ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 31-Jul-2012
Day Change Summary
Previous Current
30-Jul-2012 31-Jul-2012 Change Change % Previous Week
Open 789.0 780.5 -8.5 -1.1% 771.5
High 794.0 780.5 -13.5 -1.7% 785.6
Low 789.0 780.5 -8.5 -1.1% 759.8
Close 784.7 780.5 -4.2 -0.5% 792.2
Range 5.0 0.0 -5.0 -100.0% 25.8
ATR 6.9 6.7 -0.2 -2.8% 0.0
Volume 3 3 0 0.0% 160
Daily Pivots for day following 31-Jul-2012
Classic Woodie Camarilla DeMark
R4 780.5 780.5 780.5
R3 780.5 780.5 780.5
R2 780.5 780.5 780.5
R1 780.5 780.5 780.5 780.5
PP 780.5 780.5 780.5 780.5
S1 780.5 780.5 780.5 780.5
S2 780.5 780.5 780.5
S3 780.5 780.5 780.5
S4 780.5 780.5 780.5
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
5 794.0 762.9 31.1 4.0% 1.0 0.1% 57% False False 33
10 797.8 759.8 38.0 4.9% 0.5 0.1% 54% False False 316
20 811.5 759.8 51.7 6.6% 1.3 0.1% 40% False False 169
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 780.5
2.618 780.5
1.618 780.5
1.000 780.5
0.618 780.5
HIGH 780.5
0.618 780.5
0.500 780.5
0.382 780.5
LOW 780.5
0.618 780.5
1.000 780.5
1.618 780.5
2.618 780.5
4.250 780.5
Fisher Pivots for day following 31-Jul-2012
Pivot 1 day 3 day
R1 780.5 787.3
PP 780.5 785.0
S1 780.5 782.8

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

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