ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 27-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
804.8 |
807.6 |
2.8 |
0.3% |
816.3 |
| High |
810.3 |
814.4 |
4.1 |
0.5% |
826.8 |
| Low |
800.7 |
805.3 |
4.6 |
0.6% |
800.7 |
| Close |
807.1 |
808.9 |
1.8 |
0.2% |
807.1 |
| Range |
9.6 |
9.1 |
-0.5 |
-5.2% |
26.1 |
| ATR |
12.9 |
12.6 |
-0.3 |
-2.1% |
0.0 |
| Volume |
79,410 |
65,921 |
-13,489 |
-17.0% |
439,944 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
836.8 |
832.0 |
814.0 |
|
| R3 |
827.8 |
822.8 |
811.5 |
|
| R2 |
818.8 |
818.8 |
810.5 |
|
| R1 |
813.8 |
813.8 |
809.8 |
816.3 |
| PP |
809.5 |
809.5 |
809.5 |
810.8 |
| S1 |
804.8 |
804.8 |
808.0 |
807.0 |
| S2 |
800.5 |
800.5 |
807.3 |
|
| S3 |
791.3 |
795.5 |
806.5 |
|
| S4 |
782.3 |
786.5 |
804.0 |
|
|
| 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% |
31% |
False |
False |
87,378 |
| 10 |
826.8 |
791.3 |
35.5 |
4.4% |
11.5 |
1.4% |
50% |
False |
False |
85,319 |
| 20 |
826.8 |
761.4 |
65.4 |
8.1% |
12.5 |
1.5% |
73% |
False |
False |
87,458 |
| 40 |
826.8 |
759.2 |
67.6 |
8.4% |
13.5 |
1.7% |
74% |
False |
False |
99,997 |
| 60 |
826.8 |
722.1 |
104.7 |
12.9% |
14.8 |
1.8% |
83% |
False |
False |
110,442 |
| 80 |
826.8 |
722.1 |
104.7 |
12.9% |
13.3 |
1.6% |
83% |
False |
False |
82,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
853.0 |
|
2.618 |
838.3 |
|
1.618 |
829.0 |
|
1.000 |
823.5 |
|
0.618 |
820.0 |
|
HIGH |
814.5 |
|
0.618 |
811.0 |
|
0.500 |
809.8 |
|
0.382 |
808.8 |
|
LOW |
805.3 |
|
0.618 |
799.8 |
|
1.000 |
796.3 |
|
1.618 |
790.5 |
|
2.618 |
781.5 |
|
4.250 |
766.5 |
|
|
| Fisher Pivots for day following 27-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
809.8 |
809.0 |
| PP |
809.5 |
809.0 |
| S1 |
809.3 |
809.0 |
|