ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 01-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
788.7 |
783.0 |
-5.7 |
-0.7% |
785.5 |
| High |
794.3 |
789.4 |
-4.9 |
-0.6% |
797.1 |
| Low |
782.3 |
768.9 |
-13.4 |
-1.7% |
759.2 |
| Close |
784.6 |
770.2 |
-14.4 |
-1.8% |
796.6 |
| Range |
12.0 |
20.5 |
8.5 |
70.8% |
37.9 |
| ATR |
15.3 |
15.7 |
0.4 |
2.4% |
0.0 |
| Volume |
102,422 |
120,158 |
17,736 |
17.3% |
663,109 |
|
| Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
837.8 |
824.5 |
781.5 |
|
| R3 |
817.3 |
804.0 |
775.8 |
|
| R2 |
796.8 |
796.8 |
774.0 |
|
| R1 |
783.5 |
783.5 |
772.0 |
779.8 |
| PP |
776.3 |
776.3 |
776.3 |
774.3 |
| S1 |
763.0 |
763.0 |
768.3 |
759.3 |
| S2 |
755.8 |
755.8 |
766.5 |
|
| S3 |
735.3 |
742.5 |
764.5 |
|
| S4 |
714.8 |
722.0 |
759.0 |
|
|
| 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 |
761.8 |
36.7 |
4.8% |
18.5 |
2.4% |
23% |
False |
False |
117,864 |
| 10 |
807.6 |
759.2 |
48.4 |
6.3% |
16.3 |
2.1% |
23% |
False |
False |
118,904 |
| 20 |
820.5 |
759.2 |
61.3 |
8.0% |
14.8 |
1.9% |
18% |
False |
False |
113,671 |
| 40 |
820.5 |
742.7 |
77.8 |
10.1% |
16.0 |
2.1% |
35% |
False |
False |
127,439 |
| 60 |
820.5 |
722.1 |
98.4 |
12.8% |
14.0 |
1.8% |
49% |
False |
False |
85,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
876.5 |
|
2.618 |
843.0 |
|
1.618 |
822.5 |
|
1.000 |
810.0 |
|
0.618 |
802.0 |
|
HIGH |
789.5 |
|
0.618 |
781.5 |
|
0.500 |
779.3 |
|
0.382 |
776.8 |
|
LOW |
769.0 |
|
0.618 |
756.3 |
|
1.000 |
748.5 |
|
1.618 |
735.8 |
|
2.618 |
715.3 |
|
4.250 |
681.8 |
|
|
| Fisher Pivots for day following 01-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
779.3 |
783.8 |
| PP |
776.3 |
779.3 |
| S1 |
773.3 |
774.8 |
|