ICE Russell 2000 Mini Future December 2011
| Trading Metrics calculated at close of trading on 18-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
725.3 |
716.7 |
-8.6 |
-1.2% |
747.5 |
| High |
734.7 |
729.7 |
-5.0 |
-0.7% |
749.5 |
| Low |
714.0 |
713.1 |
-0.9 |
-0.1% |
713.1 |
| Close |
718.0 |
718.5 |
0.5 |
0.1% |
718.5 |
| Range |
20.7 |
16.6 |
-4.1 |
-19.8% |
36.4 |
| ATR |
25.2 |
24.6 |
-0.6 |
-2.4% |
0.0 |
| Volume |
199,362 |
123,550 |
-75,812 |
-38.0% |
761,513 |
|
| Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
770.3 |
761.0 |
727.8 |
|
| R3 |
753.8 |
744.3 |
723.0 |
|
| R2 |
737.0 |
737.0 |
721.5 |
|
| R1 |
727.8 |
727.8 |
720.0 |
732.5 |
| PP |
720.5 |
720.5 |
720.5 |
722.8 |
| S1 |
711.3 |
711.3 |
717.0 |
715.8 |
| S2 |
703.8 |
703.8 |
715.5 |
|
| S3 |
687.3 |
694.5 |
714.0 |
|
| S4 |
670.8 |
678.0 |
709.3 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
836.3 |
813.8 |
738.5 |
|
| R3 |
799.8 |
777.3 |
728.5 |
|
| R2 |
763.5 |
763.5 |
725.3 |
|
| R1 |
741.0 |
741.0 |
721.8 |
734.0 |
| PP |
727.0 |
727.0 |
727.0 |
723.5 |
| S1 |
704.5 |
704.5 |
715.3 |
697.5 |
| S2 |
690.8 |
690.8 |
711.8 |
|
| S3 |
654.3 |
668.3 |
708.5 |
|
| S4 |
617.8 |
631.8 |
698.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
749.5 |
713.1 |
36.4 |
5.1% |
21.5 |
3.0% |
15% |
False |
True |
152,302 |
| 10 |
755.3 |
710.2 |
45.1 |
6.3% |
23.5 |
3.3% |
18% |
False |
False |
155,686 |
| 20 |
768.4 |
703.7 |
64.7 |
9.0% |
25.0 |
3.5% |
23% |
False |
False |
165,682 |
| 40 |
768.4 |
597.1 |
171.3 |
23.8% |
26.5 |
3.7% |
71% |
False |
False |
178,485 |
| 60 |
768.4 |
597.1 |
171.3 |
23.8% |
25.8 |
3.6% |
71% |
False |
False |
164,377 |
| 80 |
803.3 |
597.1 |
206.2 |
28.7% |
26.8 |
3.7% |
59% |
False |
False |
123,314 |
| 100 |
854.2 |
597.1 |
257.1 |
35.8% |
21.8 |
3.0% |
47% |
False |
False |
98,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
800.3 |
|
2.618 |
773.3 |
|
1.618 |
756.5 |
|
1.000 |
746.3 |
|
0.618 |
740.0 |
|
HIGH |
729.8 |
|
0.618 |
723.3 |
|
0.500 |
721.5 |
|
0.382 |
719.5 |
|
LOW |
713.0 |
|
0.618 |
702.8 |
|
1.000 |
696.5 |
|
1.618 |
686.3 |
|
2.618 |
669.8 |
|
4.250 |
642.5 |
|
|
| Fisher Pivots for day following 18-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
721.5 |
730.3 |
| PP |
720.5 |
726.3 |
| S1 |
719.5 |
722.5 |
|