ICE Russell 2000 Mini Future September 2011
| Trading Metrics calculated at close of trading on 29-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
675.8 |
690.9 |
15.1 |
2.2% |
649.9 |
| High |
692.0 |
724.3 |
32.3 |
4.7% |
701.8 |
| Low |
659.1 |
687.5 |
28.4 |
4.3% |
644.3 |
| Close |
689.8 |
722.1 |
32.3 |
4.7% |
689.8 |
| Range |
32.9 |
36.8 |
3.9 |
11.9% |
57.5 |
| ATR |
30.1 |
30.5 |
0.5 |
1.6% |
0.0 |
| Volume |
218,350 |
132,297 |
-86,053 |
-39.4% |
1,013,056 |
|
| Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
821.8 |
808.8 |
742.3 |
|
| R3 |
785.0 |
772.0 |
732.3 |
|
| R2 |
748.0 |
748.0 |
728.8 |
|
| R1 |
735.0 |
735.0 |
725.5 |
741.5 |
| PP |
711.3 |
711.3 |
711.3 |
714.5 |
| S1 |
698.3 |
698.3 |
718.8 |
704.8 |
| S2 |
674.5 |
674.5 |
715.3 |
|
| S3 |
637.8 |
661.5 |
712.0 |
|
| S4 |
601.0 |
624.8 |
701.8 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
851.3 |
828.0 |
721.5 |
|
| R3 |
793.8 |
770.5 |
705.5 |
|
| R2 |
736.3 |
736.3 |
700.3 |
|
| R1 |
713.0 |
713.0 |
695.0 |
724.5 |
| PP |
678.8 |
678.8 |
678.8 |
684.5 |
| S1 |
655.5 |
655.5 |
684.5 |
667.0 |
| S2 |
621.3 |
621.3 |
679.3 |
|
| S3 |
563.8 |
598.0 |
674.0 |
|
| S4 |
506.3 |
540.5 |
658.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
724.3 |
646.8 |
77.5 |
10.7% |
32.0 |
4.4% |
97% |
True |
False |
190,554 |
| 10 |
724.3 |
644.3 |
80.0 |
11.1% |
29.3 |
4.1% |
97% |
True |
False |
204,472 |
| 20 |
795.7 |
623.7 |
172.0 |
23.8% |
36.5 |
5.1% |
57% |
False |
False |
264,133 |
| 40 |
860.0 |
623.7 |
236.3 |
32.7% |
26.5 |
3.7% |
42% |
False |
False |
208,977 |
| 60 |
860.0 |
623.7 |
236.3 |
32.7% |
22.8 |
3.1% |
42% |
False |
False |
187,178 |
| 80 |
860.0 |
623.7 |
236.3 |
32.7% |
20.3 |
2.8% |
42% |
False |
False |
140,454 |
| 100 |
863.0 |
623.7 |
239.3 |
33.1% |
16.8 |
2.3% |
41% |
False |
False |
112,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
880.8 |
|
2.618 |
820.8 |
|
1.618 |
783.8 |
|
1.000 |
761.0 |
|
0.618 |
747.0 |
|
HIGH |
724.3 |
|
0.618 |
710.3 |
|
0.500 |
706.0 |
|
0.382 |
701.5 |
|
LOW |
687.5 |
|
0.618 |
664.8 |
|
1.000 |
650.8 |
|
1.618 |
628.0 |
|
2.618 |
591.3 |
|
4.250 |
531.0 |
|
|
| Fisher Pivots for day following 29-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
716.8 |
712.0 |
| PP |
711.3 |
701.8 |
| S1 |
706.0 |
691.8 |
|