ICE Russell 2000 Mini Future September 2011
| Trading Metrics calculated at close of trading on 09-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
710.8 |
694.5 |
-16.3 |
-2.3% |
661.0 |
| High |
712.7 |
702.5 |
-10.2 |
-1.4% |
712.7 |
| Low |
690.4 |
666.1 |
-24.3 |
-3.5% |
657.7 |
| Close |
696.1 |
674.0 |
-22.1 |
-3.2% |
674.0 |
| Range |
22.3 |
36.4 |
14.1 |
63.2% |
55.0 |
| ATR |
28.5 |
29.1 |
0.6 |
2.0% |
0.0 |
| Volume |
191,881 |
123,752 |
-68,129 |
-35.5% |
703,569 |
|
| Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
790.0 |
768.5 |
694.0 |
|
| R3 |
753.8 |
732.0 |
684.0 |
|
| R2 |
717.3 |
717.3 |
680.8 |
|
| R1 |
695.8 |
695.8 |
677.3 |
688.3 |
| PP |
680.8 |
680.8 |
680.8 |
677.3 |
| S1 |
659.3 |
659.3 |
670.8 |
651.8 |
| S2 |
644.5 |
644.5 |
667.3 |
|
| S3 |
608.0 |
622.8 |
664.0 |
|
| S4 |
571.8 |
586.5 |
654.0 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
846.5 |
815.3 |
704.3 |
|
| R3 |
791.5 |
760.3 |
689.0 |
|
| R2 |
736.5 |
736.5 |
684.0 |
|
| R1 |
705.3 |
705.3 |
679.0 |
720.8 |
| PP |
681.5 |
681.5 |
681.5 |
689.3 |
| S1 |
650.3 |
650.3 |
669.0 |
665.8 |
| S2 |
626.5 |
626.5 |
664.0 |
|
| S3 |
571.5 |
595.3 |
659.0 |
|
| S4 |
516.5 |
540.3 |
643.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
712.7 |
657.7 |
55.0 |
8.2% |
28.3 |
4.2% |
30% |
False |
False |
177,306 |
| 10 |
738.0 |
657.7 |
80.3 |
11.9% |
28.3 |
4.2% |
20% |
False |
False |
176,842 |
| 20 |
738.0 |
644.3 |
93.7 |
13.9% |
27.8 |
4.1% |
32% |
False |
False |
190,936 |
| 40 |
843.4 |
623.7 |
219.7 |
32.6% |
28.5 |
4.2% |
23% |
False |
False |
212,575 |
| 60 |
860.0 |
623.7 |
236.3 |
35.1% |
24.3 |
3.6% |
21% |
False |
False |
193,450 |
| 80 |
860.0 |
623.7 |
236.3 |
35.1% |
21.5 |
3.2% |
21% |
False |
False |
158,174 |
| 100 |
863.0 |
623.7 |
239.3 |
35.5% |
18.8 |
2.8% |
21% |
False |
False |
126,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
857.3 |
|
2.618 |
797.8 |
|
1.618 |
761.5 |
|
1.000 |
739.0 |
|
0.618 |
725.0 |
|
HIGH |
702.5 |
|
0.618 |
688.5 |
|
0.500 |
684.3 |
|
0.382 |
680.0 |
|
LOW |
666.0 |
|
0.618 |
643.5 |
|
1.000 |
629.8 |
|
1.618 |
607.3 |
|
2.618 |
570.8 |
|
4.250 |
511.5 |
|
|
| Fisher Pivots for day following 09-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
684.3 |
689.5 |
| PP |
680.8 |
684.3 |
| S1 |
677.5 |
679.3 |
|