ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
816.3 |
815.3 |
-1.0 |
-0.1% |
797.4 |
| High |
818.7 |
826.8 |
8.1 |
1.0% |
818.4 |
| Low |
809.6 |
811.6 |
2.0 |
0.2% |
788.3 |
| Close |
815.2 |
814.7 |
-0.5 |
-0.1% |
816.5 |
| Range |
9.1 |
15.2 |
6.1 |
67.0% |
30.1 |
| ATR |
13.3 |
13.4 |
0.1 |
1.0% |
0.0 |
| Volume |
68,975 |
96,561 |
27,586 |
40.0% |
419,572 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
863.3 |
854.3 |
823.0 |
|
| R3 |
848.0 |
839.0 |
819.0 |
|
| R2 |
833.0 |
833.0 |
817.5 |
|
| R1 |
823.8 |
823.8 |
816.0 |
820.8 |
| PP |
817.8 |
817.8 |
817.8 |
816.3 |
| S1 |
808.5 |
808.5 |
813.3 |
805.5 |
| S2 |
802.5 |
802.5 |
812.0 |
|
| S3 |
787.3 |
793.5 |
810.5 |
|
| S4 |
772.0 |
778.3 |
806.3 |
|
|
| 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 |
826.8 |
791.3 |
35.5 |
4.4% |
12.3 |
1.5% |
66% |
True |
False |
87,197 |
| 10 |
826.8 |
788.3 |
38.5 |
4.7% |
10.8 |
1.3% |
69% |
True |
False |
77,528 |
| 20 |
826.8 |
759.2 |
67.6 |
8.3% |
14.0 |
1.7% |
82% |
True |
False |
94,360 |
| 40 |
826.8 |
753.2 |
73.6 |
9.0% |
14.3 |
1.7% |
84% |
True |
False |
105,006 |
| 60 |
826.8 |
722.1 |
104.7 |
12.9% |
15.3 |
1.9% |
88% |
True |
False |
104,778 |
| 80 |
826.8 |
722.1 |
104.7 |
12.9% |
12.8 |
1.6% |
88% |
True |
False |
78,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
891.5 |
|
2.618 |
866.5 |
|
1.618 |
851.5 |
|
1.000 |
842.0 |
|
0.618 |
836.3 |
|
HIGH |
826.8 |
|
0.618 |
821.0 |
|
0.500 |
819.3 |
|
0.382 |
817.5 |
|
LOW |
811.5 |
|
0.618 |
802.3 |
|
1.000 |
796.5 |
|
1.618 |
787.0 |
|
2.618 |
771.8 |
|
4.250 |
747.0 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
819.3 |
817.8 |
| PP |
817.8 |
816.8 |
| S1 |
816.3 |
815.8 |
|