ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 13-Jul-2012
Day Change Summary
Previous Current
12-Jul-2012 13-Jul-2012 Change Change % Previous Week
Open 776.9 794.5 17.6 2.3% 795.5
High 779.6 794.5 14.9 1.9% 800.5
Low 776.9 794.5 17.6 2.3% 776.9
Close 782.3 794.5 12.2 1.6% 794.5
Range 2.7 0.0 -2.7 -100.0% 23.6
ATR
Volume 102 102 0 0.0% 216
Daily Pivots for day following 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 794.5 794.5 794.5
R3 794.5 794.5 794.5
R2 794.5 794.5 794.5
R1 794.5 794.5 794.5 794.5
PP 794.5 794.5 794.5 794.5
S1 794.5 794.5 794.5 794.5
S2 794.5 794.5 794.5
S3 794.5 794.5 794.5
S4 794.5 794.5 794.5
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 861.5 851.5 807.5
R3 837.8 828.0 801.0
R2 814.3 814.3 798.8
R1 804.3 804.3 796.8 797.5
PP 790.8 790.8 790.8 787.3
S1 780.8 780.8 792.3 774.0
S2 767.0 767.0 790.3
S3 743.5 757.3 788.0
S4 719.8 733.5 781.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 800.5 776.9 23.6 3.0% 3.8 0.5% 75% False False 43
10 811.5 776.9 34.6 4.4% 1.8 0.2% 51% False False 22
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 794.5
2.618 794.5
1.618 794.5
1.000 794.5
0.618 794.5
HIGH 794.5
0.618 794.5
0.500 794.5
0.382 794.5
LOW 794.5
0.618 794.5
1.000 794.5
1.618 794.5
2.618 794.5
4.250 794.5
Fisher Pivots for day following 13-Jul-2012
Pivot 1 day 3 day
R1 794.5 791.5
PP 794.5 788.8
S1 794.5 785.8

Download as Excel Spreadsheet

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

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