ICE Russell 2000 Mini Future December 2011
| Trading Metrics calculated at close of trading on 18-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
712.7 |
685.6 |
-27.1 |
-3.8% |
661.7 |
| High |
716.8 |
711.4 |
-5.4 |
-0.8% |
711.9 |
| Low |
682.3 |
676.8 |
-5.5 |
-0.8% |
656.3 |
| Close |
686.3 |
709.0 |
22.7 |
3.3% |
709.6 |
| Range |
34.5 |
34.6 |
0.1 |
0.3% |
55.6 |
| ATR |
26.9 |
27.5 |
0.5 |
2.0% |
0.0 |
| Volume |
150,862 |
206,604 |
55,742 |
36.9% |
779,727 |
|
| Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
802.8 |
790.5 |
728.0 |
|
| R3 |
768.3 |
756.0 |
718.5 |
|
| R2 |
733.8 |
733.8 |
715.3 |
|
| R1 |
721.3 |
721.3 |
712.3 |
727.5 |
| PP |
699.0 |
699.0 |
699.0 |
702.3 |
| S1 |
686.8 |
686.8 |
705.8 |
693.0 |
| S2 |
664.5 |
664.5 |
702.8 |
|
| S3 |
629.8 |
652.3 |
699.5 |
|
| S4 |
595.3 |
617.5 |
690.0 |
|
|
| 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 |
676.8 |
40.0 |
5.6% |
26.8 |
3.8% |
81% |
False |
True |
169,501 |
| 10 |
716.8 |
635.5 |
81.3 |
11.5% |
25.0 |
3.5% |
90% |
False |
False |
172,113 |
| 20 |
716.8 |
597.1 |
119.7 |
16.9% |
29.0 |
4.1% |
93% |
False |
False |
203,610 |
| 40 |
733.0 |
597.1 |
135.9 |
19.2% |
26.5 |
3.7% |
82% |
False |
False |
150,983 |
| 60 |
825.5 |
597.1 |
228.4 |
32.2% |
26.5 |
3.8% |
49% |
False |
False |
100,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
858.5 |
|
2.618 |
802.0 |
|
1.618 |
767.5 |
|
1.000 |
746.0 |
|
0.618 |
732.8 |
|
HIGH |
711.5 |
|
0.618 |
698.3 |
|
0.500 |
694.0 |
|
0.382 |
690.0 |
|
LOW |
676.8 |
|
0.618 |
655.5 |
|
1.000 |
642.3 |
|
1.618 |
620.8 |
|
2.618 |
586.3 |
|
4.250 |
529.8 |
|
|
| Fisher Pivots for day following 18-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
704.0 |
705.0 |
| PP |
699.0 |
700.8 |
| S1 |
694.0 |
696.8 |
|