ICE Russell 2000 Mini Future December 2011
| Trading Metrics calculated at close of trading on 11-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
661.7 |
682.9 |
21.2 |
3.2% |
641.0 |
| High |
684.9 |
689.5 |
4.6 |
0.7% |
676.8 |
| Low |
656.3 |
673.5 |
17.2 |
2.6% |
597.1 |
| Close |
683.2 |
686.0 |
2.8 |
0.4% |
655.8 |
| Range |
28.6 |
16.0 |
-12.6 |
-44.1% |
79.7 |
| ATR |
28.5 |
27.6 |
-0.9 |
-3.1% |
0.0 |
| Volume |
138,125 |
151,562 |
13,437 |
9.7% |
1,176,518 |
|
| Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
731.0 |
724.5 |
694.8 |
|
| R3 |
715.0 |
708.5 |
690.5 |
|
| R2 |
699.0 |
699.0 |
689.0 |
|
| R1 |
692.5 |
692.5 |
687.5 |
695.8 |
| PP |
683.0 |
683.0 |
683.0 |
684.5 |
| S1 |
676.5 |
676.5 |
684.5 |
679.8 |
| S2 |
667.0 |
667.0 |
683.0 |
|
| S3 |
651.0 |
660.5 |
681.5 |
|
| S4 |
635.0 |
644.5 |
677.3 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
882.3 |
848.8 |
699.8 |
|
| R3 |
802.8 |
769.0 |
677.8 |
|
| R2 |
723.0 |
723.0 |
670.5 |
|
| R1 |
689.3 |
689.3 |
663.0 |
706.3 |
| PP |
643.3 |
643.3 |
643.3 |
651.5 |
| S1 |
609.8 |
609.8 |
648.5 |
626.5 |
| S2 |
563.5 |
563.5 |
641.3 |
|
| S3 |
483.8 |
530.0 |
634.0 |
|
| S4 |
404.3 |
450.3 |
612.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
689.5 |
635.5 |
54.0 |
7.9% |
23.5 |
3.4% |
94% |
True |
False |
174,725 |
| 10 |
689.5 |
597.1 |
92.4 |
13.5% |
30.0 |
4.4% |
96% |
True |
False |
205,892 |
| 20 |
715.9 |
597.1 |
118.8 |
17.3% |
28.0 |
4.1% |
75% |
False |
False |
209,800 |
| 40 |
733.0 |
597.1 |
135.9 |
19.8% |
25.5 |
3.7% |
65% |
False |
False |
129,802 |
| 60 |
836.9 |
597.1 |
239.8 |
35.0% |
24.5 |
3.6% |
37% |
False |
False |
86,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
757.5 |
|
2.618 |
731.5 |
|
1.618 |
715.5 |
|
1.000 |
705.5 |
|
0.618 |
699.5 |
|
HIGH |
689.5 |
|
0.618 |
683.5 |
|
0.500 |
681.5 |
|
0.382 |
679.5 |
|
LOW |
673.5 |
|
0.618 |
663.5 |
|
1.000 |
657.5 |
|
1.618 |
647.5 |
|
2.618 |
631.5 |
|
4.250 |
605.5 |
|
|
| Fisher Pivots for day following 11-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
684.5 |
680.5 |
| PP |
683.0 |
675.3 |
| S1 |
681.5 |
669.8 |
|