ICE Russell 2000 Mini Future December 2011
| Trading Metrics calculated at close of trading on 05-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
770.2 |
721.8 |
-48.4 |
-6.3% |
803.0 |
| High |
770.2 |
735.1 |
-35.1 |
-4.6% |
803.3 |
| Low |
724.3 |
697.3 |
-27.0 |
-3.7% |
697.3 |
| Close |
721.2 |
710.2 |
-11.0 |
-1.5% |
710.2 |
| Range |
45.9 |
37.8 |
-8.1 |
-17.6% |
106.0 |
| ATR |
14.9 |
16.5 |
1.6 |
11.0% |
0.0 |
| Volume |
82 |
82 |
0 |
0.0% |
348 |
|
| Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
827.5 |
806.8 |
731.0 |
|
| R3 |
789.8 |
769.0 |
720.5 |
|
| R2 |
752.0 |
752.0 |
717.3 |
|
| R1 |
731.0 |
731.0 |
713.8 |
722.8 |
| PP |
714.3 |
714.3 |
714.3 |
710.0 |
| S1 |
693.3 |
693.3 |
706.8 |
684.8 |
| S2 |
676.5 |
676.5 |
703.3 |
|
| S3 |
638.5 |
655.5 |
699.8 |
|
| S4 |
600.8 |
617.8 |
689.5 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,055.0 |
988.5 |
768.5 |
|
| R3 |
949.0 |
882.5 |
739.3 |
|
| R2 |
843.0 |
843.0 |
729.8 |
|
| R1 |
776.5 |
776.5 |
720.0 |
756.8 |
| PP |
737.0 |
737.0 |
737.0 |
727.0 |
| S1 |
670.5 |
670.5 |
700.5 |
650.8 |
| S2 |
631.0 |
631.0 |
690.8 |
|
| S3 |
525.0 |
564.5 |
681.0 |
|
| S4 |
419.0 |
458.5 |
652.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
895.8 |
|
2.618 |
834.0 |
|
1.618 |
796.3 |
|
1.000 |
773.0 |
|
0.618 |
758.5 |
|
HIGH |
735.0 |
|
0.618 |
720.8 |
|
0.500 |
716.3 |
|
0.382 |
711.8 |
|
LOW |
697.3 |
|
0.618 |
674.0 |
|
1.000 |
659.5 |
|
1.618 |
636.3 |
|
2.618 |
598.3 |
|
4.250 |
536.8 |
|
|
| Fisher Pivots for day following 05-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
716.3 |
733.8 |
| PP |
714.3 |
726.0 |
| S1 |
712.3 |
718.0 |
|