ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary
Previous Current
23-Jul-2012 24-Jul-2012 Change Change % Previous Week
Open 785.5 773.9 -11.6 -1.5% 796.7
High 787.2 779.0 -8.2 -1.0% 807.6
Low 770.9 759.2 -11.7 -1.5% 785.7
Close 775.5 763.8 -11.7 -1.5% 788.7
Range 16.3 19.8 3.5 21.5% 21.9
ATR 14.2 14.6 0.4 2.8% 0.0
Volume 117,255 153,839 36,584 31.2% 523,846
Daily Pivots for day following 24-Jul-2012
Classic Woodie Camarilla DeMark
R4 826.8 815.0 774.8
R3 807.0 795.3 769.3
R2 787.3 787.3 767.5
R1 775.5 775.5 765.5 771.5
PP 767.3 767.3 767.3 765.3
S1 755.8 755.8 762.0 751.5
S2 747.5 747.5 760.3
S3 727.8 735.8 758.3
S4 708.0 716.0 753.0
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
5 807.6 759.2 48.4 6.3% 14.0 1.8% 10% False True 117,849
10 807.6 759.2 48.4 6.3% 13.8 1.8% 10% False True 112,475
20 820.5 753.2 67.3 8.8% 14.3 1.9% 16% False False 115,652
40 820.5 722.1 98.4 12.9% 15.8 2.1% 42% False False 109,987
60 820.5 722.1 98.4 12.9% 12.5 1.6% 42% False False 73,334
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 2.9
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 863.3
2.618 830.8
1.618 811.0
1.000 798.8
0.618 791.3
HIGH 779.0
0.618 771.5
0.500 769.0
0.382 766.8
LOW 759.3
0.618 747.0
1.000 739.5
1.618 727.3
2.618 707.3
4.250 675.0
Fisher Pivots for day following 24-Jul-2012
Pivot 1 day 3 day
R1 769.0 778.8
PP 767.3 773.8
S1 765.5 768.8

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

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