ICE Russell 2000 Mini Future September 2011
| Trading Metrics calculated at close of trading on 09-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
700.0 |
639.0 |
-61.0 |
-8.7% |
805.5 |
| High |
707.6 |
698.7 |
-8.9 |
-1.3% |
808.8 |
| Low |
640.7 |
623.7 |
-17.0 |
-2.7% |
695.3 |
| Close |
645.4 |
693.1 |
47.7 |
7.4% |
713.5 |
| Range |
66.9 |
75.0 |
8.1 |
12.1% |
113.5 |
| ATR |
26.0 |
29.5 |
3.5 |
13.5% |
0.0 |
| Volume |
474,034 |
470,607 |
-3,427 |
-0.7% |
1,426,180 |
|
| Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
896.8 |
870.0 |
734.3 |
|
| R3 |
821.8 |
795.0 |
713.8 |
|
| R2 |
746.8 |
746.8 |
706.8 |
|
| R1 |
720.0 |
720.0 |
700.0 |
733.5 |
| PP |
671.8 |
671.8 |
671.8 |
678.5 |
| S1 |
645.0 |
645.0 |
686.3 |
658.5 |
| S2 |
596.8 |
596.8 |
679.3 |
|
| S3 |
521.8 |
570.0 |
672.5 |
|
| S4 |
446.8 |
495.0 |
651.8 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,079.8 |
1,010.0 |
776.0 |
|
| R3 |
966.3 |
896.5 |
744.8 |
|
| R2 |
852.8 |
852.8 |
734.3 |
|
| R1 |
783.0 |
783.0 |
724.0 |
761.3 |
| PP |
739.3 |
739.3 |
739.3 |
728.3 |
| S1 |
669.5 |
669.5 |
703.0 |
647.8 |
| S2 |
625.8 |
625.8 |
692.8 |
|
| S3 |
512.3 |
556.0 |
682.3 |
|
| S4 |
398.8 |
442.5 |
651.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
773.7 |
623.7 |
150.0 |
21.6% |
52.3 |
7.5% |
46% |
False |
True |
386,323 |
| 10 |
823.8 |
623.7 |
200.1 |
28.9% |
38.0 |
5.5% |
35% |
False |
True |
294,881 |
| 20 |
843.9 |
623.7 |
220.2 |
31.8% |
26.5 |
3.8% |
32% |
False |
True |
217,659 |
| 40 |
860.0 |
623.7 |
236.3 |
34.1% |
21.3 |
3.1% |
29% |
False |
True |
189,049 |
| 60 |
860.0 |
623.7 |
236.3 |
34.1% |
18.0 |
2.6% |
29% |
False |
True |
135,311 |
| 80 |
863.0 |
623.7 |
239.3 |
34.5% |
15.5 |
2.2% |
29% |
False |
True |
101,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,017.5 |
|
2.618 |
895.0 |
|
1.618 |
820.0 |
|
1.000 |
773.8 |
|
0.618 |
745.0 |
|
HIGH |
698.8 |
|
0.618 |
670.0 |
|
0.500 |
661.3 |
|
0.382 |
652.3 |
|
LOW |
623.8 |
|
0.618 |
577.3 |
|
1.000 |
548.8 |
|
1.618 |
502.3 |
|
2.618 |
427.3 |
|
4.250 |
305.0 |
|
|
| Fisher Pivots for day following 09-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
682.5 |
689.3 |
| PP |
671.8 |
685.3 |
| S1 |
661.3 |
681.5 |
|