ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
813.7 |
810.6 |
-3.1 |
-0.4% |
797.4 |
| High |
814.9 |
817.2 |
2.3 |
0.3% |
818.4 |
| Low |
807.6 |
801.5 |
-6.1 |
-0.8% |
788.3 |
| Close |
810.7 |
804.4 |
-6.3 |
-0.8% |
816.5 |
| Range |
7.3 |
15.7 |
8.4 |
115.1% |
30.1 |
| ATR |
13.0 |
13.2 |
0.2 |
1.5% |
0.0 |
| Volume |
94,338 |
100,660 |
6,322 |
6.7% |
419,572 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
854.8 |
845.3 |
813.0 |
|
| R3 |
839.0 |
829.5 |
808.8 |
|
| R2 |
823.5 |
823.5 |
807.3 |
|
| R1 |
814.0 |
814.0 |
805.8 |
810.8 |
| PP |
807.8 |
807.8 |
807.8 |
806.3 |
| S1 |
798.3 |
798.3 |
803.0 |
795.0 |
| S2 |
792.0 |
792.0 |
801.5 |
|
| S3 |
776.3 |
782.5 |
800.0 |
|
| S4 |
760.5 |
766.8 |
795.8 |
|
|
| 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 |
801.5 |
25.3 |
3.1% |
11.5 |
1.4% |
11% |
False |
True |
89,414 |
| 10 |
826.8 |
788.3 |
38.5 |
4.8% |
11.5 |
1.4% |
42% |
False |
False |
84,680 |
| 20 |
826.8 |
761.4 |
65.4 |
8.1% |
13.5 |
1.7% |
66% |
False |
False |
91,542 |
| 40 |
826.8 |
759.2 |
67.6 |
8.4% |
14.0 |
1.8% |
67% |
False |
False |
104,422 |
| 60 |
826.8 |
722.1 |
104.7 |
13.0% |
15.0 |
1.9% |
79% |
False |
False |
108,027 |
| 80 |
826.8 |
722.1 |
104.7 |
13.0% |
13.0 |
1.6% |
79% |
False |
False |
81,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
884.0 |
|
2.618 |
858.3 |
|
1.618 |
842.5 |
|
1.000 |
833.0 |
|
0.618 |
827.0 |
|
HIGH |
817.3 |
|
0.618 |
811.3 |
|
0.500 |
809.3 |
|
0.382 |
807.5 |
|
LOW |
801.5 |
|
0.618 |
791.8 |
|
1.000 |
785.8 |
|
1.618 |
776.0 |
|
2.618 |
760.5 |
|
4.250 |
734.8 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
809.3 |
814.3 |
| PP |
807.8 |
811.0 |
| S1 |
806.0 |
807.8 |
|