ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 16-Jul-2012
Day Change Summary
Previous Current
13-Jul-2012 16-Jul-2012 Change Change % Previous Week
Open 794.5 790.4 -4.1 -0.5% 795.5
High 794.5 790.4 -4.1 -0.5% 800.5
Low 794.5 790.4 -4.1 -0.5% 776.9
Close 794.5 790.4 -4.1 -0.5% 794.5
Range
ATR
Volume 102 0 -102 -100.0% 216
Daily Pivots for day following 16-Jul-2012
Classic Woodie Camarilla DeMark
R4 790.5 790.5 790.5
R3 790.5 790.5 790.5
R2 790.5 790.5 790.5
R1 790.5 790.5 790.5 790.5
PP 790.5 790.5 790.5 790.5
S1 790.5 790.5 790.5 790.5
S2 790.5 790.5 790.5
S3 790.5 790.5 790.5
S4 790.5 790.5 790.5
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% 3.3 0.4% 57% False False 42
10 811.5 776.9 34.6 4.4% 1.8 0.2% 39% False False 22
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 790.5
2.618 790.5
1.618 790.5
1.000 790.5
0.618 790.5
HIGH 790.5
0.618 790.5
0.500 790.5
0.382 790.5
LOW 790.5
0.618 790.5
1.000 790.5
1.618 790.5
2.618 790.5
4.250 790.5
Fisher Pivots for day following 16-Jul-2012
Pivot 1 day 3 day
R1 790.5 788.8
PP 790.5 787.3
S1 790.5 785.8

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

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