ICE Russell 2000 Mini Future December 2012

Trading Metrics calculated at close of trading on 02-Aug-2012

Day Change Summary
	Previous	Current
	01-Aug-2012	02-Aug-2012	Change	Change %	Previous Week
Open	766.1	769.8	3.7	0.5%	771.5
High	766.1	769.8	3.7	0.5%	785.6
Low	766.1	766.0	-0.1	0.0%	759.8
Close	766.1	763.2	-2.9	-0.4%	792.2
Range	0.0	3.8	3.8		25.8
ATR	7.2	7.0	-0.2	-3.4%	0.0
Volume	0	3	3		160

Daily Pivots for day following 02-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	777.8	774.3	765.3
R3	774.0	770.5	764.3
R2	770.3	770.3	764.0
R1	766.8	766.8	763.5	766.5
PP	766.3	766.3	766.3	766.3
S1	762.8	762.8	762.8	762.8
S2	762.5	762.5	762.5
S3	758.8	759.0	762.3
S4	755.0	755.3	761.0

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	766.0	28.0	3.7%	1.8	0.2%	-10%	False	True	2
10	794.0	759.8	34.2	4.5%	1.0	0.1%	10%	False	False	116
20	800.5	759.8	40.7	5.3%	1.3	0.2%	8%	False	False	169

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

Fibonacci Retracements and Extensions
4.250	786.0
2.618	779.8
1.618	776.0
1.000	773.5
0.618	772.3
HIGH	769.8
0.618	768.3
0.500	768.0
0.382	767.5
LOW	766.0
0.618	763.8
1.000	762.3
1.618	759.8
2.618	756.0
4.250	749.8

Fisher Pivots for day following 02-Aug-2012
Pivot	1 day	3 day
R1	768.0	773.3
PP	766.3	770.0
S1	764.8	766.5

Download as Excel Spreadsheet

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

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