ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 17-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
804.9 |
810.3 |
5.4 |
0.7% |
797.4 |
| High |
812.7 |
818.4 |
5.7 |
0.7% |
818.4 |
| Low |
797.8 |
808.8 |
11.0 |
1.4% |
788.3 |
| Close |
810.0 |
816.5 |
6.5 |
0.8% |
816.5 |
| Range |
14.9 |
9.6 |
-5.3 |
-35.6% |
30.1 |
| ATR |
13.9 |
13.6 |
-0.3 |
-2.2% |
0.0 |
| Volume |
104,046 |
86,539 |
-17,507 |
-16.8% |
419,572 |
|
| Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
843.3 |
839.5 |
821.8 |
|
| R3 |
833.8 |
830.0 |
819.3 |
|
| R2 |
824.3 |
824.3 |
818.3 |
|
| R1 |
820.3 |
820.3 |
817.5 |
822.3 |
| PP |
814.5 |
814.5 |
814.5 |
815.5 |
| S1 |
810.8 |
810.8 |
815.5 |
812.8 |
| S2 |
805.0 |
805.0 |
814.8 |
|
| S3 |
795.3 |
801.3 |
813.8 |
|
| S4 |
785.8 |
791.5 |
811.3 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
898.0 |
887.3 |
833.0 |
|
| R3 |
868.0 |
857.3 |
824.8 |
|
| R2 |
837.8 |
837.8 |
822.0 |
|
| R1 |
827.3 |
827.3 |
819.3 |
832.5 |
| PP |
807.8 |
807.8 |
807.8 |
810.5 |
| S1 |
797.0 |
797.0 |
813.8 |
802.5 |
| S2 |
777.8 |
777.8 |
811.0 |
|
| S3 |
747.5 |
767.0 |
808.3 |
|
| S4 |
717.5 |
736.8 |
800.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
818.4 |
788.3 |
30.1 |
3.7% |
12.3 |
1.5% |
94% |
True |
False |
83,914 |
| 10 |
818.4 |
785.4 |
33.0 |
4.0% |
11.0 |
1.3% |
94% |
True |
False |
77,639 |
| 20 |
818.4 |
759.2 |
59.2 |
7.3% |
14.5 |
1.8% |
97% |
True |
False |
99,638 |
| 40 |
820.5 |
753.2 |
67.3 |
8.2% |
14.3 |
1.7% |
94% |
False |
False |
106,808 |
| 60 |
820.5 |
722.1 |
98.4 |
12.1% |
14.8 |
1.8% |
96% |
False |
False |
102,019 |
| 80 |
825.1 |
722.1 |
103.0 |
12.6% |
12.8 |
1.6% |
92% |
False |
False |
76,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
859.3 |
|
2.618 |
843.5 |
|
1.618 |
834.0 |
|
1.000 |
828.0 |
|
0.618 |
824.3 |
|
HIGH |
818.5 |
|
0.618 |
814.8 |
|
0.500 |
813.5 |
|
0.382 |
812.5 |
|
LOW |
808.8 |
|
0.618 |
802.8 |
|
1.000 |
799.3 |
|
1.618 |
793.3 |
|
2.618 |
783.8 |
|
4.250 |
768.0 |
|
|
| Fisher Pivots for day following 17-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
815.5 |
812.5 |
| PP |
814.5 |
808.8 |
| S1 |
813.5 |
804.8 |
|