ICE Russell 2000 Mini Future December 2012

Trading Metrics calculated at close of trading on 25-Jul-2012

Day Change Summary
	Previous	Current
	24-Jul-2012	25-Jul-2012	Change	Change %	Previous Week
Open	759.8	762.9	3.1	0.4%	790.4
High	759.8	762.9	3.1	0.4%	797.8
Low	759.8	762.9	3.1	0.4%	784.7
Close	759.8	762.9	3.1	0.4%	784.7
Range
ATR	6.8	6.5	-0.3	-3.9%	0.0
Volume	0	150	150		3,000

Daily Pivots for day following 25-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	763.0	763.0	763.0
R3	763.0	763.0	763.0
R2	763.0	763.0	763.0
R1	763.0	763.0	763.0	763.0
PP	763.0	763.0	763.0	763.0
S1	763.0	763.0	763.0	763.0
S2	763.0	763.0	763.0
S3	763.0	763.0	763.0
S4	763.0	763.0	763.0

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	794.7	759.8	34.9	4.6%	0.0	0.0%	9%	False	False	430
10	797.8	759.8	38.0	5.0%	0.3	0.0%	8%	False	False	335

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	763.0
2.618	763.0
1.618	763.0
1.000	763.0
0.618	763.0
HIGH	763.0
0.618	763.0
0.500	763.0
0.382	763.0
LOW	763.0
0.618	763.0
1.000	763.0
1.618	763.0
2.618	763.0
4.250	763.0

Fisher Pivots for day following 25-Jul-2012
Pivot	1 day	3 day
R1	763.0	765.8
PP	763.0	764.8
S1	763.0	763.8

Download as Excel Spreadsheet

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

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