ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 06-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
820.8 |
821.1 |
0.3 |
0.0% |
807.6 |
| High |
824.8 |
839.4 |
14.6 |
1.8% |
819.5 |
| Low |
816.8 |
820.8 |
4.0 |
0.5% |
802.9 |
| Close |
821.1 |
836.3 |
15.2 |
1.9% |
811.1 |
| Range |
8.0 |
18.6 |
10.6 |
132.5% |
16.6 |
| ATR |
12.2 |
12.6 |
0.5 |
3.8% |
0.0 |
| Volume |
83,244 |
115,331 |
32,087 |
38.5% |
369,287 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
888.0 |
880.8 |
846.5 |
|
| R3 |
869.3 |
862.3 |
841.5 |
|
| R2 |
850.8 |
850.8 |
839.8 |
|
| R1 |
843.5 |
843.5 |
838.0 |
847.3 |
| PP |
832.3 |
832.3 |
832.3 |
834.0 |
| S1 |
825.0 |
825.0 |
834.5 |
828.5 |
| S2 |
813.5 |
813.5 |
833.0 |
|
| S3 |
795.0 |
806.3 |
831.3 |
|
| S4 |
776.3 |
787.8 |
826.0 |
|
|
| 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 |
839.4 |
802.9 |
36.5 |
4.4% |
13.5 |
1.6% |
92% |
True |
False |
97,964 |
| 10 |
839.4 |
800.7 |
38.7 |
4.6% |
11.8 |
1.4% |
92% |
True |
False |
88,420 |
| 20 |
839.4 |
788.3 |
51.1 |
6.1% |
11.3 |
1.4% |
94% |
True |
False |
84,711 |
| 40 |
839.4 |
759.2 |
80.2 |
9.6% |
13.3 |
1.6% |
96% |
True |
False |
97,052 |
| 60 |
839.4 |
744.9 |
94.5 |
11.3% |
14.0 |
1.7% |
97% |
True |
False |
108,277 |
| 80 |
839.4 |
722.1 |
117.3 |
14.0% |
14.0 |
1.7% |
97% |
True |
False |
90,822 |
| 100 |
839.4 |
722.1 |
117.3 |
14.0% |
12.0 |
1.4% |
97% |
True |
False |
72,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
918.5 |
|
2.618 |
888.0 |
|
1.618 |
869.5 |
|
1.000 |
858.0 |
|
0.618 |
851.0 |
|
HIGH |
839.5 |
|
0.618 |
832.3 |
|
0.500 |
830.0 |
|
0.382 |
828.0 |
|
LOW |
820.8 |
|
0.618 |
809.3 |
|
1.000 |
802.3 |
|
1.618 |
790.8 |
|
2.618 |
772.0 |
|
4.250 |
741.8 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
834.3 |
831.5 |
| PP |
832.3 |
827.0 |
| S1 |
830.0 |
822.3 |
|