ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
787.0 |
790.3 |
3.3 |
0.4% |
793.8 |
| High |
796.0 |
805.3 |
9.3 |
1.2% |
798.5 |
| Low |
785.4 |
789.7 |
4.3 |
0.5% |
761.4 |
| Close |
791.7 |
798.8 |
7.1 |
0.9% |
786.7 |
| Range |
10.6 |
15.6 |
5.0 |
47.2% |
37.1 |
| ATR |
15.9 |
15.9 |
0.0 |
-0.1% |
0.0 |
| Volume |
73,290 |
93,356 |
20,066 |
27.4% |
553,273 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
844.8 |
837.3 |
807.5 |
|
| R3 |
829.3 |
821.8 |
803.0 |
|
| R2 |
813.5 |
813.5 |
801.8 |
|
| R1 |
806.3 |
806.3 |
800.3 |
809.8 |
| PP |
798.0 |
798.0 |
798.0 |
799.8 |
| S1 |
790.5 |
790.5 |
797.3 |
794.3 |
| S2 |
782.3 |
782.3 |
796.0 |
|
| S3 |
766.8 |
775.0 |
794.5 |
|
| S4 |
751.3 |
759.3 |
790.3 |
|
|
| 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 |
805.3 |
761.4 |
43.9 |
5.5% |
17.5 |
2.2% |
85% |
True |
False |
106,226 |
| 10 |
805.3 |
759.2 |
46.1 |
5.8% |
17.3 |
2.2% |
86% |
True |
False |
111,193 |
| 20 |
807.6 |
759.2 |
48.4 |
6.1% |
15.5 |
1.9% |
82% |
False |
False |
111,834 |
| 40 |
820.5 |
742.7 |
77.8 |
9.7% |
15.5 |
1.9% |
72% |
False |
False |
125,528 |
| 60 |
820.5 |
722.1 |
98.4 |
12.3% |
14.8 |
1.9% |
78% |
False |
False |
91,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
871.5 |
|
2.618 |
846.3 |
|
1.618 |
830.5 |
|
1.000 |
821.0 |
|
0.618 |
815.0 |
|
HIGH |
805.3 |
|
0.618 |
799.3 |
|
0.500 |
797.5 |
|
0.382 |
795.8 |
|
LOW |
789.8 |
|
0.618 |
780.0 |
|
1.000 |
774.0 |
|
1.618 |
764.5 |
|
2.618 |
748.8 |
|
4.250 |
723.5 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
798.3 |
794.5 |
| PP |
798.0 |
790.3 |
| S1 |
797.5 |
786.0 |
|