ICE Russell 2000 Mini Future December 2011
| Trading Metrics calculated at close of trading on 25-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
709.9 |
729.0 |
19.1 |
2.7% |
712.7 |
| High |
734.4 |
738.0 |
3.6 |
0.5% |
716.8 |
| Low |
705.8 |
710.0 |
4.2 |
0.6% |
675.6 |
| Close |
731.2 |
712.4 |
-18.8 |
-2.6% |
710.9 |
| Range |
28.6 |
28.0 |
-0.6 |
-2.1% |
41.2 |
| ATR |
26.5 |
26.7 |
0.1 |
0.4% |
0.0 |
| Volume |
145,477 |
178,965 |
33,488 |
23.0% |
868,264 |
|
| Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
804.3 |
786.3 |
727.8 |
|
| R3 |
776.3 |
758.3 |
720.0 |
|
| R2 |
748.3 |
748.3 |
717.5 |
|
| R1 |
730.3 |
730.3 |
715.0 |
725.3 |
| PP |
720.3 |
720.3 |
720.3 |
717.5 |
| S1 |
702.3 |
702.3 |
709.8 |
697.3 |
| S2 |
692.3 |
692.3 |
707.3 |
|
| S3 |
664.3 |
674.3 |
704.8 |
|
| S4 |
636.3 |
646.3 |
697.0 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
824.8 |
809.0 |
733.5 |
|
| R3 |
783.5 |
767.8 |
722.3 |
|
| R2 |
742.3 |
742.3 |
718.5 |
|
| R1 |
726.5 |
726.5 |
714.8 |
713.8 |
| PP |
701.0 |
701.0 |
701.0 |
694.8 |
| S1 |
685.5 |
685.5 |
707.0 |
672.8 |
| S2 |
660.0 |
660.0 |
703.3 |
|
| S3 |
618.8 |
644.3 |
699.5 |
|
| S4 |
577.5 |
603.0 |
688.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
738.0 |
675.6 |
62.4 |
8.8% |
24.5 |
3.4% |
59% |
True |
False |
167,048 |
| 10 |
738.0 |
675.6 |
62.4 |
8.8% |
25.5 |
3.6% |
59% |
True |
False |
168,274 |
| 20 |
738.0 |
597.1 |
140.9 |
19.8% |
27.8 |
3.9% |
82% |
True |
False |
187,083 |
| 40 |
738.0 |
597.1 |
140.9 |
19.8% |
26.3 |
3.7% |
82% |
True |
False |
171,829 |
| 60 |
790.0 |
597.1 |
192.9 |
27.1% |
27.5 |
3.9% |
60% |
False |
False |
114,598 |
| 80 |
854.2 |
597.1 |
257.1 |
36.1% |
21.5 |
3.0% |
45% |
False |
False |
85,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
857.0 |
|
2.618 |
811.3 |
|
1.618 |
783.3 |
|
1.000 |
766.0 |
|
0.618 |
755.3 |
|
HIGH |
738.0 |
|
0.618 |
727.3 |
|
0.500 |
724.0 |
|
0.382 |
720.8 |
|
LOW |
710.0 |
|
0.618 |
692.8 |
|
1.000 |
682.0 |
|
1.618 |
664.8 |
|
2.618 |
636.8 |
|
4.250 |
591.0 |
|
|
| Fisher Pivots for day following 25-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
724.0 |
714.8 |
| PP |
720.3 |
714.0 |
| S1 |
716.3 |
713.3 |
|