0 798.5
S2 777.5 777.5 799.5
S3 749.5 763.0 796.8
S4 721.3 734.8 789.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 820.5 768.0 52.5 6.5% 16.5 2.1% 70% False False 119,002
10 820.5 753.2 67.3 8.4% 15.0 1.9% 76% False False 120,681
20 820.5 742.7 77.8 9.7% 17.0 2.1% 80% False False 148,216
40 820.5 722.1 98.4 12.2% 14.0 1.7% 84% False False 76,405
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 2.6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 877.8
2.618 853.8
1.618 839.3
1.000 830.3
0.618 824.5
HIGH 815.5
0.618 810.0
0.500 808.3
0.382 806.5
LOW 801.0
0.618 792.0
1.000 786.5
1.618 777.5
2.618 762.8
4.250 739.0
Fisher Pivots for day following 06-Jul-2012
Pivot 1 day 3 day
R1 808.3 810.8
PP 807.0 808.8
S1 805.8 806.8

Download as Excel Spreadsheet

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

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