ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 10-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
836.9 |
842.1 |
5.2 |
0.6% |
814.2 |
| High |
843.9 |
844.5 |
0.6 |
0.1% |
843.9 |
| Low |
836.0 |
835.7 |
-0.3 |
0.0% |
805.1 |
| Close |
842.9 |
837.3 |
-5.6 |
-0.7% |
842.9 |
| Range |
7.9 |
8.8 |
0.9 |
11.4% |
38.8 |
| ATR |
12.3 |
12.0 |
-0.2 |
-2.0% |
0.0 |
| Volume |
80,874 |
68,342 |
-12,532 |
-15.5% |
415,720 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
865.5 |
860.3 |
842.3 |
|
| R3 |
856.8 |
851.5 |
839.8 |
|
| R2 |
848.0 |
848.0 |
839.0 |
|
| R1 |
842.8 |
842.8 |
838.0 |
841.0 |
| PP |
839.3 |
839.3 |
839.3 |
838.3 |
| S1 |
833.8 |
833.8 |
836.5 |
832.0 |
| S2 |
830.3 |
830.3 |
835.8 |
|
| S3 |
821.5 |
825.0 |
835.0 |
|
| S4 |
812.8 |
816.3 |
832.5 |
|
|
| 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 |
844.5 |
805.1 |
39.4 |
4.7% |
12.5 |
1.5% |
82% |
True |
False |
96,812 |
| 10 |
844.5 |
802.9 |
41.6 |
5.0% |
11.0 |
1.3% |
83% |
True |
False |
85,334 |
| 20 |
844.5 |
788.3 |
56.2 |
6.7% |
11.5 |
1.4% |
87% |
True |
False |
85,643 |
| 40 |
844.5 |
759.2 |
85.3 |
10.2% |
13.0 |
1.5% |
92% |
True |
False |
95,247 |
| 60 |
844.5 |
753.2 |
91.3 |
10.9% |
13.8 |
1.6% |
92% |
True |
False |
104,363 |
| 80 |
844.5 |
722.1 |
122.4 |
14.6% |
13.8 |
1.7% |
94% |
True |
False |
92,684 |
| 100 |
844.5 |
722.1 |
122.4 |
14.6% |
12.0 |
1.4% |
94% |
True |
False |
74,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
882.0 |
|
2.618 |
867.5 |
|
1.618 |
858.8 |
|
1.000 |
853.3 |
|
0.618 |
850.0 |
|
HIGH |
844.5 |
|
0.618 |
841.3 |
|
0.500 |
840.0 |
|
0.382 |
839.0 |
|
LOW |
835.8 |
|
0.618 |
830.3 |
|
1.000 |
827.0 |
|
1.618 |
821.5 |
|
2.618 |
812.8 |
|
4.250 |
798.3 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
840.0 |
835.8 |
| PP |
839.3 |
834.3 |
| S1 |
838.3 |
832.8 |
|