ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 20-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
854.5 |
851.5 |
-3.0 |
-0.4% |
836.2 |
| High |
857.1 |
852.1 |
-5.0 |
-0.6% |
865.4 |
| Low |
850.1 |
842.2 |
-7.9 |
-0.9% |
829.6 |
| Close |
851.2 |
849.2 |
-2.0 |
-0.2% |
861.5 |
| Range |
7.0 |
9.9 |
2.9 |
41.4% |
35.8 |
| ATR |
9.2 |
9.3 |
0.0 |
0.5% |
0.0 |
| Volume |
107,502 |
117,846 |
10,344 |
9.6% |
349,144 |
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
877.5 |
873.3 |
854.8 |
|
| R3 |
867.8 |
863.3 |
852.0 |
|
| R2 |
857.8 |
857.8 |
851.0 |
|
| R1 |
853.5 |
853.5 |
850.0 |
850.8 |
| PP |
847.8 |
847.8 |
847.8 |
846.5 |
| S1 |
843.5 |
843.5 |
848.3 |
840.8 |
| S2 |
838.0 |
838.0 |
847.5 |
|
| S3 |
828.0 |
833.8 |
846.5 |
|
| S4 |
818.3 |
823.8 |
843.8 |
|
|
| 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 |
894.3 |
|
2.618 |
878.0 |
|
1.618 |
868.0 |
|
1.000 |
862.0 |
|
0.618 |
858.3 |
|
HIGH |
852.0 |
|
0.618 |
848.3 |
|
0.500 |
847.3 |
|
0.382 |
846.0 |
|
LOW |
842.3 |
|
0.618 |
836.0 |
|
1.000 |
832.3 |
|
1.618 |
826.3 |
|
2.618 |
816.3 |
|
4.250 |
800.0 |
|
|
| Fisher Pivots for day following 20-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
848.5 |
849.8 |
| PP |
847.8 |
849.5 |
| S1 |
847.3 |
849.3 |
|