ICE Russell 2000 Mini Future December 2011
| Trading Metrics calculated at close of trading on 17-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
693.7 |
712.7 |
19.0 |
2.7% |
661.7 |
| High |
711.9 |
716.8 |
4.9 |
0.7% |
711.9 |
| Low |
690.4 |
682.3 |
-8.1 |
-1.2% |
656.3 |
| Close |
709.6 |
686.3 |
-23.3 |
-3.3% |
709.6 |
| Range |
21.5 |
34.5 |
13.0 |
60.5% |
55.6 |
| ATR |
26.4 |
26.9 |
0.6 |
2.2% |
0.0 |
| Volume |
142,106 |
150,862 |
8,756 |
6.2% |
779,727 |
|
| Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
798.8 |
777.0 |
705.3 |
|
| R3 |
764.3 |
742.5 |
695.8 |
|
| R2 |
729.8 |
729.8 |
692.5 |
|
| R1 |
708.0 |
708.0 |
689.5 |
701.5 |
| PP |
695.3 |
695.3 |
695.3 |
692.0 |
| S1 |
673.5 |
673.5 |
683.3 |
667.0 |
| S2 |
660.8 |
660.8 |
680.0 |
|
| S3 |
626.3 |
639.0 |
676.8 |
|
| S4 |
591.8 |
604.5 |
667.3 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
859.5 |
840.0 |
740.3 |
|
| R3 |
803.8 |
784.5 |
725.0 |
|
| R2 |
748.3 |
748.3 |
719.8 |
|
| R1 |
729.0 |
729.0 |
714.8 |
738.5 |
| PP |
692.5 |
692.5 |
692.5 |
697.5 |
| S1 |
673.3 |
673.3 |
704.5 |
683.0 |
| S2 |
637.0 |
637.0 |
699.5 |
|
| S3 |
581.5 |
617.8 |
694.3 |
|
| S4 |
525.8 |
562.0 |
679.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
716.8 |
673.5 |
43.3 |
6.3% |
23.0 |
3.3% |
30% |
True |
False |
158,492 |
| 10 |
716.8 |
597.1 |
119.7 |
17.4% |
26.5 |
3.9% |
75% |
True |
False |
184,232 |
| 20 |
716.8 |
597.1 |
119.7 |
17.4% |
28.5 |
4.2% |
75% |
True |
False |
201,689 |
| 40 |
733.0 |
597.1 |
135.9 |
19.8% |
26.0 |
3.8% |
66% |
False |
False |
145,820 |
| 60 |
832.5 |
597.1 |
235.4 |
34.3% |
26.0 |
3.8% |
38% |
False |
False |
97,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
863.5 |
|
2.618 |
807.0 |
|
1.618 |
772.5 |
|
1.000 |
751.3 |
|
0.618 |
738.0 |
|
HIGH |
716.8 |
|
0.618 |
703.5 |
|
0.500 |
699.5 |
|
0.382 |
695.5 |
|
LOW |
682.3 |
|
0.618 |
661.0 |
|
1.000 |
647.8 |
|
1.618 |
626.5 |
|
2.618 |
592.0 |
|
4.250 |
535.8 |
|
|
| Fisher Pivots for day following 17-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
699.5 |
699.5 |
| PP |
695.3 |
695.3 |
| S1 |
690.8 |
690.8 |
|