ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 19-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
797.2 |
803.5 |
6.3 |
0.8% |
803.6 |
| High |
806.6 |
807.6 |
1.0 |
0.1% |
809.1 |
| Low |
794.1 |
797.2 |
3.1 |
0.4% |
774.8 |
| Close |
801.7 |
798.7 |
-3.0 |
-0.4% |
798.6 |
| Range |
12.5 |
10.4 |
-2.1 |
-16.8% |
34.3 |
| ATR |
14.4 |
14.1 |
-0.3 |
-2.0% |
0.0 |
| Volume |
101,166 |
95,984 |
-5,182 |
-5.1% |
548,899 |
|
| Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
832.3 |
826.0 |
804.5 |
|
| R3 |
822.0 |
815.5 |
801.5 |
|
| R2 |
811.5 |
811.5 |
800.5 |
|
| R1 |
805.3 |
805.3 |
799.8 |
803.3 |
| PP |
801.3 |
801.3 |
801.3 |
800.3 |
| S1 |
794.8 |
794.8 |
797.8 |
792.8 |
| S2 |
790.8 |
790.8 |
796.8 |
|
| S3 |
780.3 |
784.3 |
795.8 |
|
| S4 |
770.0 |
774.0 |
793.0 |
|
|
| 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 |
807.6 |
785.7 |
21.9 |
2.7% |
12.0 |
1.5% |
59% |
True |
False |
99,683 |
| 10 |
815.6 |
774.8 |
40.8 |
5.1% |
13.0 |
1.6% |
59% |
False |
False |
106,205 |
| 20 |
820.5 |
753.2 |
67.3 |
8.4% |
14.5 |
1.8% |
68% |
False |
False |
115,862 |
| 40 |
820.5 |
722.1 |
98.4 |
12.3% |
14.8 |
1.9% |
78% |
False |
False |
100,185 |
| 60 |
825.1 |
722.1 |
103.0 |
12.9% |
12.0 |
1.5% |
74% |
False |
False |
66,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
851.8 |
|
2.618 |
834.8 |
|
1.618 |
824.5 |
|
1.000 |
818.0 |
|
0.618 |
814.0 |
|
HIGH |
807.5 |
|
0.618 |
803.8 |
|
0.500 |
802.5 |
|
0.382 |
801.3 |
|
LOW |
797.3 |
|
0.618 |
790.8 |
|
1.000 |
786.8 |
|
1.618 |
780.3 |
|
2.618 |
770.0 |
|
4.250 |
753.0 |
|
|
| Fisher Pivots for day following 19-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
802.5 |
798.0 |
| PP |
801.3 |
797.3 |
| S1 |
800.0 |
796.8 |
|