ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 19-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
860.0 |
859.0 |
-1.0 |
-0.1% |
842.1 |
| High |
863.0 |
861.0 |
-2.0 |
-0.2% |
869.6 |
| Low |
854.0 |
854.5 |
0.5 |
0.1% |
834.3 |
| Close |
858.2 |
855.4 |
-2.8 |
-0.3% |
865.7 |
| Range |
9.0 |
6.5 |
-2.5 |
-27.8% |
35.3 |
| ATR |
12.0 |
11.6 |
-0.4 |
-3.3% |
0.0 |
| Volume |
73,061 |
42,321 |
-30,740 |
-42.1% |
543,520 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
876.5 |
872.5 |
859.0 |
|
| R3 |
870.0 |
866.0 |
857.3 |
|
| R2 |
863.5 |
863.5 |
856.5 |
|
| R1 |
859.5 |
859.5 |
856.0 |
858.3 |
| PP |
857.0 |
857.0 |
857.0 |
856.3 |
| S1 |
853.0 |
853.0 |
854.8 |
851.8 |
| S2 |
850.5 |
850.5 |
854.3 |
|
| S3 |
844.0 |
846.5 |
853.5 |
|
| S4 |
837.5 |
840.0 |
851.8 |
|
|
| 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 |
842.0 |
27.6 |
3.2% |
11.5 |
1.4% |
49% |
False |
False |
103,864 |
| 10 |
869.6 |
820.8 |
48.8 |
5.7% |
11.3 |
1.3% |
71% |
False |
False |
97,716 |
| 20 |
869.6 |
800.7 |
68.9 |
8.1% |
11.0 |
1.3% |
79% |
False |
False |
92,018 |
| 40 |
869.6 |
759.2 |
110.4 |
12.9% |
12.5 |
1.5% |
87% |
False |
False |
93,189 |
| 60 |
869.6 |
753.2 |
116.4 |
13.6% |
13.0 |
1.5% |
88% |
False |
False |
100,677 |
| 80 |
869.6 |
722.1 |
147.5 |
17.2% |
14.0 |
1.6% |
90% |
False |
False |
101,588 |
| 100 |
869.6 |
722.1 |
147.5 |
17.2% |
12.5 |
1.5% |
90% |
False |
False |
81,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
888.5 |
|
2.618 |
878.0 |
|
1.618 |
871.5 |
|
1.000 |
867.5 |
|
0.618 |
865.0 |
|
HIGH |
861.0 |
|
0.618 |
858.5 |
|
0.500 |
857.8 |
|
0.382 |
857.0 |
|
LOW |
854.5 |
|
0.618 |
850.5 |
|
1.000 |
848.0 |
|
1.618 |
844.0 |
|
2.618 |
837.5 |
|
4.250 |
827.0 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
857.8 |
859.8 |
| PP |
857.0 |
858.3 |
| S1 |
856.3 |
856.8 |
|