ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 08-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
790.3 |
798.5 |
8.2 |
1.0% |
793.8 |
| High |
805.3 |
801.5 |
-3.8 |
-0.5% |
798.5 |
| Low |
789.7 |
794.6 |
4.9 |
0.6% |
761.4 |
| Close |
798.8 |
797.6 |
-1.2 |
-0.2% |
786.7 |
| Range |
15.6 |
6.9 |
-8.7 |
-55.8% |
37.1 |
| ATR |
15.9 |
15.2 |
-0.6 |
-4.0% |
0.0 |
| Volume |
93,356 |
59,583 |
-33,773 |
-36.2% |
553,273 |
|
| Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
818.5 |
815.0 |
801.5 |
|
| R3 |
811.8 |
808.0 |
799.5 |
|
| R2 |
804.8 |
804.8 |
798.8 |
|
| R1 |
801.3 |
801.3 |
798.3 |
799.5 |
| PP |
798.0 |
798.0 |
798.0 |
797.0 |
| S1 |
794.3 |
794.3 |
797.0 |
792.8 |
| S2 |
791.0 |
791.0 |
796.3 |
|
| S3 |
784.0 |
787.5 |
795.8 |
|
| S4 |
777.3 |
780.5 |
793.8 |
|
|
| 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 |
805.3 |
761.4 |
43.9 |
5.5% |
14.8 |
1.8% |
82% |
False |
False |
94,111 |
| 10 |
805.3 |
761.4 |
43.9 |
5.5% |
16.5 |
2.1% |
82% |
False |
False |
105,988 |
| 20 |
807.6 |
759.2 |
48.4 |
6.1% |
15.0 |
1.9% |
79% |
False |
False |
109,393 |
| 40 |
820.5 |
744.9 |
75.6 |
9.5% |
15.3 |
1.9% |
70% |
False |
False |
120,059 |
| 60 |
820.5 |
722.1 |
98.4 |
12.3% |
15.0 |
1.9% |
77% |
False |
False |
92,859 |
| 80 |
825.1 |
722.1 |
103.0 |
12.9% |
12.0 |
1.5% |
73% |
False |
False |
69,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
830.8 |
|
2.618 |
819.5 |
|
1.618 |
812.8 |
|
1.000 |
808.5 |
|
0.618 |
805.8 |
|
HIGH |
801.5 |
|
0.618 |
798.8 |
|
0.500 |
798.0 |
|
0.382 |
797.3 |
|
LOW |
794.5 |
|
0.618 |
790.3 |
|
1.000 |
787.8 |
|
1.618 |
783.5 |
|
2.618 |
776.5 |
|
4.250 |
765.3 |
|
|
| Fisher Pivots for day following 08-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
798.0 |
796.8 |
| PP |
798.0 |
796.0 |
| S1 |
797.8 |
795.3 |
|