ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 18-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
827.2 |
837.0 |
9.8 |
1.2% |
821.6 |
| High |
836.8 |
848.5 |
11.7 |
1.4% |
838.4 |
| Low |
825.1 |
834.8 |
9.7 |
1.2% |
820.8 |
| Close |
836.0 |
848.0 |
12.0 |
1.4% |
826.0 |
| Range |
11.7 |
13.7 |
2.0 |
17.1% |
17.6 |
| ATR |
11.1 |
11.3 |
0.2 |
1.6% |
0.0 |
| Volume |
103,377 |
93,558 |
-9,819 |
-9.5% |
565,927 |
|
| Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
884.8 |
880.3 |
855.5 |
|
| R3 |
871.3 |
866.5 |
851.8 |
|
| R2 |
857.5 |
857.5 |
850.5 |
|
| R1 |
852.8 |
852.8 |
849.3 |
855.0 |
| PP |
843.8 |
843.8 |
843.8 |
845.0 |
| S1 |
839.0 |
839.0 |
846.8 |
841.5 |
| S2 |
830.0 |
830.0 |
845.5 |
|
| S3 |
816.3 |
825.3 |
844.3 |
|
| S4 |
802.8 |
811.8 |
840.5 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
881.3 |
871.3 |
835.8 |
|
| R3 |
863.5 |
853.5 |
830.8 |
|
| R2 |
846.0 |
846.0 |
829.3 |
|
| R1 |
836.0 |
836.0 |
827.5 |
841.0 |
| PP |
828.5 |
828.5 |
828.5 |
831.0 |
| S1 |
818.5 |
818.5 |
824.5 |
823.5 |
| S2 |
810.8 |
810.8 |
822.8 |
|
| S3 |
793.3 |
800.8 |
821.3 |
|
| S4 |
775.5 |
783.3 |
816.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
848.5 |
820.8 |
27.7 |
3.3% |
11.0 |
1.3% |
98% |
True |
False |
113,675 |
| 10 |
848.5 |
813.9 |
34.6 |
4.1% |
10.3 |
1.2% |
99% |
True |
False |
106,648 |
| 20 |
848.5 |
786.0 |
62.5 |
7.4% |
10.5 |
1.2% |
99% |
True |
False |
99,011 |
| 40 |
848.5 |
760.5 |
88.0 |
10.4% |
12.5 |
1.5% |
99% |
True |
False |
104,172 |
| 60 |
855.2 |
760.5 |
94.7 |
11.2% |
12.3 |
1.5% |
92% |
False |
False |
105,778 |
| 80 |
865.4 |
760.5 |
104.9 |
12.4% |
11.5 |
1.4% |
83% |
False |
False |
93,203 |
| 100 |
865.4 |
760.5 |
104.9 |
12.4% |
10.0 |
1.2% |
83% |
False |
False |
74,569 |
| 120 |
865.4 |
759.8 |
105.6 |
12.5% |
8.5 |
1.0% |
84% |
False |
False |
62,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
906.8 |
|
2.618 |
884.3 |
|
1.618 |
870.8 |
|
1.000 |
862.3 |
|
0.618 |
857.0 |
|
HIGH |
848.5 |
|
0.618 |
843.3 |
|
0.500 |
841.8 |
|
0.382 |
840.0 |
|
LOW |
834.8 |
|
0.618 |
826.3 |
|
1.000 |
821.0 |
|
1.618 |
812.8 |
|
2.618 |
799.0 |
|
4.250 |
776.5 |
|
|
| Fisher Pivots for day following 18-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
846.0 |
843.5 |
| PP |
843.8 |
839.0 |
| S1 |
841.8 |
834.8 |
|