ICE Russell 2000 Mini Future December 2011
| Trading Metrics calculated at close of trading on 11-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
715.5 |
720.6 |
5.1 |
0.7% |
747.2 |
| High |
730.8 |
744.1 |
13.3 |
1.8% |
755.3 |
| Low |
710.2 |
719.7 |
9.5 |
1.3% |
710.2 |
| Close |
721.5 |
742.7 |
21.2 |
2.9% |
742.7 |
| Range |
20.6 |
24.4 |
3.8 |
18.4% |
45.1 |
| ATR |
26.2 |
26.1 |
-0.1 |
-0.5% |
0.0 |
| Volume |
165,662 |
118,058 |
-47,604 |
-28.7% |
795,351 |
|
| Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
808.8 |
800.0 |
756.0 |
|
| R3 |
784.3 |
775.8 |
749.5 |
|
| R2 |
760.0 |
760.0 |
747.3 |
|
| R1 |
751.3 |
751.3 |
745.0 |
755.5 |
| PP |
735.5 |
735.5 |
735.5 |
737.8 |
| S1 |
727.0 |
727.0 |
740.5 |
731.3 |
| S2 |
711.0 |
711.0 |
738.3 |
|
| S3 |
686.8 |
702.5 |
736.0 |
|
| S4 |
662.3 |
678.0 |
729.3 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
871.3 |
852.3 |
767.5 |
|
| R3 |
826.3 |
807.0 |
755.0 |
|
| R2 |
781.3 |
781.3 |
751.0 |
|
| R1 |
762.0 |
762.0 |
746.8 |
749.0 |
| PP |
736.0 |
736.0 |
736.0 |
729.5 |
| S1 |
716.8 |
716.8 |
738.5 |
704.0 |
| S2 |
691.0 |
691.0 |
734.5 |
|
| S3 |
645.8 |
671.8 |
730.3 |
|
| S4 |
600.8 |
626.8 |
718.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
755.3 |
710.2 |
45.1 |
6.1% |
25.8 |
3.5% |
72% |
False |
False |
159,070 |
| 10 |
758.9 |
706.2 |
52.7 |
7.1% |
25.5 |
3.4% |
69% |
False |
False |
167,968 |
| 20 |
768.4 |
675.6 |
92.8 |
12.5% |
26.5 |
3.6% |
72% |
False |
False |
171,019 |
| 40 |
768.4 |
597.1 |
171.3 |
23.1% |
27.0 |
3.6% |
85% |
False |
False |
186,663 |
| 60 |
768.4 |
597.1 |
171.3 |
23.1% |
26.0 |
3.5% |
85% |
False |
False |
151,706 |
| 80 |
836.9 |
597.1 |
239.8 |
32.3% |
25.8 |
3.5% |
61% |
False |
False |
113,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
847.8 |
|
2.618 |
808.0 |
|
1.618 |
783.5 |
|
1.000 |
768.5 |
|
0.618 |
759.3 |
|
HIGH |
744.0 |
|
0.618 |
734.8 |
|
0.500 |
732.0 |
|
0.382 |
729.0 |
|
LOW |
719.8 |
|
0.618 |
704.5 |
|
1.000 |
695.3 |
|
1.618 |
680.3 |
|
2.618 |
655.8 |
|
4.250 |
616.0 |
|
|
| Fisher Pivots for day following 11-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
739.0 |
739.0 |
| PP |
735.5 |
735.3 |
| S1 |
732.0 |
731.8 |
|