ICE Russell 2000 Mini Future December 2011
| Trading Metrics calculated at close of trading on 14-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
720.6 |
747.5 |
26.9 |
3.7% |
747.2 |
| High |
744.1 |
749.5 |
5.4 |
0.7% |
755.3 |
| Low |
719.7 |
726.1 |
6.4 |
0.9% |
710.2 |
| Close |
742.7 |
733.8 |
-8.9 |
-1.2% |
742.7 |
| Range |
24.4 |
23.4 |
-1.0 |
-4.1% |
45.1 |
| ATR |
26.1 |
25.9 |
-0.2 |
-0.7% |
0.0 |
| Volume |
118,058 |
129,550 |
11,492 |
9.7% |
795,351 |
|
| Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
806.8 |
793.8 |
746.8 |
|
| R3 |
783.3 |
770.3 |
740.3 |
|
| R2 |
759.8 |
759.8 |
738.0 |
|
| R1 |
746.8 |
746.8 |
736.0 |
741.8 |
| PP |
736.5 |
736.5 |
736.5 |
734.0 |
| S1 |
723.5 |
723.5 |
731.8 |
718.3 |
| S2 |
713.0 |
713.0 |
729.5 |
|
| S3 |
689.8 |
700.0 |
727.3 |
|
| S4 |
666.3 |
676.8 |
721.0 |
|
|
| 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% |
52% |
False |
False |
155,151 |
| 10 |
755.3 |
706.2 |
49.1 |
6.7% |
25.3 |
3.4% |
56% |
False |
False |
166,337 |
| 20 |
768.4 |
675.6 |
92.8 |
12.6% |
26.0 |
3.5% |
63% |
False |
False |
169,954 |
| 40 |
768.4 |
597.1 |
171.3 |
23.3% |
27.3 |
3.7% |
80% |
False |
False |
185,821 |
| 60 |
768.4 |
597.1 |
171.3 |
23.3% |
26.0 |
3.5% |
80% |
False |
False |
153,865 |
| 80 |
832.5 |
597.1 |
235.4 |
32.1% |
26.0 |
3.5% |
58% |
False |
False |
115,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
849.0 |
|
2.618 |
810.8 |
|
1.618 |
787.3 |
|
1.000 |
773.0 |
|
0.618 |
764.0 |
|
HIGH |
749.5 |
|
0.618 |
740.5 |
|
0.500 |
737.8 |
|
0.382 |
735.0 |
|
LOW |
726.0 |
|
0.618 |
711.8 |
|
1.000 |
702.8 |
|
1.618 |
688.3 |
|
2.618 |
664.8 |
|
4.250 |
626.8 |
|
|
| Fisher Pivots for day following 14-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
737.8 |
732.5 |
| PP |
736.5 |
731.3 |
| S1 |
735.3 |
729.8 |
|