ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 26-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
761.5 |
766.4 |
4.9 |
0.6% |
796.7 |
| High |
772.9 |
783.2 |
10.3 |
1.3% |
807.6 |
| Low |
759.2 |
761.8 |
2.6 |
0.3% |
785.7 |
| Close |
766.9 |
773.4 |
6.5 |
0.8% |
788.7 |
| Range |
13.7 |
21.4 |
7.7 |
56.2% |
21.9 |
| ATR |
14.5 |
15.0 |
0.5 |
3.4% |
0.0 |
| Volume |
111,636 |
139,724 |
28,088 |
25.2% |
523,846 |
|
| Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
837.0 |
826.5 |
785.3 |
|
| R3 |
815.5 |
805.3 |
779.3 |
|
| R2 |
794.3 |
794.3 |
777.3 |
|
| R1 |
783.8 |
783.8 |
775.3 |
789.0 |
| PP |
772.8 |
772.8 |
772.8 |
775.5 |
| S1 |
762.5 |
762.5 |
771.5 |
767.5 |
| S2 |
751.5 |
751.5 |
769.5 |
|
| S3 |
730.0 |
741.0 |
767.5 |
|
| S4 |
708.5 |
719.5 |
761.8 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
859.8 |
846.0 |
800.8 |
|
| R3 |
837.8 |
824.3 |
794.8 |
|
| R2 |
816.0 |
816.0 |
792.8 |
|
| R1 |
802.3 |
802.3 |
790.8 |
798.3 |
| PP |
794.0 |
794.0 |
794.0 |
792.0 |
| S1 |
780.5 |
780.5 |
786.8 |
776.3 |
| S2 |
772.0 |
772.0 |
784.8 |
|
| S3 |
750.3 |
758.5 |
782.8 |
|
| S4 |
728.3 |
736.5 |
776.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
798.3 |
759.2 |
39.1 |
5.1% |
16.5 |
2.1% |
36% |
False |
False |
128,691 |
| 10 |
807.6 |
759.2 |
48.4 |
6.3% |
14.3 |
1.8% |
29% |
False |
False |
114,187 |
| 20 |
820.5 |
759.2 |
61.3 |
7.9% |
14.8 |
1.9% |
23% |
False |
False |
117,302 |
| 40 |
820.5 |
722.1 |
98.4 |
12.7% |
15.8 |
2.1% |
52% |
False |
False |
116,270 |
| 60 |
820.5 |
722.1 |
98.4 |
12.7% |
13.0 |
1.7% |
52% |
False |
False |
77,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
874.3 |
|
2.618 |
839.3 |
|
1.618 |
817.8 |
|
1.000 |
804.5 |
|
0.618 |
796.5 |
|
HIGH |
783.3 |
|
0.618 |
775.0 |
|
0.500 |
772.5 |
|
0.382 |
770.0 |
|
LOW |
761.8 |
|
0.618 |
748.5 |
|
1.000 |
740.5 |
|
1.618 |
727.3 |
|
2.618 |
705.8 |
|
4.250 |
670.8 |
|
|
| Fisher Pivots for day following 26-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
773.0 |
772.8 |
| PP |
772.8 |
772.0 |
| S1 |
772.5 |
771.3 |
|