ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 28-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
807.6 |
809.6 |
2.0 |
0.2% |
816.3 |
| High |
814.4 |
814.8 |
0.4 |
0.0% |
826.8 |
| Low |
805.3 |
806.3 |
1.0 |
0.1% |
800.7 |
| Close |
808.9 |
813.1 |
4.2 |
0.5% |
807.1 |
| Range |
9.1 |
8.5 |
-0.6 |
-6.6% |
26.1 |
| ATR |
12.6 |
12.3 |
-0.3 |
-2.3% |
0.0 |
| Volume |
65,921 |
76,441 |
10,520 |
16.0% |
439,944 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
837.0 |
833.5 |
817.8 |
|
| R3 |
828.5 |
825.0 |
815.5 |
|
| R2 |
820.0 |
820.0 |
814.8 |
|
| R1 |
816.5 |
816.5 |
814.0 |
818.3 |
| PP |
811.5 |
811.5 |
811.5 |
812.3 |
| S1 |
808.0 |
808.0 |
812.3 |
809.8 |
| S2 |
803.0 |
803.0 |
811.5 |
|
| S3 |
794.5 |
799.5 |
810.8 |
|
| S4 |
786.0 |
791.0 |
808.5 |
|
|
| 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 |
817.2 |
800.7 |
16.5 |
2.0% |
10.0 |
1.2% |
75% |
False |
False |
83,354 |
| 10 |
826.8 |
791.3 |
35.5 |
4.4% |
11.3 |
1.4% |
61% |
False |
False |
85,275 |
| 20 |
826.8 |
761.4 |
65.4 |
8.0% |
12.3 |
1.5% |
79% |
False |
False |
86,159 |
| 40 |
826.8 |
759.2 |
67.6 |
8.3% |
13.3 |
1.6% |
80% |
False |
False |
98,752 |
| 60 |
826.8 |
725.5 |
101.3 |
12.5% |
14.8 |
1.8% |
86% |
False |
False |
111,712 |
| 80 |
826.8 |
722.1 |
104.7 |
12.9% |
13.3 |
1.6% |
87% |
False |
False |
83,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
851.0 |
|
2.618 |
837.0 |
|
1.618 |
828.5 |
|
1.000 |
823.3 |
|
0.618 |
820.0 |
|
HIGH |
814.8 |
|
0.618 |
811.5 |
|
0.500 |
810.5 |
|
0.382 |
809.5 |
|
LOW |
806.3 |
|
0.618 |
801.0 |
|
1.000 |
797.8 |
|
1.618 |
792.5 |
|
2.618 |
784.0 |
|
4.250 |
770.3 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
812.3 |
811.3 |
| PP |
811.5 |
809.5 |
| S1 |
810.5 |
807.8 |
|