ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 06-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
782.6 |
785.0 |
2.4 |
0.3% |
789.0 |
| High |
782.6 |
790.9 |
8.3 |
1.1% |
794.0 |
| Low |
782.6 |
785.0 |
2.4 |
0.3% |
766.0 |
| Close |
782.6 |
787.6 |
5.0 |
0.6% |
782.6 |
| Range |
0.0 |
5.9 |
5.9 |
|
28.0 |
| ATR |
7.9 |
7.9 |
0.0 |
0.4% |
0.0 |
| Volume |
3 |
9 |
6 |
200.0% |
12 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
805.5 |
802.5 |
790.8 |
|
| R3 |
799.8 |
796.5 |
789.3 |
|
| R2 |
793.8 |
793.8 |
788.8 |
|
| R1 |
790.8 |
790.8 |
788.3 |
792.3 |
| PP |
787.8 |
787.8 |
787.8 |
788.5 |
| S1 |
784.8 |
784.8 |
787.0 |
786.3 |
| S2 |
782.0 |
782.0 |
786.5 |
|
| S3 |
776.0 |
778.8 |
786.0 |
|
| S4 |
770.3 |
773.0 |
784.3 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
864.8 |
851.8 |
798.0 |
|
| R3 |
836.8 |
823.8 |
790.3 |
|
| R2 |
808.8 |
808.8 |
787.8 |
|
| R1 |
795.8 |
795.8 |
785.3 |
788.3 |
| PP |
780.8 |
780.8 |
780.8 |
777.3 |
| S1 |
767.8 |
767.8 |
780.0 |
760.3 |
| S2 |
752.8 |
752.8 |
777.5 |
|
| S3 |
724.8 |
739.8 |
775.0 |
|
| S4 |
696.8 |
711.8 |
767.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
816.0 |
|
2.618 |
806.3 |
|
1.618 |
800.5 |
|
1.000 |
796.8 |
|
0.618 |
794.5 |
|
HIGH |
791.0 |
|
0.618 |
788.8 |
|
0.500 |
788.0 |
|
0.382 |
787.3 |
|
LOW |
785.0 |
|
0.618 |
781.3 |
|
1.000 |
779.0 |
|
1.618 |
775.5 |
|
2.618 |
769.5 |
|
4.250 |
760.0 |
|
|
| Fisher Pivots for day following 06-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
788.0 |
784.5 |
| PP |
787.8 |
781.5 |
| S1 |
787.8 |
778.5 |
|