ICE Russell 2000 Mini Future December 2012

Trading Metrics calculated at close of trading on 19-Jul-2012

Day Change Summary
	Previous	Current
	18-Jul-2012	19-Jul-2012	Change	Change %	Previous Week
Open	797.8	794.7	-3.1	-0.4%	795.5
High	797.8	794.7	-3.1	-0.4%	800.5
Low	797.8	794.7	-3.1	-0.4%	776.9
Close	797.8	794.7	-3.1	-0.4%	794.5
Range
ATR	5.7	5.5	-0.2	-3.3%	0.0
Volume	1,000	1,000	0	0.0%	216

Daily Pivots for day following 19-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	794.8	794.8	794.8
R3	794.8	794.8	794.8
R2	794.8	794.8	794.8
R1	794.8	794.8	794.8	794.8
PP	794.8	794.8	794.8	794.8
S1	794.8	794.8	794.8	794.8
S2	794.8	794.8	794.8
S3	794.8	794.8	794.8
S4	794.8	794.8	794.8

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	797.8	790.4	7.4	0.9%	0.0	0.0%	58%	False	False	420
10	800.5	776.9	23.6	3.0%	1.8	0.2%	75%	False	False	222

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	794.8
2.618	794.8
1.618	794.8
1.000	794.8
0.618	794.8
HIGH	794.8
0.618	794.8
0.500	794.8
0.382	794.8
LOW	794.8
0.618	794.8
1.000	794.8
1.618	794.8
2.618	794.8
4.250	794.8

Fisher Pivots for day following 19-Jul-2012
Pivot	1 day	3 day
R1	794.8	796.0
PP	794.8	795.5
S1	794.8	795.3

Download as Excel Spreadsheet

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

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