ICE Russell 2000 Mini Future September 2012

Trading Metrics calculated at close of trading on 10-Jul-2012

Day Change Summary
	Previous	Current
	09-Jul-2012	10-Jul-2012	Change	Change %	Previous Week
Open	803.6	802.8	-0.8	-0.1%	797.5
High	804.9	809.1	4.2	0.5%	820.5
Low	798.1	789.0	-9.1	-1.1%	792.3
Close	804.0	792.5	-11.5	-1.4%	804.6
Range	6.8	20.1	13.3	195.6%	28.2
ATR	14.7	15.1	0.4	2.6%	0.0
Volume	94,203	124,883	30,680	32.6%	428,505

Daily Pivots for day following 10-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	857.3	845.0	803.5
R3	837.0	824.8	798.0
R2	817.0	817.0	796.3
R1	804.8	804.8	794.3	800.8
PP	796.8	796.8	796.8	795.0
S1	784.8	784.8	790.8	780.8
S2	776.8	776.8	788.8
S3	756.8	764.5	787.0
S4	736.5	744.5	781.5

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	789.0	31.5	4.0%	13.3	1.7%	11%	False	True	104,276
10	820.5	753.2	67.3	8.5%	15.0	1.9%	58%	False	False	118,830
20	820.5	742.7	77.8	9.8%	15.5	2.0%	64%	False	False	139,222
40	820.5	722.1	98.4	12.4%	14.5	1.8%	72%	False	False	81,882

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.9
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	894.5
2.618	861.8
1.618	841.5
1.000	829.3
0.618	821.5
HIGH	809.0
0.618	801.5
0.500	799.0
0.382	796.8
LOW	789.0
0.618	776.5
1.000	769.0
1.618	756.5
2.618	736.5
4.250	703.5

Fisher Pivots for day following 10-Jul-2012
Pivot	1 day	3 day
R1	799.0	802.3
PP	796.8	799.0
S1	794.8	795.8

Download as Excel Spreadsheet

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

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