ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 09-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
798.5 |
797.3 |
-1.2 |
-0.2% |
793.8 |
| High |
801.5 |
803.4 |
1.9 |
0.2% |
798.5 |
| Low |
794.6 |
795.2 |
0.6 |
0.1% |
761.4 |
| Close |
797.6 |
801.9 |
4.3 |
0.5% |
786.7 |
| Range |
6.9 |
8.2 |
1.3 |
18.8% |
37.1 |
| ATR |
15.2 |
14.7 |
-0.5 |
-3.3% |
0.0 |
| Volume |
59,583 |
63,894 |
4,311 |
7.2% |
553,273 |
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
824.8 |
821.5 |
806.5 |
|
| R3 |
816.5 |
813.3 |
804.3 |
|
| R2 |
808.3 |
808.3 |
803.5 |
|
| R1 |
805.3 |
805.3 |
802.8 |
806.8 |
| PP |
800.3 |
800.3 |
800.3 |
801.0 |
| S1 |
797.0 |
797.0 |
801.3 |
798.5 |
| S2 |
792.0 |
792.0 |
800.5 |
|
| S3 |
783.8 |
788.8 |
799.8 |
|
| S4 |
775.5 |
780.5 |
797.5 |
|
|
| 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 |
766.6 |
38.7 |
4.8% |
13.0 |
1.6% |
91% |
False |
False |
80,333 |
| 10 |
805.3 |
761.4 |
43.9 |
5.5% |
15.3 |
1.9% |
92% |
False |
False |
98,405 |
| 20 |
807.6 |
759.2 |
48.4 |
6.0% |
14.8 |
1.8% |
88% |
False |
False |
106,296 |
| 40 |
820.5 |
745.1 |
75.4 |
9.4% |
15.0 |
1.9% |
75% |
False |
False |
116,547 |
| 60 |
820.5 |
722.1 |
98.4 |
12.3% |
15.0 |
1.9% |
81% |
False |
False |
93,922 |
| 80 |
825.1 |
722.1 |
103.0 |
12.8% |
12.3 |
1.5% |
77% |
False |
False |
70,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
838.3 |
|
2.618 |
824.8 |
|
1.618 |
816.8 |
|
1.000 |
811.5 |
|
0.618 |
808.5 |
|
HIGH |
803.5 |
|
0.618 |
800.3 |
|
0.500 |
799.3 |
|
0.382 |
798.3 |
|
LOW |
795.3 |
|
0.618 |
790.3 |
|
1.000 |
787.0 |
|
1.618 |
782.0 |
|
2.618 |
773.8 |
|
4.250 |
760.3 |
|
|
| Fisher Pivots for day following 09-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
801.0 |
800.5 |
| PP |
800.3 |
799.0 |
| S1 |
799.3 |
797.5 |
|