ICE Russell 2000 Mini Future September 2011
| Trading Metrics calculated at close of trading on 25-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
680.2 |
687.5 |
7.3 |
1.1% |
699.8 |
| High |
695.0 |
701.8 |
6.8 |
1.0% |
717.1 |
| Low |
670.9 |
671.1 |
0.2 |
0.0% |
647.5 |
| Close |
688.5 |
674.5 |
-14.0 |
-2.0% |
653.4 |
| Range |
24.1 |
30.7 |
6.6 |
27.4% |
69.6 |
| ATR |
29.8 |
29.8 |
0.1 |
0.2% |
0.0 |
| Volume |
175,657 |
208,106 |
32,449 |
18.5% |
1,054,356 |
|
| Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
774.5 |
755.3 |
691.5 |
|
| R3 |
743.8 |
724.5 |
683.0 |
|
| R2 |
713.3 |
713.3 |
680.3 |
|
| R1 |
693.8 |
693.8 |
677.3 |
688.3 |
| PP |
682.5 |
682.5 |
682.5 |
679.5 |
| S1 |
663.3 |
663.3 |
671.8 |
657.5 |
| S2 |
651.8 |
651.8 |
668.8 |
|
| S3 |
621.0 |
632.5 |
666.0 |
|
| S4 |
590.3 |
601.8 |
657.5 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
881.5 |
837.0 |
691.8 |
|
| R3 |
811.8 |
767.5 |
672.5 |
|
| R2 |
742.3 |
742.3 |
666.3 |
|
| R1 |
697.8 |
697.8 |
659.8 |
685.3 |
| PP |
672.8 |
672.8 |
672.8 |
666.5 |
| S1 |
628.3 |
628.3 |
647.0 |
615.8 |
| S2 |
603.0 |
603.0 |
640.8 |
|
| S3 |
533.5 |
558.8 |
634.3 |
|
| S4 |
463.8 |
489.0 |
615.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
701.8 |
644.3 |
57.5 |
8.5% |
28.5 |
4.2% |
53% |
True |
False |
207,897 |
| 10 |
717.1 |
644.3 |
72.8 |
10.8% |
27.3 |
4.1% |
41% |
False |
False |
205,030 |
| 20 |
808.8 |
623.7 |
185.1 |
27.4% |
35.5 |
5.2% |
27% |
False |
False |
267,732 |
| 40 |
860.0 |
623.7 |
236.3 |
35.0% |
25.5 |
3.8% |
21% |
False |
False |
206,664 |
| 60 |
860.0 |
623.7 |
236.3 |
35.0% |
22.0 |
3.3% |
21% |
False |
False |
181,367 |
| 80 |
860.0 |
623.7 |
236.3 |
35.0% |
19.5 |
2.9% |
21% |
False |
False |
136,077 |
| 100 |
863.0 |
623.7 |
239.3 |
35.5% |
16.3 |
2.4% |
21% |
False |
False |
108,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
832.3 |
|
2.618 |
782.3 |
|
1.618 |
751.5 |
|
1.000 |
732.5 |
|
0.618 |
720.8 |
|
HIGH |
701.8 |
|
0.618 |
690.0 |
|
0.500 |
686.5 |
|
0.382 |
682.8 |
|
LOW |
671.0 |
|
0.618 |
652.3 |
|
1.000 |
640.5 |
|
1.618 |
621.5 |
|
2.618 |
590.8 |
|
4.250 |
540.5 |
|
|
| Fisher Pivots for day following 25-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
686.5 |
674.5 |
| PP |
682.5 |
674.3 |
| S1 |
678.5 |
674.3 |
|