ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 30-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
813.8 |
812.9 |
-0.9 |
-0.1% |
816.3 |
| High |
819.5 |
812.9 |
-6.6 |
-0.8% |
826.8 |
| Low |
811.1 |
805.4 |
-5.7 |
-0.7% |
800.7 |
| Close |
814.5 |
805.7 |
-8.8 |
-1.1% |
807.1 |
| Range |
8.4 |
7.5 |
-0.9 |
-10.7% |
26.1 |
| ATR |
12.1 |
11.9 |
-0.2 |
-1.8% |
0.0 |
| Volume |
71,949 |
42,269 |
-29,680 |
-41.3% |
439,944 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
830.5 |
825.5 |
809.8 |
|
| R3 |
823.0 |
818.0 |
807.8 |
|
| R2 |
815.5 |
815.5 |
807.0 |
|
| R1 |
810.5 |
810.5 |
806.5 |
809.3 |
| PP |
808.0 |
808.0 |
808.0 |
807.3 |
| S1 |
803.0 |
803.0 |
805.0 |
801.8 |
| S2 |
800.5 |
800.5 |
804.3 |
|
| S3 |
793.0 |
795.5 |
803.8 |
|
| S4 |
785.5 |
788.0 |
801.5 |
|
|
| 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 |
819.5 |
800.7 |
18.8 |
2.3% |
8.5 |
1.1% |
27% |
False |
False |
67,198 |
| 10 |
826.8 |
800.7 |
26.1 |
3.2% |
10.0 |
1.2% |
19% |
False |
False |
78,306 |
| 20 |
826.8 |
766.6 |
60.2 |
7.5% |
11.3 |
1.4% |
65% |
False |
False |
79,223 |
| 40 |
826.8 |
759.2 |
67.6 |
8.4% |
13.0 |
1.6% |
69% |
False |
False |
96,808 |
| 60 |
826.8 |
742.7 |
84.1 |
10.4% |
14.5 |
1.8% |
75% |
False |
False |
113,150 |
| 80 |
826.8 |
722.1 |
104.7 |
13.0% |
13.5 |
1.7% |
80% |
False |
False |
85,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
844.8 |
|
2.618 |
832.5 |
|
1.618 |
825.0 |
|
1.000 |
820.5 |
|
0.618 |
817.5 |
|
HIGH |
813.0 |
|
0.618 |
810.0 |
|
0.500 |
809.3 |
|
0.382 |
808.3 |
|
LOW |
805.5 |
|
0.618 |
800.8 |
|
1.000 |
798.0 |
|
1.618 |
793.3 |
|
2.618 |
785.8 |
|
4.250 |
773.5 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
809.3 |
812.5 |
| PP |
808.0 |
810.3 |
| S1 |
806.8 |
808.0 |
|