ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
759.8 |
762.9 |
3.1 |
0.4% |
790.4 |
| High |
759.8 |
762.9 |
3.1 |
0.4% |
797.8 |
| Low |
759.8 |
762.9 |
3.1 |
0.4% |
784.7 |
| Close |
759.8 |
762.9 |
3.1 |
0.4% |
784.7 |
| Range |
|
|
|
|
|
| ATR |
6.8 |
6.5 |
-0.3 |
-3.9% |
0.0 |
| Volume |
0 |
150 |
150 |
|
3,000 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
763.0 |
763.0 |
763.0 |
|
| R3 |
763.0 |
763.0 |
763.0 |
|
| R2 |
763.0 |
763.0 |
763.0 |
|
| R1 |
763.0 |
763.0 |
763.0 |
763.0 |
| PP |
763.0 |
763.0 |
763.0 |
763.0 |
| S1 |
763.0 |
763.0 |
763.0 |
763.0 |
| S2 |
763.0 |
763.0 |
763.0 |
|
| S3 |
763.0 |
763.0 |
763.0 |
|
| S4 |
763.0 |
763.0 |
763.0 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
828.3 |
819.8 |
792.0 |
|
| R3 |
815.3 |
806.5 |
788.3 |
|
| R2 |
802.3 |
802.3 |
787.0 |
|
| R1 |
793.5 |
793.5 |
786.0 |
791.3 |
| PP |
789.0 |
789.0 |
789.0 |
788.0 |
| S1 |
780.3 |
780.3 |
783.5 |
778.3 |
| S2 |
776.0 |
776.0 |
782.3 |
|
| S3 |
762.8 |
767.3 |
781.0 |
|
| S4 |
749.8 |
754.3 |
777.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
763.0 |
|
2.618 |
763.0 |
|
1.618 |
763.0 |
|
1.000 |
763.0 |
|
0.618 |
763.0 |
|
HIGH |
763.0 |
|
0.618 |
763.0 |
|
0.500 |
763.0 |
|
0.382 |
763.0 |
|
LOW |
763.0 |
|
0.618 |
763.0 |
|
1.000 |
763.0 |
|
1.618 |
763.0 |
|
2.618 |
763.0 |
|
4.250 |
763.0 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
763.0 |
765.8 |
| PP |
763.0 |
764.8 |
| S1 |
763.0 |
763.8 |
|