ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 26-Jul-2012
Day Change Summary
Previous Current
25-Jul-2012 26-Jul-2012 Change Change % Previous Week
Open 762.9 767.0 4.1 0.5% 790.4
High 762.9 767.0 4.1 0.5% 797.8
Low 762.9 767.0 4.1 0.5% 784.7
Close 762.9 769.4 6.5 0.9% 784.7
Range
ATR 6.5 6.3 -0.2 -2.6% 0.0
Volume 150 5 -145 -96.7% 3,000
Daily Pivots for day following 26-Jul-2012
Classic Woodie Camarilla DeMark
R4 767.8 768.5 769.5
R3 767.8 768.5 769.5
R2 767.8 767.8 769.5
R1 768.5 768.5 769.5 768.3
PP 767.8 767.8 767.8 767.5
S1 768.5 768.5 769.5 768.3
S2 767.8 767.8 769.5
S3 767.8 768.5 769.5
S4 767.8 768.5 769.5
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
5 784.7 759.8 24.9 3.2% 0.0 0.0% 39% False False 231
10 797.8 759.8 38.0 4.9% 0.0 0.0% 25% False False 325
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
4.250 767.0
2.618 767.0
1.618 767.0
1.000 767.0
0.618 767.0
HIGH 767.0
0.618 767.0
0.500 767.0
0.382 767.0
LOW 767.0
0.618 767.0
1.000 767.0
1.618 767.0
2.618 767.0
4.250 767.0
Fisher Pivots for day following 26-Jul-2012
Pivot 1 day 3 day
R1 768.5 767.5
PP 767.8 765.5
S1 767.0 763.5

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

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