ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 04-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
805.3 |
814.2 |
8.9 |
1.1% |
807.6 |
| High |
817.2 |
823.7 |
6.5 |
0.8% |
819.5 |
| Low |
802.9 |
805.1 |
2.2 |
0.3% |
802.9 |
| Close |
811.1 |
822.9 |
11.8 |
1.5% |
811.1 |
| Range |
14.3 |
18.6 |
4.3 |
30.1% |
16.6 |
| ATR |
12.0 |
12.5 |
0.5 |
3.9% |
0.0 |
| Volume |
112,707 |
136,271 |
23,564 |
20.9% |
369,287 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
873.0 |
866.5 |
833.3 |
|
| R3 |
854.5 |
848.0 |
828.0 |
|
| R2 |
835.8 |
835.8 |
826.3 |
|
| R1 |
829.3 |
829.3 |
824.5 |
832.5 |
| PP |
817.3 |
817.3 |
817.3 |
818.8 |
| S1 |
810.8 |
810.8 |
821.3 |
814.0 |
| S2 |
798.8 |
798.8 |
819.5 |
|
| S3 |
780.0 |
792.3 |
817.8 |
|
| S4 |
761.5 |
773.5 |
812.8 |
|
|
| 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 |
823.7 |
802.9 |
20.8 |
2.5% |
11.5 |
1.4% |
96% |
True |
False |
87,927 |
| 10 |
826.8 |
800.7 |
26.1 |
3.2% |
11.5 |
1.4% |
85% |
False |
False |
87,652 |
| 20 |
826.8 |
788.3 |
38.5 |
4.7% |
11.0 |
1.4% |
90% |
False |
False |
82,430 |
| 40 |
826.8 |
759.2 |
67.6 |
8.2% |
13.5 |
1.6% |
94% |
False |
False |
97,920 |
| 60 |
826.8 |
742.7 |
84.1 |
10.2% |
14.3 |
1.7% |
95% |
False |
False |
113,381 |
| 80 |
826.8 |
722.1 |
104.7 |
12.7% |
13.8 |
1.7% |
96% |
False |
False |
88,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
902.8 |
|
2.618 |
872.5 |
|
1.618 |
853.8 |
|
1.000 |
842.3 |
|
0.618 |
835.3 |
|
HIGH |
823.8 |
|
0.618 |
816.5 |
|
0.500 |
814.5 |
|
0.382 |
812.3 |
|
LOW |
805.0 |
|
0.618 |
793.5 |
|
1.000 |
786.5 |
|
1.618 |
775.0 |
|
2.618 |
756.5 |
|
4.250 |
726.0 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
820.0 |
819.8 |
| PP |
817.3 |
816.5 |
| S1 |
814.5 |
813.3 |
|