ICE Russell 2000 Mini Future December 2011
| Trading Metrics calculated at close of trading on 12-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
689.6 |
665.3 |
-24.3 |
-3.5% |
659.1 |
| High |
698.6 |
679.9 |
-18.7 |
-2.7% |
709.2 |
| Low |
662.2 |
653.3 |
-8.9 |
-1.3% |
654.8 |
| Close |
670.4 |
677.0 |
6.6 |
1.0% |
670.4 |
| Range |
36.4 |
26.6 |
-9.8 |
-26.9% |
54.4 |
| ATR |
25.2 |
25.3 |
0.1 |
0.4% |
0.0 |
| Volume |
237,928 |
314,047 |
76,119 |
32.0% |
367,863 |
|
| Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
749.8 |
740.0 |
691.8 |
|
| R3 |
723.3 |
713.5 |
684.3 |
|
| R2 |
696.8 |
696.8 |
682.0 |
|
| R1 |
686.8 |
686.8 |
679.5 |
691.8 |
| PP |
670.0 |
670.0 |
670.0 |
672.5 |
| S1 |
660.3 |
660.3 |
674.5 |
665.3 |
| S2 |
643.5 |
643.5 |
672.0 |
|
| S3 |
616.8 |
633.8 |
669.8 |
|
| S4 |
590.3 |
607.0 |
662.3 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
841.3 |
810.3 |
700.3 |
|
| R3 |
787.0 |
755.8 |
685.3 |
|
| R2 |
732.5 |
732.5 |
680.3 |
|
| R1 |
701.5 |
701.5 |
675.5 |
717.0 |
| PP |
678.3 |
678.3 |
678.3 |
686.0 |
| S1 |
647.0 |
647.0 |
665.5 |
662.5 |
| S2 |
623.8 |
623.8 |
660.5 |
|
| S3 |
569.3 |
592.8 |
655.5 |
|
| S4 |
515.0 |
538.3 |
640.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
793.0 |
|
2.618 |
749.5 |
|
1.618 |
723.0 |
|
1.000 |
706.5 |
|
0.618 |
696.3 |
|
HIGH |
680.0 |
|
0.618 |
669.8 |
|
0.500 |
666.5 |
|
0.382 |
663.5 |
|
LOW |
653.3 |
|
0.618 |
636.8 |
|
1.000 |
626.8 |
|
1.618 |
610.3 |
|
2.618 |
583.8 |
|
4.250 |
540.3 |
|
|
| Fisher Pivots for day following 12-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
673.5 |
681.3 |
| PP |
670.0 |
679.8 |
| S1 |
666.5 |
678.5 |
|