ICE Russell 2000 Mini Future September 2011
| Trading Metrics calculated at close of trading on 17-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
713.8 |
704.0 |
-9.8 |
-1.4% |
700.0 |
| High |
713.8 |
714.2 |
0.4 |
0.1% |
707.6 |
| Low |
695.3 |
696.3 |
1.0 |
0.1% |
623.7 |
| Close |
706.0 |
702.5 |
-3.5 |
-0.5% |
696.9 |
| Range |
18.5 |
17.9 |
-0.6 |
-3.2% |
83.9 |
| ATR |
30.1 |
29.2 |
-0.9 |
-2.9% |
0.0 |
| Volume |
208,244 |
164,944 |
-43,300 |
-20.8% |
1,862,461 |
|
| Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
758.0 |
748.3 |
712.3 |
|
| R3 |
740.3 |
730.3 |
707.5 |
|
| R2 |
722.3 |
722.3 |
705.8 |
|
| R1 |
712.3 |
712.3 |
704.3 |
708.3 |
| PP |
704.3 |
704.3 |
704.3 |
702.3 |
| S1 |
694.5 |
694.5 |
700.8 |
690.5 |
| S2 |
686.5 |
686.5 |
699.3 |
|
| S3 |
668.5 |
676.5 |
697.5 |
|
| S4 |
650.8 |
658.8 |
692.8 |
|
|
| 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 |
9.8% |
28.3 |
4.0% |
79% |
False |
False |
208,142 |
| 10 |
773.7 |
623.7 |
150.0 |
21.4% |
41.8 |
5.9% |
53% |
False |
False |
309,021 |
| 20 |
843.4 |
623.7 |
219.7 |
31.3% |
30.8 |
4.4% |
36% |
False |
False |
243,881 |
| 40 |
860.0 |
623.7 |
236.3 |
33.6% |
23.0 |
3.3% |
33% |
False |
False |
196,315 |
| 60 |
860.0 |
623.7 |
236.3 |
33.6% |
20.3 |
2.9% |
33% |
False |
False |
159,401 |
| 80 |
863.0 |
623.7 |
239.3 |
34.1% |
17.5 |
2.5% |
33% |
False |
False |
119,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
790.3 |
|
2.618 |
761.0 |
|
1.618 |
743.3 |
|
1.000 |
732.0 |
|
0.618 |
725.3 |
|
HIGH |
714.3 |
|
0.618 |
707.3 |
|
0.500 |
705.3 |
|
0.382 |
703.3 |
|
LOW |
696.3 |
|
0.618 |
685.3 |
|
1.000 |
678.5 |
|
1.618 |
667.3 |
|
2.618 |
649.5 |
|
4.250 |
620.3 |
|
|
| Fisher Pivots for day following 17-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
705.3 |
706.3 |
| PP |
704.3 |
705.0 |
| S1 |
703.5 |
703.8 |
|