ICE Russell 2000 Mini Future December 2011
| Trading Metrics calculated at close of trading on 01-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
789.0 |
803.0 |
14.0 |
1.8% |
828.9 |
| High |
796.9 |
803.3 |
6.4 |
0.8% |
832.5 |
| Low |
780.7 |
780.7 |
0.0 |
0.0% |
780.7 |
| Close |
792.2 |
786.9 |
-5.3 |
-0.7% |
792.2 |
| Range |
16.2 |
22.6 |
6.4 |
39.5% |
51.8 |
| ATR |
9.7 |
10.6 |
0.9 |
9.5% |
0.0 |
| Volume |
14 |
45 |
31 |
221.4% |
57 |
|
| Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
858.0 |
845.0 |
799.3 |
|
| R3 |
835.5 |
822.5 |
793.0 |
|
| R2 |
813.0 |
813.0 |
791.0 |
|
| R1 |
800.0 |
800.0 |
789.0 |
795.0 |
| PP |
790.3 |
790.3 |
790.3 |
788.0 |
| S1 |
777.3 |
777.3 |
784.8 |
772.5 |
| S2 |
767.8 |
767.8 |
782.8 |
|
| S3 |
745.0 |
754.8 |
780.8 |
|
| S4 |
722.5 |
732.0 |
774.5 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
957.3 |
926.5 |
820.8 |
|
| R3 |
905.5 |
874.8 |
806.5 |
|
| R2 |
853.5 |
853.5 |
801.8 |
|
| R1 |
823.0 |
823.0 |
797.0 |
812.3 |
| PP |
801.8 |
801.8 |
801.8 |
796.5 |
| S1 |
771.0 |
771.0 |
787.5 |
760.5 |
| S2 |
750.0 |
750.0 |
782.8 |
|
| S3 |
698.3 |
719.3 |
778.0 |
|
| S4 |
646.5 |
667.5 |
763.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
899.3 |
|
2.618 |
862.5 |
|
1.618 |
839.8 |
|
1.000 |
826.0 |
|
0.618 |
817.3 |
|
HIGH |
803.3 |
|
0.618 |
794.8 |
|
0.500 |
792.0 |
|
0.382 |
789.3 |
|
LOW |
780.8 |
|
0.618 |
766.8 |
|
1.000 |
758.0 |
|
1.618 |
744.3 |
|
2.618 |
721.5 |
|
4.250 |
684.8 |
|
|
| Fisher Pivots for day following 01-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
792.0 |
792.3 |
| PP |
790.3 |
790.5 |
| S1 |
788.5 |
788.8 |
|