ICE Russell 2000 Mini Future December 2011
| Trading Metrics calculated at close of trading on 13-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
681.5 |
694.7 |
13.2 |
1.9% |
641.0 |
| High |
703.8 |
700.7 |
-3.1 |
-0.4% |
676.8 |
| Low |
677.9 |
683.9 |
6.0 |
0.9% |
597.1 |
| Close |
693.3 |
694.2 |
0.9 |
0.1% |
655.8 |
| Range |
25.9 |
16.8 |
-9.1 |
-35.1% |
79.7 |
| ATR |
27.5 |
26.7 |
-0.8 |
-2.8% |
0.0 |
| Volume |
195,194 |
152,740 |
-42,454 |
-21.7% |
1,176,518 |
|
| Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
743.3 |
735.5 |
703.5 |
|
| R3 |
726.5 |
718.8 |
698.8 |
|
| R2 |
709.8 |
709.8 |
697.3 |
|
| R1 |
702.0 |
702.0 |
695.8 |
697.5 |
| PP |
693.0 |
693.0 |
693.0 |
690.8 |
| S1 |
685.3 |
685.3 |
692.8 |
680.8 |
| S2 |
676.3 |
676.3 |
691.0 |
|
| S3 |
659.3 |
668.3 |
689.5 |
|
| S4 |
642.5 |
651.5 |
685.0 |
|
|
| 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 |
650.0 |
53.8 |
7.7% |
22.8 |
3.3% |
82% |
False |
False |
167,280 |
| 10 |
703.8 |
597.1 |
106.7 |
15.4% |
28.0 |
4.0% |
91% |
False |
False |
200,505 |
| 20 |
715.9 |
597.1 |
118.8 |
17.1% |
27.3 |
3.9% |
82% |
False |
False |
203,449 |
| 40 |
733.0 |
597.1 |
135.9 |
19.6% |
26.0 |
3.8% |
71% |
False |
False |
138,499 |
| 60 |
836.9 |
597.1 |
239.8 |
34.5% |
25.3 |
3.6% |
40% |
False |
False |
92,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
772.0 |
|
2.618 |
744.8 |
|
1.618 |
728.0 |
|
1.000 |
717.5 |
|
0.618 |
711.0 |
|
HIGH |
700.8 |
|
0.618 |
694.3 |
|
0.500 |
692.3 |
|
0.382 |
690.3 |
|
LOW |
684.0 |
|
0.618 |
673.5 |
|
1.000 |
667.0 |
|
1.618 |
656.8 |
|
2.618 |
640.0 |
|
4.250 |
612.5 |
|
|
| Fisher Pivots for day following 13-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
693.5 |
692.3 |
| PP |
693.0 |
690.5 |
| S1 |
692.3 |
688.8 |
|