ICE Russell 2000 Mini Future December 2011
| Trading Metrics calculated at close of trading on 09-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
743.7 |
752.7 |
9.0 |
1.2% |
753.5 |
| High |
755.3 |
753.2 |
-2.1 |
-0.3% |
758.9 |
| Low |
733.2 |
714.8 |
-18.4 |
-2.5% |
706.2 |
| Close |
752.8 |
715.7 |
-37.1 |
-4.9% |
744.7 |
| Range |
22.1 |
38.4 |
16.3 |
73.8% |
52.7 |
| ATR |
25.8 |
26.7 |
0.9 |
3.5% |
0.0 |
| Volume |
156,264 |
206,221 |
49,957 |
32.0% |
884,336 |
|
| Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
843.0 |
817.8 |
736.8 |
|
| R3 |
804.8 |
779.5 |
726.3 |
|
| R2 |
766.3 |
766.3 |
722.8 |
|
| R1 |
741.0 |
741.0 |
719.3 |
734.5 |
| PP |
728.0 |
728.0 |
728.0 |
724.5 |
| S1 |
702.5 |
702.5 |
712.3 |
696.0 |
| S2 |
689.5 |
689.5 |
708.8 |
|
| S3 |
651.0 |
664.3 |
705.3 |
|
| S4 |
612.8 |
625.8 |
694.5 |
|
|
| 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 |
755.3 |
714.8 |
40.5 |
5.7% |
27.0 |
3.8% |
2% |
False |
True |
166,374 |
| 10 |
768.4 |
706.2 |
62.2 |
8.7% |
26.8 |
3.7% |
15% |
False |
False |
176,244 |
| 20 |
768.4 |
675.6 |
92.8 |
13.0% |
26.0 |
3.6% |
43% |
False |
False |
171,576 |
| 40 |
768.4 |
597.1 |
171.3 |
23.9% |
26.8 |
3.7% |
69% |
False |
False |
188,846 |
| 60 |
768.4 |
597.1 |
171.3 |
23.9% |
26.0 |
3.6% |
69% |
False |
False |
146,979 |
| 80 |
836.9 |
597.1 |
239.8 |
33.5% |
25.3 |
3.5% |
49% |
False |
False |
110,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
916.5 |
|
2.618 |
853.8 |
|
1.618 |
815.3 |
|
1.000 |
791.5 |
|
0.618 |
777.0 |
|
HIGH |
753.3 |
|
0.618 |
738.5 |
|
0.500 |
734.0 |
|
0.382 |
729.5 |
|
LOW |
714.8 |
|
0.618 |
691.0 |
|
1.000 |
676.5 |
|
1.618 |
652.8 |
|
2.618 |
614.3 |
|
4.250 |
551.5 |
|
|
| Fisher Pivots for day following 09-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
734.0 |
735.0 |
| PP |
728.0 |
728.5 |
| S1 |
721.8 |
722.3 |
|