ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 17-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
796.7 |
794.0 |
-2.7 |
-0.3% |
803.6 |
| High |
798.3 |
801.0 |
2.7 |
0.3% |
809.1 |
| Low |
790.5 |
785.7 |
-4.8 |
-0.6% |
774.8 |
| Close |
794.4 |
798.1 |
3.7 |
0.5% |
798.6 |
| Range |
7.8 |
15.3 |
7.5 |
96.2% |
34.3 |
| ATR |
14.5 |
14.5 |
0.1 |
0.4% |
0.0 |
| Volume |
82,619 |
123,073 |
40,454 |
49.0% |
548,899 |
|
| Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
840.8 |
834.8 |
806.5 |
|
| R3 |
825.5 |
819.5 |
802.3 |
|
| R2 |
810.3 |
810.3 |
801.0 |
|
| R1 |
804.3 |
804.3 |
799.5 |
807.3 |
| PP |
795.0 |
795.0 |
795.0 |
796.5 |
| S1 |
788.8 |
788.8 |
796.8 |
792.0 |
| S2 |
779.8 |
779.8 |
795.3 |
|
| S3 |
764.3 |
773.5 |
794.0 |
|
| S4 |
749.0 |
758.3 |
789.8 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
897.0 |
882.3 |
817.5 |
|
| R3 |
862.8 |
847.8 |
808.0 |
|
| R2 |
828.5 |
828.5 |
805.0 |
|
| R1 |
813.5 |
813.5 |
801.8 |
803.8 |
| PP |
794.3 |
794.3 |
794.3 |
789.3 |
| S1 |
779.3 |
779.3 |
795.5 |
769.5 |
| S2 |
759.8 |
759.8 |
792.3 |
|
| S3 |
725.5 |
745.0 |
789.3 |
|
| S4 |
691.3 |
710.8 |
779.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
801.0 |
774.8 |
26.2 |
3.3% |
13.3 |
1.7% |
89% |
True |
False |
107,101 |
| 10 |
820.5 |
774.8 |
45.7 |
5.7% |
13.3 |
1.7% |
51% |
False |
False |
105,688 |
| 20 |
820.5 |
753.2 |
67.3 |
8.4% |
14.8 |
1.9% |
67% |
False |
False |
120,050 |
| 40 |
820.5 |
722.1 |
98.4 |
12.3% |
15.0 |
1.9% |
77% |
False |
False |
95,258 |
| 60 |
825.1 |
722.1 |
103.0 |
12.9% |
11.8 |
1.5% |
74% |
False |
False |
63,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
866.0 |
|
2.618 |
841.0 |
|
1.618 |
825.8 |
|
1.000 |
816.3 |
|
0.618 |
810.5 |
|
HIGH |
801.0 |
|
0.618 |
795.3 |
|
0.500 |
793.3 |
|
0.382 |
791.5 |
|
LOW |
785.8 |
|
0.618 |
776.3 |
|
1.000 |
770.5 |
|
1.618 |
761.0 |
|
2.618 |
745.8 |
|
4.250 |
720.8 |
|
|
| Fisher Pivots for day following 17-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
796.5 |
796.5 |
| PP |
795.0 |
795.0 |
| S1 |
793.3 |
793.3 |
|