ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 14-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
797.4 |
797.5 |
0.1 |
0.0% |
787.0 |
| High |
799.8 |
804.5 |
4.7 |
0.6% |
805.3 |
| Low |
788.3 |
792.2 |
3.9 |
0.5% |
785.4 |
| Close |
797.8 |
795.9 |
-1.9 |
-0.2% |
799.0 |
| Range |
11.5 |
12.3 |
0.8 |
7.0% |
19.9 |
| ATR |
14.0 |
13.9 |
-0.1 |
-0.9% |
0.0 |
| Volume |
72,240 |
76,883 |
4,643 |
6.4% |
356,819 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
834.5 |
827.5 |
802.8 |
|
| R3 |
822.3 |
815.3 |
799.3 |
|
| R2 |
809.8 |
809.8 |
798.3 |
|
| R1 |
802.8 |
802.8 |
797.0 |
800.3 |
| PP |
797.5 |
797.5 |
797.5 |
796.3 |
| S1 |
790.5 |
790.5 |
794.8 |
788.0 |
| S2 |
785.3 |
785.3 |
793.8 |
|
| S3 |
773.0 |
778.3 |
792.5 |
|
| S4 |
760.8 |
766.0 |
789.3 |
|
|
| 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 |
804.5 |
788.3 |
16.2 |
2.0% |
9.3 |
1.2% |
47% |
True |
False |
67,859 |
| 10 |
805.3 |
761.4 |
43.9 |
5.5% |
13.3 |
1.7% |
79% |
False |
False |
87,042 |
| 20 |
807.6 |
759.2 |
48.4 |
6.1% |
14.5 |
1.8% |
76% |
False |
False |
102,023 |
| 40 |
820.5 |
753.2 |
67.3 |
8.5% |
14.5 |
1.8% |
63% |
False |
False |
111,037 |
| 60 |
820.5 |
722.1 |
98.4 |
12.4% |
14.8 |
1.8% |
75% |
False |
False |
97,513 |
| 80 |
825.1 |
722.1 |
103.0 |
12.9% |
12.5 |
1.6% |
72% |
False |
False |
73,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
856.8 |
|
2.618 |
836.8 |
|
1.618 |
824.5 |
|
1.000 |
816.8 |
|
0.618 |
812.0 |
|
HIGH |
804.5 |
|
0.618 |
799.8 |
|
0.500 |
798.3 |
|
0.382 |
797.0 |
|
LOW |
792.3 |
|
0.618 |
784.5 |
|
1.000 |
780.0 |
|
1.618 |
772.3 |
|
2.618 |
760.0 |
|
4.250 |
740.0 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
798.3 |
796.5 |
| PP |
797.5 |
796.3 |
| S1 |
796.8 |
796.0 |
|