ICE Russell 2000 Mini Future December 2011
| Trading Metrics calculated at close of trading on 17-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
738.9 |
725.3 |
-13.6 |
-1.8% |
747.2 |
| High |
747.5 |
734.7 |
-12.8 |
-1.7% |
755.3 |
| Low |
725.5 |
714.0 |
-11.5 |
-1.6% |
710.2 |
| Close |
727.4 |
718.0 |
-9.4 |
-1.3% |
742.7 |
| Range |
22.0 |
20.7 |
-1.3 |
-5.9% |
45.1 |
| ATR |
25.6 |
25.2 |
-0.3 |
-1.4% |
0.0 |
| Volume |
160,484 |
199,362 |
38,878 |
24.2% |
795,351 |
|
| Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
784.3 |
771.8 |
729.5 |
|
| R3 |
763.8 |
751.3 |
723.8 |
|
| R2 |
743.0 |
743.0 |
721.8 |
|
| R1 |
730.5 |
730.5 |
720.0 |
726.3 |
| PP |
722.3 |
722.3 |
722.3 |
720.3 |
| S1 |
709.8 |
709.8 |
716.0 |
705.8 |
| S2 |
701.5 |
701.5 |
714.3 |
|
| S3 |
680.8 |
689.0 |
712.3 |
|
| S4 |
660.3 |
668.3 |
706.5 |
|
|
| 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 |
749.5 |
714.0 |
35.5 |
4.9% |
23.3 |
3.2% |
11% |
False |
True |
151,204 |
| 10 |
755.3 |
710.2 |
45.1 |
6.3% |
23.5 |
3.3% |
17% |
False |
False |
157,494 |
| 20 |
768.4 |
691.5 |
76.9 |
10.7% |
25.3 |
3.5% |
34% |
False |
False |
166,512 |
| 40 |
768.4 |
597.1 |
171.3 |
23.9% |
26.8 |
3.7% |
71% |
False |
False |
180,876 |
| 60 |
768.4 |
597.1 |
171.3 |
23.9% |
26.0 |
3.6% |
71% |
False |
False |
162,319 |
| 80 |
803.8 |
597.1 |
206.7 |
28.8% |
26.5 |
3.7% |
58% |
False |
False |
121,770 |
| 100 |
854.2 |
597.1 |
257.1 |
35.8% |
21.5 |
3.0% |
47% |
False |
False |
97,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
822.8 |
|
2.618 |
789.0 |
|
1.618 |
768.3 |
|
1.000 |
755.5 |
|
0.618 |
747.5 |
|
HIGH |
734.8 |
|
0.618 |
726.8 |
|
0.500 |
724.3 |
|
0.382 |
722.0 |
|
LOW |
714.0 |
|
0.618 |
701.3 |
|
1.000 |
693.3 |
|
1.618 |
680.5 |
|
2.618 |
659.8 |
|
4.250 |
626.0 |
|
|
| Fisher Pivots for day following 17-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
724.3 |
730.8 |
| PP |
722.3 |
726.5 |
| S1 |
720.0 |
722.3 |
|