ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 27-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
767.0 |
785.6 |
18.6 |
2.4% |
771.5 |
| High |
767.0 |
785.6 |
18.6 |
2.4% |
785.6 |
| Low |
767.0 |
785.6 |
18.6 |
2.4% |
759.8 |
| Close |
769.4 |
792.2 |
22.8 |
3.0% |
792.2 |
| Range |
|
|
|
|
|
| ATR |
6.3 |
7.0 |
0.7 |
11.2% |
0.0 |
| Volume |
5 |
5 |
0 |
0.0% |
160 |
|
| Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
787.8 |
790.0 |
792.3 |
|
| R3 |
787.8 |
790.0 |
792.3 |
|
| R2 |
787.8 |
787.8 |
792.3 |
|
| R1 |
790.0 |
790.0 |
792.3 |
789.0 |
| PP |
787.8 |
787.8 |
787.8 |
787.3 |
| S1 |
790.0 |
790.0 |
792.3 |
789.0 |
| S2 |
787.8 |
787.8 |
792.3 |
|
| S3 |
787.8 |
790.0 |
792.3 |
|
| S4 |
787.8 |
790.0 |
792.3 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
856.5 |
850.3 |
806.5 |
|
| R3 |
830.8 |
824.5 |
799.3 |
|
| R2 |
805.0 |
805.0 |
797.0 |
|
| R1 |
798.5 |
798.5 |
794.5 |
801.8 |
| PP |
779.3 |
779.3 |
779.3 |
780.8 |
| S1 |
772.8 |
772.8 |
789.8 |
776.0 |
| S2 |
753.5 |
753.5 |
787.5 |
|
| S3 |
727.5 |
747.0 |
785.0 |
|
| S4 |
701.8 |
721.3 |
778.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
785.5 |
|
2.618 |
785.5 |
|
1.618 |
785.5 |
|
1.000 |
785.5 |
|
0.618 |
785.5 |
|
HIGH |
785.5 |
|
0.618 |
785.5 |
|
0.500 |
785.5 |
|
0.382 |
785.5 |
|
LOW |
785.5 |
|
0.618 |
785.5 |
|
1.000 |
785.5 |
|
1.618 |
785.5 |
|
2.618 |
785.5 |
|
4.250 |
785.5 |
|
|
| Fisher Pivots for day following 27-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
790.0 |
786.3 |
| PP |
787.8 |
780.3 |
| S1 |
785.5 |
774.3 |
|