ICE Russell 2000 Mini Future December 2011
| Trading Metrics calculated at close of trading on 15-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
681.9 |
697.5 |
15.6 |
2.3% |
659.1 |
| High |
709.2 |
713.5 |
4.3 |
0.6% |
709.2 |
| Low |
671.9 |
693.3 |
21.4 |
3.2% |
654.8 |
| Close |
697.7 |
710.3 |
12.6 |
1.8% |
670.4 |
| Range |
37.3 |
20.2 |
-17.1 |
-45.8% |
54.4 |
| ATR |
26.0 |
25.6 |
-0.4 |
-1.6% |
0.0 |
| Volume |
268,851 |
206,093 |
-62,758 |
-23.3% |
367,863 |
|
| Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
766.3 |
758.5 |
721.5 |
|
| R3 |
746.0 |
738.3 |
715.8 |
|
| R2 |
726.0 |
726.0 |
714.0 |
|
| R1 |
718.0 |
718.0 |
712.3 |
722.0 |
| PP |
705.8 |
705.8 |
705.8 |
707.8 |
| S1 |
698.0 |
698.0 |
708.5 |
701.8 |
| S2 |
685.5 |
685.5 |
706.5 |
|
| S3 |
665.3 |
677.8 |
704.8 |
|
| S4 |
645.0 |
657.5 |
699.3 |
|
|
| 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 |
799.3 |
|
2.618 |
766.5 |
|
1.618 |
746.3 |
|
1.000 |
733.8 |
|
0.618 |
726.0 |
|
HIGH |
713.5 |
|
0.618 |
705.8 |
|
0.500 |
703.5 |
|
0.382 |
701.0 |
|
LOW |
693.3 |
|
0.618 |
680.8 |
|
1.000 |
673.0 |
|
1.618 |
660.5 |
|
2.618 |
640.5 |
|
4.250 |
607.5 |
|
|
| Fisher Pivots for day following 15-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
708.0 |
703.5 |
| PP |
705.8 |
696.5 |
| S1 |
703.5 |
689.8 |
|