ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 23-Jul-2012
Day Change Summary
Previous Current
20-Jul-2012 23-Jul-2012 Change Change % Previous Week
Open 798.3 785.5 -12.8 -1.6% 796.7
High 798.3 787.2 -11.1 -1.4% 807.6
Low 787.2 770.9 -16.3 -2.1% 785.7
Close 788.7 775.5 -13.2 -1.7% 788.7
Range 11.1 16.3 5.2 46.8% 21.9
ATR 13.9 14.2 0.3 2.0% 0.0
Volume 121,004 117,255 -3,749 -3.1% 523,846
Daily Pivots for day following 23-Jul-2012
Classic Woodie Camarilla DeMark
R4 826.8 817.5 784.5
R3 810.5 801.3 780.0
R2 794.3 794.3 778.5
R1 784.8 784.8 777.0 781.3
PP 777.8 777.8 777.8 776.0
S1 768.5 768.5 774.0 765.0
S2 761.5 761.5 772.5
S3 745.3 752.3 771.0
S4 729.0 736.0 766.5
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 859.8 846.0 800.8
R3 837.8 824.3 794.8
R2 816.0 816.0 792.8
R1 802.3 802.3 790.8 798.3
PP 794.0 794.0 794.0 792.0
S1 780.5 780.5 786.8 776.3
S2 772.0 772.0 784.8
S3 750.3 758.5 782.8
S4 728.3 736.5 776.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 807.6 770.9 36.7 4.7% 13.0 1.7% 13% False True 111,696
10 809.1 770.9 38.2 4.9% 13.8 1.8% 12% False True 109,579
20 820.5 753.2 67.3 8.7% 14.0 1.8% 33% False False 113,797
40 820.5 722.1 98.4 12.7% 15.3 2.0% 54% False False 106,141
60 825.1 722.1 103.0 13.3% 12.3 1.6% 52% False False 70,771
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 3.1
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 856.5
2.618 829.8
1.618 813.5
1.000 803.5
0.618 797.3
HIGH 787.3
0.618 781.0
0.500 779.0
0.382 777.3
LOW 771.0
0.618 760.8
1.000 754.5
1.618 744.5
2.618 728.3
4.250 701.5
Fisher Pivots for day following 23-Jul-2012
Pivot 1 day 3 day
R1 779.0 789.3
PP 777.8 784.8
S1 776.8 780.0

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

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