ICE Russell 2000 Mini Future September 2011
| Trading Metrics calculated at close of trading on 13-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
669.3 |
683.3 |
14.0 |
2.1% |
661.0 |
| High |
683.8 |
693.7 |
9.9 |
1.4% |
712.7 |
| Low |
657.0 |
669.8 |
12.8 |
1.9% |
657.7 |
| Close |
681.0 |
690.7 |
9.7 |
1.4% |
674.0 |
| Range |
26.8 |
23.9 |
-2.9 |
-10.8% |
55.0 |
| ATR |
28.9 |
28.6 |
-0.4 |
-1.2% |
0.0 |
| Volume |
150,486 |
151,079 |
593 |
0.4% |
703,569 |
|
| Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
756.5 |
747.5 |
703.8 |
|
| R3 |
732.5 |
723.5 |
697.3 |
|
| R2 |
708.8 |
708.8 |
695.0 |
|
| R1 |
699.8 |
699.8 |
693.0 |
704.3 |
| PP |
684.8 |
684.8 |
684.8 |
687.0 |
| S1 |
675.8 |
675.8 |
688.5 |
680.3 |
| S2 |
660.8 |
660.8 |
686.3 |
|
| S3 |
637.0 |
651.8 |
684.3 |
|
| S4 |
613.0 |
628.0 |
677.5 |
|
|
| 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 |
8.1% |
27.5 |
4.0% |
61% |
False |
False |
160,463 |
| 10 |
738.0 |
657.0 |
81.0 |
11.7% |
26.3 |
3.8% |
42% |
False |
False |
171,934 |
| 20 |
738.0 |
644.3 |
93.7 |
13.6% |
27.8 |
4.0% |
50% |
False |
False |
188,203 |
| 40 |
843.4 |
623.7 |
219.7 |
31.8% |
29.0 |
4.2% |
30% |
False |
False |
213,273 |
| 60 |
860.0 |
623.7 |
236.3 |
34.2% |
24.8 |
3.6% |
28% |
False |
False |
192,055 |
| 80 |
860.0 |
623.7 |
236.3 |
34.2% |
22.0 |
3.2% |
28% |
False |
False |
161,937 |
| 100 |
863.0 |
623.7 |
239.3 |
34.6% |
19.3 |
2.8% |
28% |
False |
False |
129,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
795.3 |
|
2.618 |
756.3 |
|
1.618 |
732.3 |
|
1.000 |
717.5 |
|
0.618 |
708.5 |
|
HIGH |
693.8 |
|
0.618 |
684.5 |
|
0.500 |
681.8 |
|
0.382 |
679.0 |
|
LOW |
669.8 |
|
0.618 |
655.0 |
|
1.000 |
646.0 |
|
1.618 |
631.3 |
|
2.618 |
607.3 |
|
4.250 |
568.3 |
|
|
| Fisher Pivots for day following 13-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
687.8 |
687.0 |
| PP |
684.8 |
683.5 |
| S1 |
681.8 |
679.8 |
|