ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 27-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
766.4 |
772.5 |
6.1 |
0.8% |
785.5 |
| High |
783.2 |
797.1 |
13.9 |
1.8% |
797.1 |
| Low |
761.8 |
770.8 |
9.0 |
1.2% |
759.2 |
| Close |
773.4 |
796.6 |
23.2 |
3.0% |
796.6 |
| Range |
21.4 |
26.3 |
4.9 |
22.9% |
37.9 |
| ATR |
15.0 |
15.8 |
0.8 |
5.4% |
0.0 |
| Volume |
139,724 |
140,655 |
931 |
0.7% |
663,109 |
|
| Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
867.0 |
858.3 |
811.0 |
|
| R3 |
840.8 |
831.8 |
803.8 |
|
| R2 |
814.5 |
814.5 |
801.5 |
|
| R1 |
805.5 |
805.5 |
799.0 |
810.0 |
| PP |
788.3 |
788.3 |
788.3 |
790.5 |
| S1 |
779.3 |
779.3 |
794.3 |
783.8 |
| S2 |
761.8 |
761.8 |
791.8 |
|
| S3 |
735.5 |
753.0 |
789.3 |
|
| S4 |
709.3 |
726.8 |
782.3 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
898.0 |
885.3 |
817.5 |
|
| R3 |
860.0 |
847.3 |
807.0 |
|
| R2 |
822.3 |
822.3 |
803.5 |
|
| R1 |
809.5 |
809.5 |
800.0 |
815.8 |
| PP |
784.3 |
784.3 |
784.3 |
787.5 |
| S1 |
771.5 |
771.5 |
793.3 |
778.0 |
| S2 |
746.5 |
746.5 |
789.8 |
|
| S3 |
708.5 |
733.5 |
786.3 |
|
| S4 |
670.5 |
695.8 |
775.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
797.1 |
759.2 |
37.9 |
4.8% |
19.5 |
2.4% |
99% |
True |
False |
132,621 |
| 10 |
807.6 |
759.2 |
48.4 |
6.1% |
15.5 |
1.9% |
77% |
False |
False |
118,695 |
| 20 |
820.5 |
759.2 |
61.3 |
7.7% |
15.3 |
1.9% |
61% |
False |
False |
116,543 |
| 40 |
820.5 |
722.1 |
98.4 |
12.4% |
16.3 |
2.0% |
76% |
False |
False |
119,781 |
| 60 |
820.5 |
722.1 |
98.4 |
12.4% |
13.3 |
1.7% |
76% |
False |
False |
79,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
909.0 |
|
2.618 |
866.0 |
|
1.618 |
839.8 |
|
1.000 |
823.5 |
|
0.618 |
813.3 |
|
HIGH |
797.0 |
|
0.618 |
787.0 |
|
0.500 |
784.0 |
|
0.382 |
780.8 |
|
LOW |
770.8 |
|
0.618 |
754.5 |
|
1.000 |
744.5 |
|
1.618 |
728.3 |
|
2.618 |
702.0 |
|
4.250 |
659.0 |
|
|
| Fisher Pivots for day following 27-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
792.5 |
790.5 |
| PP |
788.3 |
784.3 |
| S1 |
784.0 |
778.3 |
|