ICE Russell 2000 Mini Future December 2011
| Trading Metrics calculated at close of trading on 26-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
729.0 |
712.6 |
-16.4 |
-2.2% |
712.7 |
| High |
738.0 |
728.9 |
-9.1 |
-1.2% |
716.8 |
| Low |
710.0 |
703.7 |
-6.3 |
-0.9% |
675.6 |
| Close |
712.4 |
722.8 |
10.4 |
1.5% |
710.9 |
| Range |
28.0 |
25.2 |
-2.8 |
-10.0% |
41.2 |
| ATR |
26.7 |
26.5 |
-0.1 |
-0.4% |
0.0 |
| Volume |
178,965 |
181,525 |
2,560 |
1.4% |
868,264 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
794.0 |
783.8 |
736.8 |
|
| R3 |
768.8 |
758.5 |
729.8 |
|
| R2 |
743.8 |
743.8 |
727.5 |
|
| R1 |
733.3 |
733.3 |
725.0 |
738.5 |
| PP |
718.5 |
718.5 |
718.5 |
721.0 |
| S1 |
708.0 |
708.0 |
720.5 |
713.3 |
| S2 |
693.3 |
693.3 |
718.3 |
|
| S3 |
668.0 |
682.8 |
715.8 |
|
| S4 |
642.8 |
657.8 |
709.0 |
|
|
| 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 |
8.6% |
25.3 |
3.5% |
76% |
False |
False |
170,683 |
| 10 |
738.0 |
675.6 |
62.4 |
8.6% |
25.5 |
3.5% |
76% |
False |
False |
166,907 |
| 20 |
738.0 |
597.1 |
140.9 |
19.5% |
27.3 |
3.8% |
89% |
False |
False |
186,028 |
| 40 |
738.0 |
597.1 |
140.9 |
19.5% |
26.5 |
3.7% |
89% |
False |
False |
176,362 |
| 60 |
770.2 |
597.1 |
173.1 |
23.9% |
27.3 |
3.8% |
73% |
False |
False |
117,622 |
| 80 |
854.2 |
597.1 |
257.1 |
35.6% |
22.0 |
3.0% |
49% |
False |
False |
88,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
836.0 |
|
2.618 |
794.8 |
|
1.618 |
769.8 |
|
1.000 |
754.0 |
|
0.618 |
744.5 |
|
HIGH |
729.0 |
|
0.618 |
719.3 |
|
0.500 |
716.3 |
|
0.382 |
713.3 |
|
LOW |
703.8 |
|
0.618 |
688.3 |
|
1.000 |
678.5 |
|
1.618 |
663.0 |
|
2.618 |
637.8 |
|
4.250 |
596.5 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
720.8 |
722.3 |
| PP |
718.5 |
721.5 |
| S1 |
716.3 |
720.8 |
|