ICE Russell 2000 Mini Future December 2011
| Trading Metrics calculated at close of trading on 19-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
685.6 |
702.4 |
16.8 |
2.5% |
661.7 |
| High |
711.4 |
709.9 |
-1.5 |
-0.2% |
711.9 |
| Low |
676.8 |
688.9 |
12.1 |
1.8% |
656.3 |
| Close |
709.0 |
694.6 |
-14.4 |
-2.0% |
709.6 |
| Range |
34.6 |
21.0 |
-13.6 |
-39.3% |
55.6 |
| ATR |
27.5 |
27.0 |
-0.5 |
-1.7% |
0.0 |
| Volume |
206,604 |
163,349 |
-43,255 |
-20.9% |
779,727 |
|
| Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
760.8 |
748.8 |
706.3 |
|
| R3 |
739.8 |
727.8 |
700.5 |
|
| R2 |
718.8 |
718.8 |
698.5 |
|
| R1 |
706.8 |
706.8 |
696.5 |
702.3 |
| PP |
697.8 |
697.8 |
697.8 |
695.5 |
| S1 |
685.8 |
685.8 |
692.8 |
681.3 |
| S2 |
676.8 |
676.8 |
690.8 |
|
| S3 |
655.8 |
664.8 |
688.8 |
|
| S4 |
634.8 |
643.8 |
683.0 |
|
|
| 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 |
5.8% |
25.8 |
3.7% |
45% |
False |
False |
163,132 |
| 10 |
716.8 |
648.4 |
68.4 |
9.8% |
24.8 |
3.6% |
68% |
False |
False |
167,253 |
| 20 |
716.8 |
597.1 |
119.7 |
17.2% |
28.5 |
4.1% |
81% |
False |
False |
201,301 |
| 40 |
733.0 |
597.1 |
135.9 |
19.6% |
26.0 |
3.8% |
72% |
False |
False |
155,061 |
| 60 |
812.2 |
597.1 |
215.1 |
31.0% |
26.8 |
3.9% |
45% |
False |
False |
103,401 |
| 80 |
854.2 |
597.1 |
257.1 |
37.0% |
20.5 |
2.9% |
38% |
False |
False |
77,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
799.3 |
|
2.618 |
765.0 |
|
1.618 |
744.0 |
|
1.000 |
731.0 |
|
0.618 |
723.0 |
|
HIGH |
710.0 |
|
0.618 |
702.0 |
|
0.500 |
699.5 |
|
0.382 |
697.0 |
|
LOW |
689.0 |
|
0.618 |
676.0 |
|
1.000 |
668.0 |
|
1.618 |
655.0 |
|
2.618 |
634.0 |
|
4.250 |
599.8 |
|
|
| Fisher Pivots for day following 19-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
699.5 |
696.8 |
| PP |
697.8 |
696.0 |
| S1 |
696.3 |
695.3 |
|