ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 20-Jul-2012
Day Change Summary
Previous Current
19-Jul-2012 20-Jul-2012 Change Change % Previous Week
Open 794.7 784.7 -10.0 -1.3% 790.4
High 794.7 784.7 -10.0 -1.3% 797.8
Low 794.7 784.7 -10.0 -1.3% 784.7
Close 794.7 784.7 -10.0 -1.3% 784.7
Range
ATR 5.5 5.9 0.3 5.8% 0.0
Volume 1,000 1,000 0 0.0% 3,000
Daily Pivots for day following 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 784.8 784.8 784.8
R3 784.8 784.8 784.8
R2 784.8 784.8 784.8
R1 784.8 784.8 784.8 784.8
PP 784.8 784.8 784.8 784.8
S1 784.8 784.8 784.8 784.8
S2 784.8 784.8 784.8
S3 784.8 784.8 784.8
S4 784.8 784.8 784.8
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 828.3 819.8 792.0
R3 815.3 806.5 788.3
R2 802.3 802.3 787.0
R1 793.5 793.5 786.0 791.3
PP 789.0 789.0 789.0 788.0
S1 780.3 780.3 783.5 778.3
S2 776.0 776.0 782.3
S3 762.8 767.3 781.0
S4 749.8 754.3 777.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 797.8 784.7 13.1 1.7% 0.0 0.0% 0% False True 600
10 800.5 776.9 23.6 3.0% 1.8 0.2% 33% False False 321
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
4.250 784.8
2.618 784.8
1.618 784.8
1.000 784.8
0.618 784.8
HIGH 784.8
0.618 784.8
0.500 784.8
0.382 784.8
LOW 784.8
0.618 784.8
1.000 784.8
1.618 784.8
2.618 784.8
4.250 784.8
Fisher Pivots for day following 20-Jul-2012
Pivot 1 day 3 day
R1 784.8 791.3
PP 784.8 789.0
S1 784.8 787.0

Download as Excel Spreadsheet

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

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