ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 20-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
859.0 |
855.4 |
-3.6 |
-0.4% |
842.1 |
| High |
861.0 |
855.4 |
-5.6 |
-0.7% |
869.6 |
| Low |
854.5 |
846.5 |
-8.0 |
-0.9% |
834.3 |
| Close |
855.4 |
853.3 |
-2.1 |
-0.2% |
865.7 |
| Range |
6.5 |
8.9 |
2.4 |
36.9% |
35.3 |
| ATR |
11.6 |
11.4 |
-0.2 |
-1.7% |
0.0 |
| Volume |
42,321 |
27,519 |
-14,802 |
-35.0% |
543,520 |
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
878.5 |
874.8 |
858.3 |
|
| R3 |
869.5 |
865.8 |
855.8 |
|
| R2 |
860.8 |
860.8 |
855.0 |
|
| R1 |
857.0 |
857.0 |
854.0 |
854.3 |
| PP |
851.8 |
851.8 |
851.8 |
850.5 |
| S1 |
848.0 |
848.0 |
852.5 |
845.5 |
| S2 |
842.8 |
842.8 |
851.8 |
|
| S3 |
834.0 |
839.3 |
850.8 |
|
| S4 |
825.0 |
830.3 |
848.5 |
|
|
| 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 |
846.5 |
23.1 |
2.7% |
9.5 |
1.1% |
29% |
False |
True |
73,475 |
| 10 |
869.6 |
834.3 |
35.3 |
4.1% |
10.3 |
1.2% |
54% |
False |
False |
88,935 |
| 20 |
869.6 |
800.7 |
68.9 |
8.1% |
11.0 |
1.3% |
76% |
False |
False |
88,677 |
| 40 |
869.6 |
761.4 |
108.2 |
12.7% |
12.3 |
1.4% |
85% |
False |
False |
91,086 |
| 60 |
869.6 |
759.2 |
110.4 |
12.9% |
13.0 |
1.5% |
85% |
False |
False |
99,258 |
| 80 |
869.6 |
722.1 |
147.5 |
17.3% |
14.0 |
1.6% |
89% |
False |
False |
101,932 |
| 100 |
869.6 |
722.1 |
147.5 |
17.3% |
12.5 |
1.5% |
89% |
False |
False |
81,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
893.3 |
|
2.618 |
878.8 |
|
1.618 |
869.8 |
|
1.000 |
864.3 |
|
0.618 |
861.0 |
|
HIGH |
855.5 |
|
0.618 |
852.0 |
|
0.500 |
851.0 |
|
0.382 |
850.0 |
|
LOW |
846.5 |
|
0.618 |
841.0 |
|
1.000 |
837.5 |
|
1.618 |
832.0 |
|
2.618 |
823.3 |
|
4.250 |
808.8 |
|
|
| Fisher Pivots for day following 20-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
852.5 |
854.8 |
| PP |
851.8 |
854.3 |
| S1 |
851.0 |
853.8 |
|