ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
797.3 |
801.4 |
4.1 |
0.5% |
787.0 |
| High |
803.4 |
801.4 |
-2.0 |
-0.2% |
805.3 |
| Low |
795.2 |
794.2 |
-1.0 |
-0.1% |
785.4 |
| Close |
801.9 |
799.0 |
-2.9 |
-0.4% |
799.0 |
| Range |
8.2 |
7.2 |
-1.0 |
-12.2% |
19.9 |
| ATR |
14.7 |
14.2 |
-0.5 |
-3.4% |
0.0 |
| Volume |
63,894 |
66,696 |
2,802 |
4.4% |
356,819 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
819.8 |
816.5 |
803.0 |
|
| R3 |
812.5 |
809.5 |
801.0 |
|
| R2 |
805.5 |
805.5 |
800.3 |
|
| R1 |
802.3 |
802.3 |
799.8 |
800.3 |
| PP |
798.3 |
798.3 |
798.3 |
797.3 |
| S1 |
795.0 |
795.0 |
798.3 |
793.0 |
| S2 |
791.0 |
791.0 |
797.8 |
|
| S3 |
783.8 |
787.8 |
797.0 |
|
| S4 |
776.5 |
780.5 |
795.0 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
856.3 |
847.5 |
810.0 |
|
| R3 |
836.3 |
827.8 |
804.5 |
|
| R2 |
816.5 |
816.5 |
802.8 |
|
| R1 |
807.8 |
807.8 |
800.8 |
812.0 |
| PP |
796.5 |
796.5 |
796.5 |
798.8 |
| S1 |
787.8 |
787.8 |
797.3 |
792.3 |
| S2 |
776.8 |
776.8 |
795.3 |
|
| S3 |
756.8 |
768.0 |
793.5 |
|
| S4 |
736.8 |
748.0 |
788.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
805.3 |
785.4 |
19.9 |
2.5% |
9.8 |
1.2% |
68% |
False |
False |
71,363 |
| 10 |
805.3 |
761.4 |
43.9 |
5.5% |
13.3 |
1.7% |
86% |
False |
False |
91,009 |
| 20 |
807.6 |
759.2 |
48.4 |
6.1% |
14.5 |
1.8% |
82% |
False |
False |
104,852 |
| 40 |
820.5 |
753.2 |
67.3 |
8.4% |
14.8 |
1.8% |
68% |
False |
False |
113,723 |
| 60 |
820.5 |
722.1 |
98.4 |
12.3% |
14.8 |
1.8% |
78% |
False |
False |
95,031 |
| 80 |
825.1 |
722.1 |
103.0 |
12.9% |
12.3 |
1.5% |
75% |
False |
False |
71,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
832.0 |
|
2.618 |
820.3 |
|
1.618 |
813.0 |
|
1.000 |
808.5 |
|
0.618 |
805.8 |
|
HIGH |
801.5 |
|
0.618 |
798.8 |
|
0.500 |
797.8 |
|
0.382 |
797.0 |
|
LOW |
794.3 |
|
0.618 |
789.8 |
|
1.000 |
787.0 |
|
1.618 |
782.5 |
|
2.618 |
775.3 |
|
4.250 |
763.5 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
798.5 |
799.0 |
| PP |
798.3 |
798.8 |
| S1 |
797.8 |
798.8 |
|