ICE Russell 2000 Mini Future September 2011
| Trading Metrics calculated at close of trading on 16-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
699.8 |
713.8 |
14.0 |
2.0% |
700.0 |
| High |
717.1 |
713.8 |
-3.3 |
-0.5% |
707.6 |
| Low |
696.7 |
695.3 |
-1.4 |
-0.2% |
623.7 |
| Close |
713.6 |
706.0 |
-7.6 |
-1.1% |
696.9 |
| Range |
20.4 |
18.5 |
-1.9 |
-9.3% |
83.9 |
| ATR |
31.0 |
30.1 |
-0.9 |
-2.9% |
0.0 |
| Volume |
154,983 |
208,244 |
53,261 |
34.4% |
1,862,461 |
|
| Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
760.5 |
751.8 |
716.3 |
|
| R3 |
742.0 |
733.3 |
711.0 |
|
| R2 |
723.5 |
723.5 |
709.5 |
|
| R1 |
714.8 |
714.8 |
707.8 |
710.0 |
| PP |
705.0 |
705.0 |
705.0 |
702.5 |
| S1 |
696.3 |
696.3 |
704.3 |
691.5 |
| S2 |
686.5 |
686.5 |
702.5 |
|
| S3 |
668.0 |
677.8 |
701.0 |
|
| S4 |
649.5 |
659.3 |
695.8 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
927.8 |
896.3 |
743.0 |
|
| R3 |
843.8 |
812.3 |
720.0 |
|
| R2 |
760.0 |
760.0 |
712.3 |
|
| R1 |
728.5 |
728.5 |
704.5 |
702.3 |
| PP |
676.0 |
676.0 |
676.0 |
663.0 |
| S1 |
644.5 |
644.5 |
689.3 |
618.3 |
| S2 |
592.3 |
592.3 |
681.5 |
|
| S3 |
508.3 |
560.8 |
673.8 |
|
| S4 |
424.3 |
476.8 |
650.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
717.1 |
648.3 |
68.8 |
9.7% |
32.5 |
4.6% |
84% |
False |
False |
256,209 |
| 10 |
773.7 |
623.7 |
150.0 |
21.2% |
42.5 |
6.0% |
55% |
False |
False |
321,266 |
| 20 |
843.4 |
623.7 |
219.7 |
31.1% |
30.5 |
4.3% |
37% |
False |
False |
241,684 |
| 40 |
860.0 |
623.7 |
236.3 |
33.5% |
23.0 |
3.3% |
35% |
False |
False |
196,234 |
| 60 |
860.0 |
623.7 |
236.3 |
33.5% |
20.3 |
2.9% |
35% |
False |
False |
156,652 |
| 80 |
863.0 |
623.7 |
239.3 |
33.9% |
17.3 |
2.5% |
34% |
False |
False |
117,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
792.5 |
|
2.618 |
762.3 |
|
1.618 |
743.8 |
|
1.000 |
732.3 |
|
0.618 |
725.3 |
|
HIGH |
713.8 |
|
0.618 |
706.8 |
|
0.500 |
704.5 |
|
0.382 |
702.3 |
|
LOW |
695.3 |
|
0.618 |
683.8 |
|
1.000 |
676.8 |
|
1.618 |
665.3 |
|
2.618 |
646.8 |
|
4.250 |
616.8 |
|
|
| Fisher Pivots for day following 16-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
705.5 |
702.8 |
| PP |
705.0 |
699.3 |
| S1 |
704.5 |
696.0 |
|