ICE Russell 2000 Mini Future December 2011
| Trading Metrics calculated at close of trading on 12-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
658.7 |
681.1 |
22.4 |
3.4% |
688.5 |
| High |
699.4 |
695.7 |
-3.7 |
-0.5% |
700.2 |
| Low |
648.4 |
681.1 |
32.7 |
5.0% |
622.6 |
| Close |
687.0 |
693.6 |
6.6 |
1.0% |
693.6 |
| Range |
51.0 |
14.6 |
-36.4 |
-71.4% |
77.6 |
| ATR |
26.5 |
25.6 |
-0.8 |
-3.2% |
0.0 |
| Volume |
79 |
79 |
0 |
0.0% |
703 |
|
| Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
734.0 |
728.3 |
701.8 |
|
| R3 |
719.3 |
713.8 |
697.5 |
|
| R2 |
704.8 |
704.8 |
696.3 |
|
| R1 |
699.3 |
699.3 |
695.0 |
702.0 |
| PP |
690.3 |
690.3 |
690.3 |
691.5 |
| S1 |
684.5 |
684.5 |
692.3 |
687.3 |
| S2 |
675.5 |
675.5 |
691.0 |
|
| S3 |
661.0 |
670.0 |
689.5 |
|
| S4 |
646.3 |
655.3 |
685.5 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
905.0 |
876.8 |
736.3 |
|
| R3 |
827.3 |
799.3 |
715.0 |
|
| R2 |
749.8 |
749.8 |
707.8 |
|
| R1 |
721.8 |
721.8 |
700.8 |
735.8 |
| PP |
672.3 |
672.3 |
672.3 |
679.3 |
| S1 |
644.0 |
644.0 |
686.5 |
658.0 |
| S2 |
594.5 |
594.5 |
679.3 |
|
| S3 |
517.0 |
566.5 |
672.3 |
|
| S4 |
439.3 |
488.8 |
651.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
757.8 |
|
2.618 |
734.0 |
|
1.618 |
719.3 |
|
1.000 |
710.3 |
|
0.618 |
704.8 |
|
HIGH |
695.8 |
|
0.618 |
690.0 |
|
0.500 |
688.5 |
|
0.382 |
686.8 |
|
LOW |
681.0 |
|
0.618 |
672.0 |
|
1.000 |
666.5 |
|
1.618 |
657.5 |
|
2.618 |
643.0 |
|
4.250 |
619.0 |
|
|
| Fisher Pivots for day following 12-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
691.8 |
687.0 |
| PP |
690.3 |
680.5 |
| S1 |
688.5 |
674.0 |
|