ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 02-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
783.0 |
771.3 |
-11.7 |
-1.5% |
785.5 |
| High |
789.4 |
778.5 |
-10.9 |
-1.4% |
797.1 |
| Low |
768.9 |
761.4 |
-7.5 |
-1.0% |
759.2 |
| Close |
770.2 |
767.3 |
-2.9 |
-0.4% |
796.6 |
| Range |
20.5 |
17.1 |
-3.4 |
-16.6% |
37.9 |
| ATR |
15.7 |
15.8 |
0.1 |
0.7% |
0.0 |
| Volume |
120,158 |
132,782 |
12,624 |
10.5% |
663,109 |
|
| Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
820.3 |
811.0 |
776.8 |
|
| R3 |
803.3 |
793.8 |
772.0 |
|
| R2 |
786.3 |
786.3 |
770.5 |
|
| R1 |
776.8 |
776.8 |
768.8 |
773.0 |
| PP |
769.0 |
769.0 |
769.0 |
767.3 |
| S1 |
759.8 |
759.8 |
765.8 |
755.8 |
| S2 |
752.0 |
752.0 |
764.3 |
|
| S3 |
734.8 |
742.5 |
762.5 |
|
| S4 |
717.8 |
725.5 |
758.0 |
|
|
| 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 |
761.4 |
37.1 |
4.8% |
17.5 |
2.3% |
16% |
False |
True |
116,476 |
| 10 |
798.5 |
759.2 |
39.3 |
5.1% |
17.0 |
2.2% |
21% |
False |
False |
122,584 |
| 20 |
815.6 |
759.2 |
56.4 |
7.4% |
15.0 |
2.0% |
14% |
False |
False |
114,394 |
| 40 |
820.5 |
742.7 |
77.8 |
10.1% |
16.0 |
2.1% |
32% |
False |
False |
130,113 |
| 60 |
820.5 |
722.1 |
98.4 |
12.8% |
14.3 |
1.8% |
46% |
False |
False |
87,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
851.3 |
|
2.618 |
823.3 |
|
1.618 |
806.3 |
|
1.000 |
795.5 |
|
0.618 |
789.0 |
|
HIGH |
778.5 |
|
0.618 |
772.0 |
|
0.500 |
770.0 |
|
0.382 |
768.0 |
|
LOW |
761.5 |
|
0.618 |
750.8 |
|
1.000 |
744.3 |
|
1.618 |
733.8 |
|
2.618 |
716.8 |
|
4.250 |
688.8 |
|
|
| Fisher Pivots for day following 02-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
770.0 |
777.8 |
| PP |
769.0 |
774.3 |
| S1 |
768.3 |
770.8 |
|