ICE Russell 2000 Mini Future December 2011
| Trading Metrics calculated at close of trading on 30-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
690.9 |
717.9 |
27.0 |
3.9% |
645.3 |
| High |
719.9 |
722.7 |
2.8 |
0.4% |
696.5 |
| Low |
690.9 |
711.6 |
20.7 |
3.0% |
642.6 |
| Close |
718.8 |
718.8 |
0.0 |
0.0% |
686.5 |
| Range |
29.0 |
11.1 |
-17.9 |
-61.7% |
53.9 |
| ATR |
24.9 |
23.9 |
-1.0 |
-4.0% |
0.0 |
| Volume |
164 |
207 |
43 |
26.2% |
1,312 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
751.0 |
746.0 |
725.0 |
|
| R3 |
740.0 |
735.0 |
721.8 |
|
| R2 |
728.8 |
728.8 |
720.8 |
|
| R1 |
723.8 |
723.8 |
719.8 |
726.3 |
| PP |
717.8 |
717.8 |
717.8 |
719.0 |
| S1 |
712.8 |
712.8 |
717.8 |
715.3 |
| S2 |
706.5 |
706.5 |
716.8 |
|
| S3 |
695.5 |
701.5 |
715.8 |
|
| S4 |
684.5 |
690.5 |
712.8 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
837.0 |
815.5 |
716.3 |
|
| R3 |
783.0 |
761.8 |
701.3 |
|
| R2 |
729.0 |
729.0 |
696.5 |
|
| R1 |
707.8 |
707.8 |
691.5 |
718.5 |
| PP |
675.3 |
675.3 |
675.3 |
680.5 |
| S1 |
654.0 |
654.0 |
681.5 |
664.5 |
| S2 |
621.3 |
621.3 |
676.5 |
|
| S3 |
567.5 |
600.0 |
671.8 |
|
| S4 |
513.5 |
546.0 |
656.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
770.0 |
|
2.618 |
751.8 |
|
1.618 |
740.8 |
|
1.000 |
733.8 |
|
0.618 |
729.5 |
|
HIGH |
722.8 |
|
0.618 |
718.5 |
|
0.500 |
717.3 |
|
0.382 |
715.8 |
|
LOW |
711.5 |
|
0.618 |
704.8 |
|
1.000 |
700.5 |
|
1.618 |
693.8 |
|
2.618 |
682.5 |
|
4.250 |
664.5 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
718.3 |
709.8 |
| PP |
717.8 |
701.0 |
| S1 |
717.3 |
692.0 |
|