ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 19-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
855.9 |
854.5 |
-1.4 |
-0.2% |
836.2 |
| High |
857.1 |
857.1 |
0.0 |
0.0% |
865.4 |
| Low |
849.4 |
850.1 |
0.7 |
0.1% |
829.6 |
| Close |
853.8 |
851.2 |
-2.6 |
-0.3% |
861.5 |
| Range |
7.7 |
7.0 |
-0.7 |
-9.1% |
35.8 |
| ATR |
9.4 |
9.2 |
-0.2 |
-1.8% |
0.0 |
| Volume |
133,631 |
107,502 |
-26,129 |
-19.6% |
349,144 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
873.8 |
869.5 |
855.0 |
|
| R3 |
866.8 |
862.5 |
853.0 |
|
| R2 |
859.8 |
859.8 |
852.5 |
|
| R1 |
855.5 |
855.5 |
851.8 |
854.3 |
| PP |
852.8 |
852.8 |
852.8 |
852.0 |
| S1 |
848.5 |
848.5 |
850.5 |
847.3 |
| S2 |
845.8 |
845.8 |
850.0 |
|
| S3 |
838.8 |
841.5 |
849.3 |
|
| S4 |
831.8 |
834.5 |
847.3 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
959.5 |
946.3 |
881.3 |
|
| R3 |
923.8 |
910.5 |
871.3 |
|
| R2 |
888.0 |
888.0 |
868.0 |
|
| R1 |
874.8 |
874.8 |
864.8 |
881.3 |
| PP |
852.3 |
852.3 |
852.3 |
855.5 |
| S1 |
839.0 |
839.0 |
858.3 |
845.5 |
| S2 |
816.3 |
816.3 |
855.0 |
|
| S3 |
780.5 |
803.3 |
851.8 |
|
| S4 |
744.8 |
767.3 |
841.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
886.8 |
|
2.618 |
875.5 |
|
1.618 |
868.5 |
|
1.000 |
864.0 |
|
0.618 |
861.5 |
|
HIGH |
857.0 |
|
0.618 |
854.5 |
|
0.500 |
853.5 |
|
0.382 |
852.8 |
|
LOW |
850.0 |
|
0.618 |
845.8 |
|
1.000 |
843.0 |
|
1.618 |
838.8 |
|
2.618 |
831.8 |
|
4.250 |
820.3 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
853.5 |
855.5 |
| PP |
852.8 |
854.0 |
| S1 |
852.0 |
852.5 |
|