ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 07-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
821.1 |
836.9 |
15.8 |
1.9% |
814.2 |
| High |
839.4 |
843.9 |
4.5 |
0.5% |
843.9 |
| Low |
820.8 |
836.0 |
15.2 |
1.9% |
805.1 |
| Close |
836.3 |
842.9 |
6.6 |
0.8% |
842.9 |
| Range |
18.6 |
7.9 |
-10.7 |
-57.5% |
38.8 |
| ATR |
12.6 |
12.3 |
-0.3 |
-2.7% |
0.0 |
| Volume |
115,331 |
80,874 |
-34,457 |
-29.9% |
415,720 |
|
| Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
864.8 |
861.8 |
847.3 |
|
| R3 |
856.8 |
853.8 |
845.0 |
|
| R2 |
848.8 |
848.8 |
844.3 |
|
| R1 |
845.8 |
845.8 |
843.5 |
847.3 |
| PP |
841.0 |
841.0 |
841.0 |
841.8 |
| S1 |
838.0 |
838.0 |
842.3 |
839.5 |
| S2 |
833.0 |
833.0 |
841.5 |
|
| S3 |
825.3 |
830.0 |
840.8 |
|
| S4 |
817.3 |
822.3 |
838.5 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
947.0 |
933.8 |
864.3 |
|
| R3 |
908.3 |
895.0 |
853.5 |
|
| R2 |
869.5 |
869.5 |
850.0 |
|
| R1 |
856.3 |
856.3 |
846.5 |
862.8 |
| PP |
830.8 |
830.8 |
830.8 |
834.0 |
| S1 |
817.3 |
817.3 |
839.3 |
824.0 |
| S2 |
791.8 |
791.8 |
835.8 |
|
| S3 |
753.0 |
778.5 |
832.3 |
|
| S4 |
714.3 |
739.8 |
821.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
843.9 |
802.9 |
41.0 |
4.9% |
13.5 |
1.6% |
98% |
True |
False |
105,685 |
| 10 |
843.9 |
800.7 |
43.2 |
5.1% |
11.0 |
1.3% |
98% |
True |
False |
86,441 |
| 20 |
843.9 |
788.3 |
55.6 |
6.6% |
11.3 |
1.3% |
98% |
True |
False |
85,560 |
| 40 |
843.9 |
759.2 |
84.7 |
10.0% |
13.0 |
1.5% |
99% |
True |
False |
95,928 |
| 60 |
843.9 |
745.1 |
98.8 |
11.7% |
13.8 |
1.6% |
99% |
True |
False |
106,218 |
| 80 |
843.9 |
722.1 |
121.8 |
14.5% |
14.0 |
1.7% |
99% |
True |
False |
91,832 |
| 100 |
843.9 |
722.1 |
121.8 |
14.5% |
12.0 |
1.4% |
99% |
True |
False |
73,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
877.5 |
|
2.618 |
864.5 |
|
1.618 |
856.8 |
|
1.000 |
851.8 |
|
0.618 |
848.8 |
|
HIGH |
844.0 |
|
0.618 |
841.0 |
|
0.500 |
840.0 |
|
0.382 |
839.0 |
|
LOW |
836.0 |
|
0.618 |
831.0 |
|
1.000 |
828.0 |
|
1.618 |
823.3 |
|
2.618 |
815.3 |
|
4.250 |
802.5 |
|
|
| Fisher Pivots for day following 07-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
842.0 |
838.8 |
| PP |
841.0 |
834.5 |
| S1 |
840.0 |
830.3 |
|