ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
794.0 |
788.0 |
-6.0 |
-0.8% |
785.0 |
| High |
794.7 |
793.0 |
-1.7 |
-0.2% |
799.0 |
| Low |
790.9 |
788.0 |
-2.9 |
-0.4% |
785.0 |
| Close |
795.0 |
793.7 |
-1.3 |
-0.2% |
795.0 |
| Range |
3.8 |
5.0 |
1.2 |
31.6% |
14.0 |
| ATR |
7.5 |
7.5 |
0.0 |
-0.5% |
0.0 |
| Volume |
2 |
16 |
14 |
700.0% |
25 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
806.5 |
805.3 |
796.5 |
|
| R3 |
801.5 |
800.3 |
795.0 |
|
| R2 |
796.5 |
796.5 |
794.5 |
|
| R1 |
795.3 |
795.3 |
794.3 |
795.8 |
| PP |
791.5 |
791.5 |
791.5 |
792.0 |
| S1 |
790.3 |
790.3 |
793.3 |
790.8 |
| S2 |
786.5 |
786.5 |
792.8 |
|
| S3 |
781.5 |
785.3 |
792.3 |
|
| S4 |
776.5 |
780.3 |
791.0 |
|
|
| 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 |
814.3 |
|
2.618 |
806.0 |
|
1.618 |
801.0 |
|
1.000 |
798.0 |
|
0.618 |
796.0 |
|
HIGH |
793.0 |
|
0.618 |
791.0 |
|
0.500 |
790.5 |
|
0.382 |
790.0 |
|
LOW |
788.0 |
|
0.618 |
785.0 |
|
1.000 |
783.0 |
|
1.618 |
780.0 |
|
2.618 |
775.0 |
|
4.250 |
766.8 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
792.8 |
793.5 |
| PP |
791.5 |
793.0 |
| S1 |
790.5 |
792.8 |
|