ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 26-Jul-2012
Day Change Summary
Previous Current
25-Jul-2012 26-Jul-2012 Change Change % Previous Week
Open 761.5 766.4 4.9 0.6% 796.7
High 772.9 783.2 10.3 1.3% 807.6
Low 759.2 761.8 2.6 0.3% 785.7
Close 766.9 773.4 6.5 0.8% 788.7
Range 13.7 21.4 7.7 56.2% 21.9
ATR 14.5 15.0 0.5 3.4% 0.0
Volume 111,636 139,724 28,088 25.2% 523,846
Daily Pivots for day following 26-Jul-2012
Classic Woodie Camarilla DeMark
R4 837.0 826.5 785.3
R3 815.5 805.3 779.3
R2 794.3 794.3 777.3
R1 783.8 783.8 775.3 789.0
PP 772.8 772.8 772.8 775.5
S1 762.5 762.5 771.5 767.5
S2 751.5 751.5 769.5
S3 730.0 741.0 767.5
S4 708.5 719.5 761.8
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
5 798.3 759.2 39.1 5.1% 16.5 2.1% 36% False False 128,691
10 807.6 759.2 48.4 6.3% 14.3 1.8% 29% False False 114,187
20 820.5 759.2 61.3 7.9% 14.8 1.9% 23% False False 117,302
40 820.5 722.1 98.4 12.7% 15.8 2.1% 52% False False 116,270
60 820.5 722.1 98.4 12.7% 13.0 1.7% 52% False False 77,523
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 18 trading days
Fibonacci Retracements and Extensions
4.250 874.3
2.618 839.3
1.618 817.8
1.000 804.5
0.618 796.5
HIGH 783.3
0.618 775.0
0.500 772.5
0.382 770.0
LOW 761.8
0.618 748.5
1.000 740.5
1.618 727.3
2.618 705.8
4.250 670.8
Fisher Pivots for day following 26-Jul-2012
Pivot 1 day 3 day
R1 773.0 772.8
PP 772.8 772.0
S1 772.5 771.3

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

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