ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 06-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
767.5 |
787.0 |
19.5 |
2.5% |
793.8 |
| High |
789.8 |
796.0 |
6.2 |
0.8% |
798.5 |
| Low |
766.6 |
785.4 |
18.8 |
2.5% |
761.4 |
| Close |
786.7 |
791.7 |
5.0 |
0.6% |
786.7 |
| Range |
23.2 |
10.6 |
-12.6 |
-54.3% |
37.1 |
| ATR |
16.3 |
15.9 |
-0.4 |
-2.5% |
0.0 |
| Volume |
111,546 |
73,290 |
-38,256 |
-34.3% |
553,273 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
822.8 |
817.8 |
797.5 |
|
| R3 |
812.3 |
807.3 |
794.5 |
|
| R2 |
801.8 |
801.8 |
793.8 |
|
| R1 |
796.8 |
796.8 |
792.8 |
799.3 |
| PP |
791.0 |
791.0 |
791.0 |
792.3 |
| S1 |
786.0 |
786.0 |
790.8 |
788.5 |
| S2 |
780.5 |
780.5 |
789.8 |
|
| S3 |
769.8 |
775.5 |
788.8 |
|
| S4 |
759.3 |
764.8 |
785.8 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
893.5 |
877.3 |
807.0 |
|
| R3 |
856.5 |
840.0 |
797.0 |
|
| R2 |
819.3 |
819.3 |
793.5 |
|
| R1 |
803.0 |
803.0 |
790.0 |
792.5 |
| PP |
782.3 |
782.3 |
782.3 |
777.0 |
| S1 |
766.0 |
766.0 |
783.3 |
755.5 |
| S2 |
745.0 |
745.0 |
780.0 |
|
| S3 |
708.0 |
728.8 |
776.5 |
|
| S4 |
671.0 |
691.8 |
766.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
796.0 |
761.4 |
34.6 |
4.4% |
16.8 |
2.1% |
88% |
True |
False |
108,039 |
| 10 |
798.5 |
759.2 |
39.3 |
5.0% |
17.8 |
2.2% |
83% |
False |
False |
117,241 |
| 20 |
809.1 |
759.2 |
49.9 |
6.3% |
15.8 |
2.0% |
65% |
False |
False |
113,410 |
| 40 |
820.5 |
742.7 |
77.8 |
9.8% |
16.0 |
2.0% |
63% |
False |
False |
128,856 |
| 60 |
820.5 |
722.1 |
98.4 |
12.4% |
14.8 |
1.9% |
71% |
False |
False |
90,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
841.0 |
|
2.618 |
823.8 |
|
1.618 |
813.3 |
|
1.000 |
806.5 |
|
0.618 |
802.5 |
|
HIGH |
796.0 |
|
0.618 |
792.0 |
|
0.500 |
790.8 |
|
0.382 |
789.5 |
|
LOW |
785.5 |
|
0.618 |
778.8 |
|
1.000 |
774.8 |
|
1.618 |
768.3 |
|
2.618 |
757.8 |
|
4.250 |
740.3 |
|
|
| Fisher Pivots for day following 06-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
791.3 |
787.3 |
| PP |
791.0 |
783.0 |
| S1 |
790.8 |
778.8 |
|