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

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

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