ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 30-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
772.5 |
793.8 |
21.3 |
2.8% |
785.5 |
| High |
797.1 |
798.5 |
1.4 |
0.2% |
797.1 |
| Low |
770.8 |
786.8 |
16.0 |
2.1% |
759.2 |
| Close |
796.6 |
788.7 |
-7.9 |
-1.0% |
796.6 |
| Range |
26.3 |
11.7 |
-14.6 |
-55.5% |
37.9 |
| ATR |
15.8 |
15.5 |
-0.3 |
-1.9% |
0.0 |
| Volume |
140,655 |
86,365 |
-54,290 |
-38.6% |
663,109 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
826.5 |
819.3 |
795.3 |
|
| R3 |
814.8 |
807.5 |
792.0 |
|
| R2 |
803.0 |
803.0 |
790.8 |
|
| R1 |
795.8 |
795.8 |
789.8 |
793.5 |
| PP |
791.3 |
791.3 |
791.3 |
790.3 |
| S1 |
784.3 |
784.3 |
787.8 |
782.0 |
| S2 |
779.8 |
779.8 |
786.5 |
|
| S3 |
768.0 |
772.5 |
785.5 |
|
| S4 |
756.3 |
760.8 |
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 |
798.5 |
759.2 |
39.3 |
5.0% |
18.5 |
2.4% |
75% |
True |
False |
126,443 |
| 10 |
807.6 |
759.2 |
48.4 |
6.1% |
15.8 |
2.0% |
61% |
False |
False |
119,070 |
| 20 |
820.5 |
759.2 |
61.3 |
7.8% |
14.5 |
1.8% |
48% |
False |
False |
112,536 |
| 40 |
820.5 |
722.1 |
98.4 |
12.5% |
16.0 |
2.0% |
68% |
False |
False |
121,934 |
| 60 |
820.5 |
722.1 |
98.4 |
12.5% |
13.5 |
1.7% |
68% |
False |
False |
81,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
848.3 |
|
2.618 |
829.3 |
|
1.618 |
817.5 |
|
1.000 |
810.3 |
|
0.618 |
805.8 |
|
HIGH |
798.5 |
|
0.618 |
794.0 |
|
0.500 |
792.8 |
|
0.382 |
791.3 |
|
LOW |
786.8 |
|
0.618 |
779.5 |
|
1.000 |
775.0 |
|
1.618 |
767.8 |
|
2.618 |
756.3 |
|
4.250 |
737.0 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
792.8 |
785.8 |
| PP |
791.3 |
783.0 |
| S1 |
790.0 |
780.3 |
|