ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
836.6 |
839.2 |
2.6 |
0.3% |
814.2 |
| High |
845.6 |
847.1 |
1.5 |
0.2% |
843.9 |
| Low |
834.3 |
838.9 |
4.6 |
0.6% |
805.1 |
| Close |
839.5 |
846.5 |
7.0 |
0.8% |
842.9 |
| Range |
11.3 |
8.2 |
-3.1 |
-27.4% |
38.8 |
| ATR |
12.0 |
11.7 |
-0.3 |
-2.3% |
0.0 |
| Volume |
77,142 |
116,157 |
39,015 |
50.6% |
415,720 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
868.8 |
865.8 |
851.0 |
|
| R3 |
860.5 |
857.8 |
848.8 |
|
| R2 |
852.3 |
852.3 |
848.0 |
|
| R1 |
849.5 |
849.5 |
847.3 |
851.0 |
| PP |
844.3 |
844.3 |
844.3 |
845.0 |
| S1 |
841.3 |
841.3 |
845.8 |
842.8 |
| S2 |
836.0 |
836.0 |
845.0 |
|
| S3 |
827.8 |
833.0 |
844.3 |
|
| S4 |
819.5 |
824.8 |
842.0 |
|
|
| 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 |
847.1 |
820.8 |
26.3 |
3.1% |
11.0 |
1.3% |
98% |
True |
False |
91,569 |
| 10 |
847.1 |
802.9 |
44.2 |
5.2% |
11.3 |
1.3% |
99% |
True |
False |
90,428 |
| 20 |
847.1 |
791.3 |
55.8 |
6.6% |
11.3 |
1.3% |
99% |
True |
False |
87,852 |
| 40 |
847.1 |
759.2 |
87.9 |
10.4% |
12.8 |
1.5% |
99% |
True |
False |
94,937 |
| 60 |
847.1 |
753.2 |
93.9 |
11.1% |
13.5 |
1.6% |
99% |
True |
False |
103,308 |
| 80 |
847.1 |
722.1 |
125.0 |
14.8% |
13.8 |
1.6% |
100% |
True |
False |
95,098 |
| 100 |
847.1 |
722.1 |
125.0 |
14.8% |
12.3 |
1.4% |
100% |
True |
False |
76,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
882.0 |
|
2.618 |
868.5 |
|
1.618 |
860.3 |
|
1.000 |
855.3 |
|
0.618 |
852.3 |
|
HIGH |
847.0 |
|
0.618 |
844.0 |
|
0.500 |
843.0 |
|
0.382 |
842.0 |
|
LOW |
839.0 |
|
0.618 |
833.8 |
|
1.000 |
830.8 |
|
1.618 |
825.8 |
|
2.618 |
817.5 |
|
4.250 |
804.0 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
845.3 |
844.5 |
| PP |
844.3 |
842.8 |
| S1 |
843.0 |
840.8 |
|