ICE Russell 2000 Mini Future December 2011
| Trading Metrics calculated at close of trading on 12-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
682.9 |
681.5 |
-1.4 |
-0.2% |
641.0 |
| High |
689.5 |
703.8 |
14.3 |
2.1% |
676.8 |
| Low |
673.5 |
677.9 |
4.4 |
0.7% |
597.1 |
| Close |
686.0 |
693.3 |
7.3 |
1.1% |
655.8 |
| Range |
16.0 |
25.9 |
9.9 |
61.9% |
79.7 |
| ATR |
27.6 |
27.5 |
-0.1 |
-0.4% |
0.0 |
| Volume |
151,562 |
195,194 |
43,632 |
28.8% |
1,176,518 |
|
| Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
769.3 |
757.3 |
707.5 |
|
| R3 |
743.5 |
731.3 |
700.5 |
|
| R2 |
717.5 |
717.5 |
698.0 |
|
| R1 |
705.5 |
705.5 |
695.8 |
711.5 |
| PP |
691.8 |
691.8 |
691.8 |
694.8 |
| S1 |
679.5 |
679.5 |
691.0 |
685.5 |
| S2 |
665.8 |
665.8 |
688.5 |
|
| S3 |
639.8 |
653.8 |
686.3 |
|
| S4 |
614.0 |
627.8 |
679.0 |
|
|
| 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 |
703.8 |
648.4 |
55.4 |
8.0% |
24.0 |
3.5% |
81% |
True |
False |
171,373 |
| 10 |
703.8 |
597.1 |
106.7 |
15.4% |
29.0 |
4.2% |
90% |
True |
False |
205,149 |
| 20 |
715.9 |
597.1 |
118.8 |
17.1% |
27.3 |
3.9% |
81% |
False |
False |
206,117 |
| 40 |
733.0 |
597.1 |
135.9 |
19.6% |
26.0 |
3.7% |
71% |
False |
False |
134,681 |
| 60 |
836.9 |
597.1 |
239.8 |
34.6% |
25.0 |
3.6% |
40% |
False |
False |
89,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
814.0 |
|
2.618 |
771.5 |
|
1.618 |
745.8 |
|
1.000 |
729.8 |
|
0.618 |
719.8 |
|
HIGH |
703.8 |
|
0.618 |
694.0 |
|
0.500 |
690.8 |
|
0.382 |
687.8 |
|
LOW |
678.0 |
|
0.618 |
662.0 |
|
1.000 |
652.0 |
|
1.618 |
636.0 |
|
2.618 |
610.0 |
|
4.250 |
567.8 |
|
|
| Fisher Pivots for day following 12-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
692.5 |
689.0 |
| PP |
691.8 |
684.5 |
| S1 |
690.8 |
680.0 |
|