ICE Russell 2000 Mini Future December 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 |
815.9 |
819.9 |
4.0 |
0.5% |
802.8 |
| High |
819.8 |
835.0 |
15.2 |
1.9% |
814.9 |
| Low |
814.3 |
819.9 |
5.6 |
0.7% |
799.2 |
| Close |
817.0 |
832.2 |
15.2 |
1.9% |
806.9 |
| Range |
5.5 |
15.1 |
9.6 |
174.5% |
15.7 |
| ATR |
7.6 |
8.3 |
0.7 |
9.8% |
0.0 |
| Volume |
496 |
1,655 |
1,159 |
233.7% |
384 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
874.3 |
868.3 |
840.5 |
|
| R3 |
859.3 |
853.3 |
836.3 |
|
| R2 |
844.3 |
844.3 |
835.0 |
|
| R1 |
838.3 |
838.3 |
833.5 |
841.3 |
| PP |
829.0 |
829.0 |
829.0 |
830.5 |
| S1 |
823.0 |
823.0 |
830.8 |
826.0 |
| S2 |
814.0 |
814.0 |
829.5 |
|
| S3 |
798.8 |
808.0 |
828.0 |
|
| S4 |
783.8 |
792.8 |
824.0 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
854.0 |
846.3 |
815.5 |
|
| R3 |
838.5 |
830.5 |
811.3 |
|
| R2 |
822.8 |
822.8 |
809.8 |
|
| R1 |
814.8 |
814.8 |
808.3 |
818.8 |
| PP |
807.0 |
807.0 |
807.0 |
809.0 |
| S1 |
799.0 |
799.0 |
805.5 |
803.0 |
| S2 |
791.3 |
791.3 |
804.0 |
|
| S3 |
775.5 |
783.5 |
802.5 |
|
| S4 |
760.0 |
767.8 |
798.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
899.3 |
|
2.618 |
874.5 |
|
1.618 |
859.5 |
|
1.000 |
850.0 |
|
0.618 |
844.3 |
|
HIGH |
835.0 |
|
0.618 |
829.3 |
|
0.500 |
827.5 |
|
0.382 |
825.8 |
|
LOW |
820.0 |
|
0.618 |
810.5 |
|
1.000 |
804.8 |
|
1.618 |
795.5 |
|
2.618 |
780.3 |
|
4.250 |
755.8 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
830.5 |
827.5 |
| PP |
829.0 |
823.0 |
| S1 |
827.5 |
818.5 |
|