ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 24-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
810.6 |
804.8 |
-5.8 |
-0.7% |
816.3 |
| High |
817.2 |
810.3 |
-6.9 |
-0.8% |
826.8 |
| Low |
801.5 |
800.7 |
-0.8 |
-0.1% |
800.7 |
| Close |
804.4 |
807.1 |
2.7 |
0.3% |
807.1 |
| Range |
15.7 |
9.6 |
-6.1 |
-38.9% |
26.1 |
| ATR |
13.2 |
12.9 |
-0.3 |
-1.9% |
0.0 |
| Volume |
100,660 |
79,410 |
-21,250 |
-21.1% |
439,944 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
834.8 |
830.5 |
812.5 |
|
| R3 |
825.3 |
821.0 |
809.8 |
|
| R2 |
815.8 |
815.8 |
808.8 |
|
| R1 |
811.3 |
811.3 |
808.0 |
813.5 |
| PP |
806.0 |
806.0 |
806.0 |
807.0 |
| S1 |
801.8 |
801.8 |
806.3 |
804.0 |
| S2 |
796.5 |
796.5 |
805.3 |
|
| S3 |
786.8 |
792.3 |
804.5 |
|
| S4 |
777.3 |
782.5 |
801.8 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
889.8 |
874.5 |
821.5 |
|
| R3 |
863.8 |
848.5 |
814.3 |
|
| R2 |
837.8 |
837.8 |
812.0 |
|
| R1 |
822.3 |
822.3 |
809.5 |
817.0 |
| PP |
811.5 |
811.5 |
811.5 |
808.8 |
| S1 |
796.3 |
796.3 |
804.8 |
790.8 |
| S2 |
785.5 |
785.5 |
802.3 |
|
| S3 |
759.3 |
770.3 |
800.0 |
|
| S4 |
733.3 |
744.0 |
792.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
826.8 |
800.7 |
26.1 |
3.2% |
11.5 |
1.4% |
25% |
False |
True |
87,988 |
| 10 |
826.8 |
788.3 |
38.5 |
4.8% |
11.8 |
1.5% |
49% |
False |
False |
85,951 |
| 20 |
826.8 |
761.4 |
65.4 |
8.1% |
12.5 |
1.6% |
70% |
False |
False |
88,480 |
| 40 |
826.8 |
759.2 |
67.6 |
8.4% |
14.0 |
1.7% |
71% |
False |
False |
102,511 |
| 60 |
826.8 |
722.1 |
104.7 |
13.0% |
15.0 |
1.9% |
81% |
False |
False |
109,347 |
| 80 |
826.8 |
722.1 |
104.7 |
13.0% |
13.3 |
1.6% |
81% |
False |
False |
82,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
851.0 |
|
2.618 |
835.5 |
|
1.618 |
825.8 |
|
1.000 |
820.0 |
|
0.618 |
816.3 |
|
HIGH |
810.3 |
|
0.618 |
806.8 |
|
0.500 |
805.5 |
|
0.382 |
804.3 |
|
LOW |
800.8 |
|
0.618 |
794.8 |
|
1.000 |
791.0 |
|
1.618 |
785.3 |
|
2.618 |
775.5 |
|
4.250 |
760.0 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
806.5 |
809.0 |
| PP |
806.0 |
808.3 |
| S1 |
805.5 |
807.8 |
|