ICE Russell 2000 Mini Future December 2012

Trading Metrics calculated at close of trading on 01-Aug-2012

Day Change Summary
	Previous	Current
	31-Jul-2012	01-Aug-2012	Change	Change %	Previous Week
Open	780.5	766.1	-14.4	-1.8%	771.5
High	780.5	766.1	-14.4	-1.8%	785.6
Low	780.5	766.1	-14.4	-1.8%	759.8
Close	780.5	766.1	-14.4	-1.8%	792.2
Range
ATR	6.7	7.2	0.6	8.2%	0.0
Volume	3	0	-3	-100.0%	160

Daily Pivots for day following 01-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	766.0	766.0	766.0
R3	766.0	766.0	766.0
R2	766.0	766.0	766.0
R1	766.0	766.0	766.0	766.0
PP	766.0	766.0	766.0	766.0
S1	766.0	766.0	766.0	766.0
S2	766.0	766.0	766.0
S3	766.0	766.0	766.0
S4	766.0	766.0	766.0

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	766.1	27.9	3.6%	1.0	0.1%	0%	False	True	3
10	794.7	759.8	34.9	4.6%	0.5	0.1%	18%	False	False	216
20	810.1	759.8	50.3	6.6%	1.3	0.2%	13%	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	766.0
2.618	766.0
1.618	766.0
1.000	766.0
0.618	766.0
HIGH	766.0
0.618	766.0
0.500	766.0
0.382	766.0
LOW	766.0
0.618	766.0
1.000	766.0
1.618	766.0
2.618	766.0
4.250	766.0

Fisher Pivots for day following 01-Aug-2012
Pivot	1 day	3 day
R1	766.0	780.0
PP	766.0	775.5
S1	766.0	770.8

Download as Excel Spreadsheet

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

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