ICE Russell 2000 Mini Future December 2012

Trading Metrics calculated at close of trading on 27-Jul-2012

Day Change Summary
	Previous	Current
	26-Jul-2012	27-Jul-2012	Change	Change %	Previous Week
Open	767.0	785.6	18.6	2.4%	771.5
High	767.0	785.6	18.6	2.4%	785.6
Low	767.0	785.6	18.6	2.4%	759.8
Close	769.4	792.2	22.8	3.0%	792.2
Range
ATR	6.3	7.0	0.7	11.2%	0.0
Volume	5	5	0	0.0%	160

Daily Pivots for day following 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	787.8	790.0	792.3
R3	787.8	790.0	792.3
R2	787.8	787.8	792.3
R1	790.0	790.0	792.3	789.0
PP	787.8	787.8	787.8	787.3
S1	790.0	790.0	792.3	789.0
S2	787.8	787.8	792.3
S3	787.8	790.0	792.3
S4	787.8	790.0	792.3

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	856.5	850.3	806.5
R3	830.8	824.5	799.3
R2	805.0	805.0	797.0
R1	798.5	798.5	794.5	801.8
PP	779.3	779.3	779.3	780.8
S1	772.8	772.8	789.8	776.0
S2	753.5	753.5	787.5
S3	727.5	747.0	785.0
S4	701.8	721.3	778.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	785.6	759.8	25.8	3.3%	0.0	0.0%	126%	True	False	32
10	797.8	759.8	38.0	4.8%	0.0	0.0%	85%	False	False	316
20	811.5	759.8	51.7	6.5%	1.0	0.1%	63%	False	False	169

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	785.5
2.618	785.5
1.618	785.5
1.000	785.5
0.618	785.5
HIGH	785.5
0.618	785.5
0.500	785.5
0.382	785.5
LOW	785.5
0.618	785.5
1.000	785.5
1.618	785.5
2.618	785.5
4.250	785.5

Fisher Pivots for day following 27-Jul-2012
Pivot	1 day	3 day
R1	790.0	786.3
PP	787.8	780.3
S1	785.5	774.3

Download as Excel Spreadsheet

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

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