ICE Russell 2000 Mini Future December 2012

Trading Metrics calculated at close of trading on 30-Jul-2012

Day Change Summary
	Previous	Current
	27-Jul-2012	30-Jul-2012	Change	Change %	Previous Week
Open	785.6	789.0	3.4	0.4%	771.5
High	785.6	794.0	8.4	1.1%	785.6
Low	785.6	789.0	3.4	0.4%	759.8
Close	792.2	784.7	-7.5	-0.9%	792.2
Range	0.0	5.0	5.0		25.8
ATR	7.0	6.9	-0.1	-2.1%	0.0
Volume	5	3	-2	-40.0%	160

Daily Pivots for day following 30-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	804.3	799.5	787.5
R3	799.3	794.5	786.0
R2	794.3	794.3	785.5
R1	789.5	789.5	785.3	789.3
PP	789.3	789.3	789.3	789.3
S1	784.5	784.5	784.3	784.3
S2	784.3	784.3	783.8
S3	779.3	779.5	783.3
S4	774.3	774.5	782.0

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	794.0	759.8	34.2	4.4%	1.0	0.1%	73%	True	False	32
10	797.8	759.8	38.0	4.8%	0.5	0.1%	66%	False	False	316
20	811.5	759.8	51.7	6.6%	1.3	0.1%	48%	False	False	169

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	815.3
2.618	807.0
1.618	802.0
1.000	799.0
0.618	797.0
HIGH	794.0
0.618	792.0
0.500	791.5
0.382	791.0
LOW	789.0
0.618	786.0
1.000	784.0
1.618	781.0
2.618	776.0
4.250	767.8

Fisher Pivots for day following 30-Jul-2012
Pivot	1 day	3 day
R1	791.5	783.3
PP	789.3	782.0
S1	787.0	780.5

Download as Excel Spreadsheet

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

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