ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
864.2 |
860.0 |
-4.2 |
-0.5% |
842.1 |
| High |
865.6 |
863.0 |
-2.6 |
-0.3% |
869.6 |
| Low |
855.7 |
854.0 |
-1.7 |
-0.2% |
834.3 |
| Close |
860.0 |
858.2 |
-1.8 |
-0.2% |
865.7 |
| Range |
9.9 |
9.0 |
-0.9 |
-9.1% |
35.3 |
| ATR |
12.2 |
12.0 |
-0.2 |
-1.9% |
0.0 |
| Volume |
122,059 |
73,061 |
-48,998 |
-40.1% |
543,520 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
885.5 |
880.8 |
863.3 |
|
| R3 |
876.5 |
871.8 |
860.8 |
|
| R2 |
867.5 |
867.5 |
859.8 |
|
| R1 |
862.8 |
862.8 |
859.0 |
860.5 |
| PP |
858.5 |
858.5 |
858.5 |
857.3 |
| S1 |
853.8 |
853.8 |
857.5 |
851.5 |
| S2 |
849.5 |
849.5 |
856.5 |
|
| S3 |
840.5 |
844.8 |
855.8 |
|
| S4 |
831.5 |
835.8 |
853.3 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
962.5 |
949.3 |
885.0 |
|
| R3 |
927.3 |
914.0 |
875.5 |
|
| R2 |
891.8 |
891.8 |
872.3 |
|
| R1 |
878.8 |
878.8 |
869.0 |
885.3 |
| PP |
856.5 |
856.5 |
856.5 |
859.8 |
| S1 |
843.5 |
843.5 |
862.5 |
850.0 |
| S2 |
821.3 |
821.3 |
859.3 |
|
| S3 |
786.0 |
808.3 |
856.0 |
|
| S4 |
750.8 |
772.8 |
846.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
869.6 |
838.9 |
30.7 |
3.6% |
12.0 |
1.4% |
63% |
False |
False |
118,631 |
| 10 |
869.6 |
816.8 |
52.8 |
6.2% |
11.5 |
1.3% |
78% |
False |
False |
101,808 |
| 20 |
869.6 |
800.7 |
68.9 |
8.0% |
11.5 |
1.3% |
83% |
False |
False |
94,730 |
| 40 |
869.6 |
759.2 |
110.4 |
12.9% |
12.8 |
1.5% |
90% |
False |
False |
95,977 |
| 60 |
869.6 |
753.2 |
116.4 |
13.6% |
13.3 |
1.5% |
90% |
False |
False |
101,917 |
| 80 |
869.6 |
722.1 |
147.5 |
17.2% |
14.0 |
1.6% |
92% |
False |
False |
101,059 |
| 100 |
869.6 |
722.1 |
147.5 |
17.2% |
12.5 |
1.5% |
92% |
False |
False |
80,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
901.3 |
|
2.618 |
886.5 |
|
1.618 |
877.5 |
|
1.000 |
872.0 |
|
0.618 |
868.5 |
|
HIGH |
863.0 |
|
0.618 |
859.5 |
|
0.500 |
858.5 |
|
0.382 |
857.5 |
|
LOW |
854.0 |
|
0.618 |
848.5 |
|
1.000 |
845.0 |
|
1.618 |
839.5 |
|
2.618 |
830.5 |
|
4.250 |
815.8 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
858.5 |
861.8 |
| PP |
858.5 |
860.5 |
| S1 |
858.3 |
859.5 |
|