ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
810.3 |
816.3 |
6.0 |
0.7% |
797.4 |
| High |
818.4 |
818.7 |
0.3 |
0.0% |
818.4 |
| Low |
808.8 |
809.6 |
0.8 |
0.1% |
788.3 |
| Close |
816.5 |
815.2 |
-1.3 |
-0.2% |
816.5 |
| Range |
9.6 |
9.1 |
-0.5 |
-5.2% |
30.1 |
| ATR |
13.6 |
13.3 |
-0.3 |
-2.4% |
0.0 |
| Volume |
86,539 |
68,975 |
-17,564 |
-20.3% |
419,572 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
841.8 |
837.5 |
820.3 |
|
| R3 |
832.8 |
828.5 |
817.8 |
|
| R2 |
823.5 |
823.5 |
816.8 |
|
| R1 |
819.5 |
819.5 |
816.0 |
817.0 |
| PP |
814.5 |
814.5 |
814.5 |
813.3 |
| S1 |
810.3 |
810.3 |
814.3 |
807.8 |
| S2 |
805.5 |
805.5 |
813.5 |
|
| S3 |
796.3 |
801.3 |
812.8 |
|
| S4 |
787.3 |
792.0 |
810.3 |
|
|
| 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 |
818.7 |
791.3 |
27.4 |
3.4% |
11.8 |
1.4% |
87% |
True |
False |
83,261 |
| 10 |
818.7 |
788.3 |
30.4 |
3.7% |
10.8 |
1.3% |
88% |
True |
False |
77,207 |
| 20 |
818.7 |
759.2 |
59.5 |
7.3% |
14.3 |
1.7% |
94% |
True |
False |
97,224 |
| 40 |
820.5 |
753.2 |
67.3 |
8.3% |
14.3 |
1.7% |
92% |
False |
False |
105,511 |
| 60 |
820.5 |
722.1 |
98.4 |
12.1% |
15.0 |
1.8% |
95% |
False |
False |
103,169 |
| 80 |
825.1 |
722.1 |
103.0 |
12.6% |
12.8 |
1.6% |
90% |
False |
False |
77,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
857.5 |
|
2.618 |
842.5 |
|
1.618 |
833.5 |
|
1.000 |
827.8 |
|
0.618 |
824.3 |
|
HIGH |
818.8 |
|
0.618 |
815.3 |
|
0.500 |
814.3 |
|
0.382 |
813.0 |
|
LOW |
809.5 |
|
0.618 |
804.0 |
|
1.000 |
800.5 |
|
1.618 |
795.0 |
|
2.618 |
785.8 |
|
4.250 |
771.0 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
814.8 |
813.0 |
| PP |
814.5 |
810.5 |
| S1 |
814.3 |
808.3 |
|