ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
795.5 |
804.9 |
9.4 |
1.2% |
787.0 |
| High |
804.2 |
812.7 |
8.5 |
1.1% |
805.3 |
| Low |
791.3 |
797.8 |
6.5 |
0.8% |
785.4 |
| Close |
803.6 |
810.0 |
6.4 |
0.8% |
799.0 |
| Range |
12.9 |
14.9 |
2.0 |
15.5% |
19.9 |
| ATR |
13.8 |
13.9 |
0.1 |
0.6% |
0.0 |
| Volume |
79,864 |
104,046 |
24,182 |
30.3% |
356,819 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
851.5 |
845.8 |
818.3 |
|
| R3 |
836.8 |
830.8 |
814.0 |
|
| R2 |
821.8 |
821.8 |
812.8 |
|
| R1 |
815.8 |
815.8 |
811.3 |
818.8 |
| PP |
806.8 |
806.8 |
806.8 |
808.3 |
| S1 |
801.0 |
801.0 |
808.8 |
804.0 |
| S2 |
792.0 |
792.0 |
807.3 |
|
| S3 |
777.0 |
786.0 |
806.0 |
|
| S4 |
762.3 |
771.3 |
801.8 |
|
|
| 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 |
812.7 |
788.3 |
24.4 |
3.0% |
11.8 |
1.5% |
89% |
True |
False |
79,945 |
| 10 |
812.7 |
766.6 |
46.1 |
5.7% |
12.3 |
1.5% |
94% |
True |
False |
80,139 |
| 20 |
812.7 |
759.2 |
53.5 |
6.6% |
14.8 |
1.8% |
95% |
True |
False |
101,361 |
| 40 |
820.5 |
753.2 |
67.3 |
8.3% |
14.5 |
1.8% |
84% |
False |
False |
108,612 |
| 60 |
820.5 |
722.1 |
98.4 |
12.1% |
14.8 |
1.8% |
89% |
False |
False |
100,577 |
| 80 |
825.1 |
722.1 |
103.0 |
12.7% |
12.8 |
1.6% |
85% |
False |
False |
75,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
876.0 |
|
2.618 |
851.8 |
|
1.618 |
836.8 |
|
1.000 |
827.5 |
|
0.618 |
822.0 |
|
HIGH |
812.8 |
|
0.618 |
807.0 |
|
0.500 |
805.3 |
|
0.382 |
803.5 |
|
LOW |
797.8 |
|
0.618 |
788.5 |
|
1.000 |
783.0 |
|
1.618 |
773.8 |
|
2.618 |
758.8 |
|
4.250 |
734.5 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
808.5 |
807.3 |
| PP |
806.8 |
804.8 |
| S1 |
805.3 |
802.0 |
|