ICE Russell 2000 Mini Future September 2011
| Trading Metrics calculated at close of trading on 12-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
694.5 |
669.3 |
-25.2 |
-3.6% |
661.0 |
| High |
702.5 |
683.8 |
-18.7 |
-2.7% |
712.7 |
| Low |
666.1 |
657.0 |
-9.1 |
-1.4% |
657.7 |
| Close |
674.0 |
681.0 |
7.0 |
1.0% |
674.0 |
| Range |
36.4 |
26.8 |
-9.6 |
-26.4% |
55.0 |
| ATR |
29.1 |
28.9 |
-0.2 |
-0.6% |
0.0 |
| Volume |
123,752 |
150,486 |
26,734 |
21.6% |
703,569 |
|
| Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
754.3 |
744.5 |
695.8 |
|
| R3 |
727.5 |
717.8 |
688.3 |
|
| R2 |
700.8 |
700.8 |
686.0 |
|
| R1 |
690.8 |
690.8 |
683.5 |
695.8 |
| PP |
674.0 |
674.0 |
674.0 |
676.5 |
| S1 |
664.0 |
664.0 |
678.5 |
669.0 |
| S2 |
647.3 |
647.3 |
676.0 |
|
| S3 |
620.3 |
637.3 |
673.8 |
|
| S4 |
593.5 |
610.5 |
666.3 |
|
|
| 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 |
657.0 |
55.7 |
8.2% |
27.8 |
4.1% |
43% |
False |
True |
170,811 |
| 10 |
738.0 |
657.0 |
81.0 |
11.9% |
27.8 |
4.1% |
30% |
False |
True |
170,056 |
| 20 |
738.0 |
644.3 |
93.7 |
13.8% |
27.8 |
4.1% |
39% |
False |
False |
188,398 |
| 40 |
843.4 |
623.7 |
219.7 |
32.3% |
29.0 |
4.3% |
26% |
False |
False |
212,567 |
| 60 |
860.0 |
623.7 |
236.3 |
34.7% |
24.5 |
3.6% |
24% |
False |
False |
192,257 |
| 80 |
860.0 |
623.7 |
236.3 |
34.7% |
21.8 |
3.2% |
24% |
False |
False |
160,048 |
| 100 |
863.0 |
623.7 |
239.3 |
35.1% |
19.0 |
2.8% |
24% |
False |
False |
128,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
797.8 |
|
2.618 |
754.0 |
|
1.618 |
727.3 |
|
1.000 |
710.5 |
|
0.618 |
700.3 |
|
HIGH |
683.8 |
|
0.618 |
673.5 |
|
0.500 |
670.5 |
|
0.382 |
667.3 |
|
LOW |
657.0 |
|
0.618 |
640.5 |
|
1.000 |
630.3 |
|
1.618 |
613.8 |
|
2.618 |
586.8 |
|
4.250 |
543.0 |
|
|
| Fisher Pivots for day following 12-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
677.5 |
684.8 |
| PP |
674.0 |
683.5 |
| S1 |
670.5 |
682.3 |
|