ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 31-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
793.8 |
788.7 |
-5.1 |
-0.6% |
785.5 |
| High |
798.5 |
794.3 |
-4.2 |
-0.5% |
797.1 |
| Low |
786.8 |
782.3 |
-4.5 |
-0.6% |
759.2 |
| Close |
788.7 |
784.6 |
-4.1 |
-0.5% |
796.6 |
| Range |
11.7 |
12.0 |
0.3 |
2.6% |
37.9 |
| ATR |
15.5 |
15.3 |
-0.3 |
-1.6% |
0.0 |
| Volume |
86,365 |
102,422 |
16,057 |
18.6% |
663,109 |
|
| Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
823.0 |
815.8 |
791.3 |
|
| R3 |
811.0 |
803.8 |
788.0 |
|
| R2 |
799.0 |
799.0 |
786.8 |
|
| R1 |
791.8 |
791.8 |
785.8 |
789.5 |
| PP |
787.0 |
787.0 |
787.0 |
786.0 |
| S1 |
779.8 |
779.8 |
783.5 |
777.5 |
| S2 |
775.0 |
775.0 |
782.5 |
|
| S3 |
763.0 |
767.8 |
781.3 |
|
| S4 |
751.0 |
755.8 |
778.0 |
|
|
| 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% |
17.0 |
2.2% |
65% |
False |
False |
116,160 |
| 10 |
807.6 |
759.2 |
48.4 |
6.2% |
15.5 |
2.0% |
52% |
False |
False |
117,005 |
| 20 |
820.5 |
759.2 |
61.3 |
7.8% |
14.3 |
1.8% |
41% |
False |
False |
111,346 |
| 40 |
820.5 |
725.5 |
95.0 |
12.1% |
16.0 |
2.0% |
62% |
False |
False |
124,488 |
| 60 |
820.5 |
722.1 |
98.4 |
12.5% |
13.8 |
1.7% |
64% |
False |
False |
83,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
845.3 |
|
2.618 |
825.8 |
|
1.618 |
813.8 |
|
1.000 |
806.3 |
|
0.618 |
801.8 |
|
HIGH |
794.3 |
|
0.618 |
789.8 |
|
0.500 |
788.3 |
|
0.382 |
787.0 |
|
LOW |
782.3 |
|
0.618 |
775.0 |
|
1.000 |
770.3 |
|
1.618 |
763.0 |
|
2.618 |
751.0 |
|
4.250 |
731.3 |
|
|
| Fisher Pivots for day following 31-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
788.3 |
784.8 |
| PP |
787.0 |
784.8 |
| S1 |
785.8 |
784.5 |
|