ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 12-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
792.6 |
789.9 |
-2.7 |
-0.3% |
797.5 |
| High |
797.9 |
790.3 |
-7.6 |
-1.0% |
820.5 |
| Low |
784.7 |
774.8 |
-9.9 |
-1.3% |
792.3 |
| Close |
789.2 |
786.4 |
-2.8 |
-0.4% |
804.6 |
| Range |
13.2 |
15.5 |
2.3 |
17.4% |
28.2 |
| ATR |
15.0 |
15.0 |
0.0 |
0.3% |
0.0 |
| Volume |
108,402 |
125,837 |
17,435 |
16.1% |
428,505 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
830.3 |
823.8 |
795.0 |
|
| R3 |
814.8 |
808.3 |
790.8 |
|
| R2 |
799.3 |
799.3 |
789.3 |
|
| R1 |
792.8 |
792.8 |
787.8 |
788.3 |
| PP |
783.8 |
783.8 |
783.8 |
781.5 |
| S1 |
777.3 |
777.3 |
785.0 |
772.8 |
| S2 |
768.3 |
768.3 |
783.5 |
|
| S3 |
752.8 |
761.8 |
782.3 |
|
| S4 |
737.3 |
746.3 |
778.0 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
890.5 |
875.8 |
820.0 |
|
| R3 |
862.3 |
847.5 |
812.3 |
|
| R2 |
834.0 |
834.0 |
809.8 |
|
| R1 |
819.3 |
819.3 |
807.3 |
826.8 |
| PP |
805.8 |
805.8 |
805.8 |
809.5 |
| S1 |
791.0 |
791.0 |
802.0 |
798.5 |
| S2 |
777.5 |
777.5 |
799.5 |
|
| S3 |
749.5 |
763.0 |
796.8 |
|
| S4 |
721.3 |
734.8 |
789.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
815.6 |
774.8 |
40.8 |
5.2% |
14.0 |
1.8% |
28% |
False |
True |
112,727 |
| 10 |
820.5 |
760.1 |
60.4 |
7.7% |
15.3 |
1.9% |
44% |
False |
False |
120,417 |
| 20 |
820.5 |
745.1 |
75.4 |
9.6% |
15.3 |
1.9% |
55% |
False |
False |
126,798 |
| 40 |
820.5 |
722.1 |
98.4 |
12.5% |
15.0 |
1.9% |
65% |
False |
False |
87,735 |
| 60 |
825.1 |
722.1 |
103.0 |
13.1% |
11.3 |
1.4% |
62% |
False |
False |
58,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
856.3 |
|
2.618 |
831.0 |
|
1.618 |
815.5 |
|
1.000 |
805.8 |
|
0.618 |
800.0 |
|
HIGH |
790.3 |
|
0.618 |
784.5 |
|
0.500 |
782.5 |
|
0.382 |
780.8 |
|
LOW |
774.8 |
|
0.618 |
765.3 |
|
1.000 |
759.3 |
|
1.618 |
749.8 |
|
2.618 |
734.3 |
|
4.250 |
709.0 |
|
|
| Fisher Pivots for day following 12-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
785.0 |
792.0 |
| PP |
783.8 |
790.0 |
| S1 |
782.5 |
788.3 |
|