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

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

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