ICE Russell 2000 Mini Future September 2011
| Trading Metrics calculated at close of trading on 29-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
797.6 |
796.7 |
-0.9 |
-0.1% |
830.6 |
| High |
808.6 |
800.6 |
-8.0 |
-1.0% |
836.6 |
| Low |
794.3 |
780.2 |
-14.1 |
-1.8% |
780.2 |
| Close |
797.2 |
795.5 |
-1.7 |
-0.2% |
795.5 |
| Range |
14.3 |
20.4 |
6.1 |
42.7% |
56.4 |
| ATR |
15.7 |
16.1 |
0.3 |
2.1% |
0.0 |
| Volume |
157,181 |
216,955 |
59,774 |
38.0% |
818,807 |
|
| Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
853.3 |
844.8 |
806.8 |
|
| R3 |
833.0 |
824.5 |
801.0 |
|
| R2 |
812.5 |
812.5 |
799.3 |
|
| R1 |
804.0 |
804.0 |
797.3 |
798.0 |
| PP |
792.0 |
792.0 |
792.0 |
789.0 |
| S1 |
783.5 |
783.5 |
793.8 |
777.8 |
| S2 |
771.8 |
771.8 |
791.8 |
|
| S3 |
751.3 |
763.3 |
790.0 |
|
| S4 |
731.0 |
742.8 |
784.3 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
973.3 |
940.8 |
826.5 |
|
| R3 |
917.0 |
884.5 |
811.0 |
|
| R2 |
860.5 |
860.5 |
805.8 |
|
| R1 |
828.0 |
828.0 |
800.8 |
816.0 |
| PP |
804.0 |
804.0 |
804.0 |
798.0 |
| S1 |
771.5 |
771.5 |
790.3 |
759.8 |
| S2 |
747.8 |
747.8 |
785.3 |
|
| S3 |
691.3 |
715.3 |
780.0 |
|
| S4 |
635.0 |
658.8 |
764.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
836.6 |
780.2 |
56.4 |
7.1% |
17.3 |
2.2% |
27% |
False |
True |
163,761 |
| 10 |
843.4 |
780.2 |
63.2 |
7.9% |
16.3 |
2.1% |
24% |
False |
True |
144,607 |
| 20 |
860.0 |
780.2 |
79.8 |
10.0% |
16.0 |
2.0% |
19% |
False |
True |
150,131 |
| 40 |
860.0 |
768.4 |
91.6 |
11.5% |
15.5 |
1.9% |
30% |
False |
False |
143,597 |
| 60 |
860.0 |
768.4 |
91.6 |
11.5% |
14.3 |
1.8% |
30% |
False |
False |
95,805 |
| 80 |
863.0 |
768.4 |
94.6 |
11.9% |
11.5 |
1.4% |
29% |
False |
False |
71,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
887.3 |
|
2.618 |
854.0 |
|
1.618 |
833.5 |
|
1.000 |
821.0 |
|
0.618 |
813.3 |
|
HIGH |
800.5 |
|
0.618 |
792.8 |
|
0.500 |
790.5 |
|
0.382 |
788.0 |
|
LOW |
780.3 |
|
0.618 |
767.5 |
|
1.000 |
759.8 |
|
1.618 |
747.3 |
|
2.618 |
726.8 |
|
4.250 |
693.5 |
|
|
| Fisher Pivots for day following 29-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
793.8 |
802.0 |
| PP |
792.0 |
799.8 |
| S1 |
790.5 |
797.8 |
|