ICE Russell 2000 Mini Future September 2011
| Trading Metrics calculated at close of trading on 19-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
828.0 |
815.8 |
-12.2 |
-1.5% |
847.4 |
| High |
828.5 |
833.2 |
4.7 |
0.6% |
850.6 |
| Low |
808.6 |
815.2 |
6.6 |
0.8% |
815.4 |
| Close |
814.4 |
830.2 |
15.8 |
1.9% |
828.3 |
| Range |
19.9 |
18.0 |
-1.9 |
-9.5% |
35.2 |
| ATR |
15.5 |
15.8 |
0.2 |
1.5% |
0.0 |
| Volume |
122,838 |
141,424 |
18,586 |
15.1% |
877,576 |
|
| Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
880.3 |
873.3 |
840.0 |
|
| R3 |
862.3 |
855.3 |
835.3 |
|
| R2 |
844.3 |
844.3 |
833.5 |
|
| R1 |
837.3 |
837.3 |
831.8 |
840.8 |
| PP |
826.3 |
826.3 |
826.3 |
828.0 |
| S1 |
819.3 |
819.3 |
828.5 |
822.8 |
| S2 |
808.3 |
808.3 |
827.0 |
|
| S3 |
790.3 |
801.3 |
825.3 |
|
| S4 |
772.3 |
783.3 |
820.3 |
|
|
| 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% |
17.0 |
2.0% |
61% |
False |
False |
160,112 |
| 10 |
860.0 |
808.6 |
51.4 |
6.2% |
17.0 |
2.0% |
42% |
False |
False |
156,726 |
| 20 |
860.0 |
779.0 |
81.0 |
9.8% |
15.8 |
1.9% |
63% |
False |
False |
150,784 |
| 40 |
860.0 |
768.4 |
91.6 |
11.0% |
15.0 |
1.8% |
67% |
False |
False |
114,136 |
| 60 |
863.0 |
768.4 |
94.6 |
11.4% |
13.0 |
1.6% |
65% |
False |
False |
76,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
909.8 |
|
2.618 |
880.3 |
|
1.618 |
862.3 |
|
1.000 |
851.3 |
|
0.618 |
844.3 |
|
HIGH |
833.3 |
|
0.618 |
826.3 |
|
0.500 |
824.3 |
|
0.382 |
822.0 |
|
LOW |
815.3 |
|
0.618 |
804.0 |
|
1.000 |
797.3 |
|
1.618 |
786.0 |
|
2.618 |
768.0 |
|
4.250 |
738.8 |
|
|
| Fisher Pivots for day following 19-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
828.3 |
827.0 |
| PP |
826.3 |
824.0 |
| S1 |
824.3 |
821.0 |
|