ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 31-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
812.9 |
805.3 |
-7.6 |
-0.9% |
807.6 |
| High |
812.9 |
817.2 |
4.3 |
0.5% |
819.5 |
| Low |
805.4 |
802.9 |
-2.5 |
-0.3% |
802.9 |
| Close |
805.7 |
811.1 |
5.4 |
0.7% |
811.1 |
| Range |
7.5 |
14.3 |
6.8 |
90.7% |
16.6 |
| ATR |
11.9 |
12.0 |
0.2 |
1.5% |
0.0 |
| Volume |
42,269 |
112,707 |
70,438 |
166.6% |
369,287 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
853.3 |
846.5 |
819.0 |
|
| R3 |
839.0 |
832.3 |
815.0 |
|
| R2 |
824.8 |
824.8 |
813.8 |
|
| R1 |
818.0 |
818.0 |
812.5 |
821.3 |
| PP |
810.5 |
810.5 |
810.5 |
812.0 |
| S1 |
803.5 |
803.5 |
809.8 |
807.0 |
| S2 |
796.0 |
796.0 |
808.5 |
|
| S3 |
781.8 |
789.3 |
807.3 |
|
| S4 |
767.5 |
775.0 |
803.3 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
861.0 |
852.8 |
820.3 |
|
| R3 |
844.3 |
836.0 |
815.8 |
|
| R2 |
827.8 |
827.8 |
814.3 |
|
| R1 |
819.5 |
819.5 |
812.5 |
823.5 |
| PP |
811.3 |
811.3 |
811.3 |
813.3 |
| S1 |
802.8 |
802.8 |
809.5 |
807.0 |
| S2 |
794.5 |
794.5 |
808.0 |
|
| S3 |
778.0 |
786.3 |
806.5 |
|
| S4 |
761.3 |
769.8 |
802.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
819.5 |
802.9 |
16.6 |
2.0% |
9.5 |
1.2% |
49% |
False |
True |
73,857 |
| 10 |
826.8 |
800.7 |
26.1 |
3.2% |
10.5 |
1.3% |
40% |
False |
False |
80,923 |
| 20 |
826.8 |
785.4 |
41.4 |
5.1% |
10.8 |
1.3% |
62% |
False |
False |
79,281 |
| 40 |
826.8 |
759.2 |
67.6 |
8.3% |
13.0 |
1.6% |
77% |
False |
False |
96,868 |
| 60 |
826.8 |
742.7 |
84.1 |
10.4% |
14.3 |
1.8% |
81% |
False |
False |
113,984 |
| 80 |
826.8 |
722.1 |
104.7 |
12.9% |
13.5 |
1.7% |
85% |
False |
False |
86,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
878.0 |
|
2.618 |
854.8 |
|
1.618 |
840.3 |
|
1.000 |
831.5 |
|
0.618 |
826.0 |
|
HIGH |
817.3 |
|
0.618 |
811.8 |
|
0.500 |
810.0 |
|
0.382 |
808.3 |
|
LOW |
803.0 |
|
0.618 |
794.0 |
|
1.000 |
788.5 |
|
1.618 |
779.8 |
|
2.618 |
765.5 |
|
4.250 |
742.0 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
810.8 |
811.3 |
| PP |
810.5 |
811.3 |
| S1 |
810.0 |
811.3 |
|