ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
797.5 |
794.0 |
-3.5 |
-0.4% |
785.0 |
| High |
797.5 |
794.7 |
-2.8 |
-0.4% |
799.0 |
| Low |
797.5 |
790.9 |
-6.6 |
-0.8% |
785.0 |
| Close |
797.8 |
795.0 |
-2.8 |
-0.4% |
795.0 |
| Range |
0.0 |
3.8 |
3.8 |
|
14.0 |
| ATR |
7.6 |
7.5 |
0.0 |
-0.6% |
0.0 |
| Volume |
2 |
2 |
0 |
0.0% |
25 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
805.0 |
803.8 |
797.0 |
|
| R3 |
801.3 |
800.0 |
796.0 |
|
| R2 |
797.3 |
797.3 |
795.8 |
|
| R1 |
796.3 |
796.3 |
795.3 |
796.8 |
| PP |
793.5 |
793.5 |
793.5 |
793.8 |
| S1 |
792.3 |
792.3 |
794.8 |
793.0 |
| S2 |
789.8 |
789.8 |
794.3 |
|
| S3 |
786.0 |
788.5 |
794.0 |
|
| S4 |
782.3 |
784.8 |
793.0 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
835.0 |
829.0 |
802.8 |
|
| R3 |
821.0 |
815.0 |
798.8 |
|
| R2 |
807.0 |
807.0 |
797.5 |
|
| R1 |
801.0 |
801.0 |
796.3 |
804.0 |
| PP |
793.0 |
793.0 |
793.0 |
794.5 |
| S1 |
787.0 |
787.0 |
793.8 |
790.0 |
| S2 |
779.0 |
779.0 |
792.5 |
|
| S3 |
765.0 |
773.0 |
791.3 |
|
| S4 |
751.0 |
759.0 |
787.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
810.8 |
|
2.618 |
804.8 |
|
1.618 |
800.8 |
|
1.000 |
798.5 |
|
0.618 |
797.0 |
|
HIGH |
794.8 |
|
0.618 |
793.3 |
|
0.500 |
792.8 |
|
0.382 |
792.3 |
|
LOW |
791.0 |
|
0.618 |
788.5 |
|
1.000 |
787.0 |
|
1.618 |
784.8 |
|
2.618 |
781.0 |
|
4.250 |
774.8 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
794.3 |
794.8 |
| PP |
793.5 |
794.5 |
| S1 |
792.8 |
794.3 |
|