ICE Russell 2000 Mini Future December 2011
| Trading Metrics calculated at close of trading on 07-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
746.1 |
747.2 |
1.1 |
0.1% |
753.5 |
| High |
749.6 |
750.4 |
0.8 |
0.1% |
758.9 |
| Low |
734.1 |
727.6 |
-6.5 |
-0.9% |
706.2 |
| Close |
744.7 |
743.5 |
-1.2 |
-0.2% |
744.7 |
| Range |
15.5 |
22.8 |
7.3 |
47.1% |
52.7 |
| ATR |
26.3 |
26.1 |
-0.3 |
-1.0% |
0.0 |
| Volume |
141,633 |
149,146 |
7,513 |
5.3% |
884,336 |
|
| Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
809.0 |
799.0 |
756.0 |
|
| R3 |
786.0 |
776.3 |
749.8 |
|
| R2 |
763.3 |
763.3 |
747.8 |
|
| R1 |
753.5 |
753.5 |
745.5 |
747.0 |
| PP |
740.5 |
740.5 |
740.5 |
737.3 |
| S1 |
730.5 |
730.5 |
741.5 |
724.3 |
| S2 |
717.8 |
717.8 |
739.3 |
|
| S3 |
695.0 |
707.8 |
737.3 |
|
| S4 |
672.0 |
685.0 |
731.0 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
894.8 |
872.5 |
773.8 |
|
| R3 |
842.0 |
819.8 |
759.3 |
|
| R2 |
789.3 |
789.3 |
754.3 |
|
| R1 |
767.0 |
767.0 |
749.5 |
751.8 |
| PP |
736.5 |
736.5 |
736.5 |
729.0 |
| S1 |
714.3 |
714.3 |
739.8 |
699.0 |
| S2 |
684.0 |
684.0 |
735.0 |
|
| S3 |
631.3 |
661.5 |
730.3 |
|
| S4 |
578.5 |
609.0 |
715.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
750.8 |
706.2 |
44.6 |
6.0% |
24.5 |
3.3% |
84% |
False |
False |
177,524 |
| 10 |
768.4 |
703.7 |
64.7 |
8.7% |
26.0 |
3.5% |
62% |
False |
False |
176,044 |
| 20 |
768.4 |
673.5 |
94.9 |
12.8% |
25.3 |
3.4% |
74% |
False |
False |
170,789 |
| 40 |
768.4 |
597.1 |
171.3 |
23.0% |
26.8 |
3.6% |
85% |
False |
False |
194,281 |
| 60 |
768.4 |
597.1 |
171.3 |
23.0% |
25.3 |
3.4% |
85% |
False |
False |
140,939 |
| 80 |
836.9 |
597.1 |
239.8 |
32.3% |
24.5 |
3.3% |
61% |
False |
False |
105,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
847.3 |
|
2.618 |
810.0 |
|
1.618 |
787.3 |
|
1.000 |
773.3 |
|
0.618 |
764.5 |
|
HIGH |
750.5 |
|
0.618 |
741.8 |
|
0.500 |
739.0 |
|
0.382 |
736.3 |
|
LOW |
727.5 |
|
0.618 |
713.5 |
|
1.000 |
704.8 |
|
1.618 |
690.8 |
|
2.618 |
668.0 |
|
4.250 |
630.8 |
|
|
| Fisher Pivots for day following 07-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
742.0 |
740.0 |
| PP |
740.5 |
736.5 |
| S1 |
739.0 |
733.0 |
|