ICE Russell 2000 Mini Future December 2011
| Trading Metrics calculated at close of trading on 22-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
656.3 |
645.3 |
-11.0 |
-1.7% |
698.8 |
| High |
660.1 |
664.9 |
4.8 |
0.7% |
709.5 |
| Low |
645.7 |
642.8 |
-2.9 |
-0.4% |
645.7 |
| Close |
650.8 |
646.6 |
-4.2 |
-0.6% |
650.8 |
| Range |
14.4 |
22.1 |
7.7 |
53.5% |
63.8 |
| ATR |
23.9 |
23.8 |
-0.1 |
-0.5% |
0.0 |
| Volume |
65 |
88 |
23 |
35.4% |
229 |
|
| Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
717.8 |
704.3 |
658.8 |
|
| R3 |
695.8 |
682.3 |
652.8 |
|
| R2 |
673.5 |
673.5 |
650.8 |
|
| R1 |
660.0 |
660.0 |
648.8 |
666.8 |
| PP |
651.5 |
651.5 |
651.5 |
654.8 |
| S1 |
638.0 |
638.0 |
644.5 |
644.8 |
| S2 |
629.3 |
629.3 |
642.5 |
|
| S3 |
607.3 |
615.8 |
640.5 |
|
| S4 |
585.3 |
593.8 |
634.5 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
860.0 |
819.3 |
686.0 |
|
| R3 |
796.3 |
755.5 |
668.3 |
|
| R2 |
732.5 |
732.5 |
662.5 |
|
| R1 |
691.8 |
691.8 |
656.8 |
680.3 |
| PP |
668.8 |
668.8 |
668.8 |
663.0 |
| S1 |
627.8 |
627.8 |
645.0 |
616.3 |
| S2 |
604.8 |
604.8 |
639.0 |
|
| S3 |
541.0 |
564.0 |
633.3 |
|
| S4 |
477.3 |
500.3 |
615.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
758.8 |
|
2.618 |
722.8 |
|
1.618 |
700.8 |
|
1.000 |
687.0 |
|
0.618 |
678.5 |
|
HIGH |
665.0 |
|
0.618 |
656.5 |
|
0.500 |
653.8 |
|
0.382 |
651.3 |
|
LOW |
642.8 |
|
0.618 |
629.3 |
|
1.000 |
620.8 |
|
1.618 |
607.0 |
|
2.618 |
585.0 |
|
4.250 |
549.0 |
|
|
| Fisher Pivots for day following 22-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
653.8 |
669.0 |
| PP |
651.5 |
661.5 |
| S1 |
649.0 |
654.0 |
|