ICE Russell 2000 Mini Future September 2011
| Trading Metrics calculated at close of trading on 18-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
822.3 |
828.0 |
5.7 |
0.7% |
847.4 |
| High |
829.2 |
828.5 |
-0.7 |
-0.1% |
850.6 |
| Low |
820.5 |
808.6 |
-11.9 |
-1.5% |
815.4 |
| Close |
828.3 |
814.4 |
-13.9 |
-1.7% |
828.3 |
| Range |
8.7 |
19.9 |
11.2 |
128.7% |
35.2 |
| ATR |
15.2 |
15.5 |
0.3 |
2.2% |
0.0 |
| Volume |
150,804 |
122,838 |
-27,966 |
-18.5% |
877,576 |
|
| Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
876.8 |
865.5 |
825.3 |
|
| R3 |
857.0 |
845.8 |
819.8 |
|
| R2 |
837.0 |
837.0 |
818.0 |
|
| R1 |
825.8 |
825.8 |
816.3 |
821.5 |
| PP |
817.3 |
817.3 |
817.3 |
815.0 |
| S1 |
805.8 |
805.8 |
812.5 |
801.5 |
| S2 |
797.3 |
797.3 |
810.8 |
|
| S3 |
777.3 |
786.0 |
809.0 |
|
| S4 |
757.5 |
766.0 |
803.5 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
937.0 |
917.8 |
847.8 |
|
| R3 |
901.8 |
882.8 |
838.0 |
|
| R2 |
866.8 |
866.8 |
834.8 |
|
| R1 |
847.5 |
847.5 |
831.5 |
839.5 |
| PP |
831.5 |
831.5 |
831.5 |
827.5 |
| S1 |
812.3 |
812.3 |
825.0 |
804.3 |
| S2 |
796.3 |
796.3 |
821.8 |
|
| S3 |
761.0 |
777.0 |
818.5 |
|
| S4 |
725.8 |
741.8 |
809.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
843.9 |
808.6 |
35.3 |
4.3% |
17.5 |
2.2% |
16% |
False |
True |
167,785 |
| 10 |
860.0 |
808.6 |
51.4 |
6.3% |
15.8 |
1.9% |
11% |
False |
True |
154,752 |
| 20 |
860.0 |
770.7 |
89.3 |
11.0% |
15.8 |
1.9% |
49% |
False |
False |
149,620 |
| 40 |
860.0 |
768.4 |
91.6 |
11.2% |
14.8 |
1.8% |
50% |
False |
False |
110,601 |
| 60 |
863.0 |
768.4 |
94.6 |
11.6% |
12.8 |
1.6% |
49% |
False |
False |
73,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
913.0 |
|
2.618 |
880.5 |
|
1.618 |
860.8 |
|
1.000 |
848.5 |
|
0.618 |
840.8 |
|
HIGH |
828.5 |
|
0.618 |
821.0 |
|
0.500 |
818.5 |
|
0.382 |
816.3 |
|
LOW |
808.5 |
|
0.618 |
796.3 |
|
1.000 |
788.8 |
|
1.618 |
776.5 |
|
2.618 |
756.5 |
|
4.250 |
724.0 |
|
|
| Fisher Pivots for day following 18-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
818.5 |
824.8 |
| PP |
817.3 |
821.3 |
| S1 |
815.8 |
817.8 |
|