ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 13-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
839.2 |
846.0 |
6.8 |
0.8% |
814.2 |
| High |
847.1 |
861.7 |
14.6 |
1.7% |
843.9 |
| Low |
838.9 |
842.0 |
3.1 |
0.4% |
805.1 |
| Close |
846.5 |
856.2 |
9.7 |
1.1% |
842.9 |
| Range |
8.2 |
19.7 |
11.5 |
140.2% |
38.8 |
| ATR |
11.7 |
12.3 |
0.6 |
4.9% |
0.0 |
| Volume |
116,157 |
179,463 |
63,306 |
54.5% |
415,720 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
912.5 |
904.0 |
867.0 |
|
| R3 |
892.8 |
884.3 |
861.5 |
|
| R2 |
873.0 |
873.0 |
859.8 |
|
| R1 |
864.5 |
864.5 |
858.0 |
868.8 |
| PP |
853.3 |
853.3 |
853.3 |
855.5 |
| S1 |
845.0 |
845.0 |
854.5 |
849.0 |
| S2 |
833.5 |
833.5 |
852.5 |
|
| S3 |
814.0 |
825.3 |
850.8 |
|
| S4 |
794.3 |
805.5 |
845.3 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
947.0 |
933.8 |
864.3 |
|
| R3 |
908.3 |
895.0 |
853.5 |
|
| R2 |
869.5 |
869.5 |
850.0 |
|
| R1 |
856.3 |
856.3 |
846.5 |
862.8 |
| PP |
830.8 |
830.8 |
830.8 |
834.0 |
| S1 |
817.3 |
817.3 |
839.3 |
824.0 |
| S2 |
791.8 |
791.8 |
835.8 |
|
| S3 |
753.0 |
778.5 |
832.3 |
|
| S4 |
714.3 |
739.8 |
821.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
861.7 |
834.3 |
27.4 |
3.2% |
11.3 |
1.3% |
80% |
True |
False |
104,395 |
| 10 |
861.7 |
802.9 |
58.8 |
6.9% |
12.3 |
1.4% |
91% |
True |
False |
101,180 |
| 20 |
861.7 |
797.8 |
63.9 |
7.5% |
11.5 |
1.3% |
91% |
True |
False |
92,832 |
| 40 |
861.7 |
759.2 |
102.5 |
12.0% |
13.0 |
1.5% |
95% |
True |
False |
96,895 |
| 60 |
861.7 |
753.2 |
108.5 |
12.7% |
13.5 |
1.6% |
95% |
True |
False |
103,984 |
| 80 |
861.7 |
722.1 |
139.6 |
16.3% |
14.0 |
1.6% |
96% |
True |
False |
97,341 |
| 100 |
861.7 |
722.1 |
139.6 |
16.3% |
12.5 |
1.4% |
96% |
True |
False |
77,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
945.5 |
|
2.618 |
913.3 |
|
1.618 |
893.5 |
|
1.000 |
881.5 |
|
0.618 |
873.8 |
|
HIGH |
861.8 |
|
0.618 |
854.3 |
|
0.500 |
851.8 |
|
0.382 |
849.5 |
|
LOW |
842.0 |
|
0.618 |
829.8 |
|
1.000 |
822.3 |
|
1.618 |
810.3 |
|
2.618 |
790.5 |
|
4.250 |
758.3 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
854.8 |
853.5 |
| PP |
853.3 |
850.8 |
| S1 |
851.8 |
848.0 |
|