ICE Russell 2000 Mini Future December 2011
| Trading Metrics calculated at close of trading on 25-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
693.6 |
668.7 |
-24.9 |
-3.6% |
712.3 |
| High |
693.6 |
679.0 |
-14.6 |
-2.1% |
715.5 |
| Low |
671.1 |
661.5 |
-9.6 |
-1.4% |
661.5 |
| Close |
671.9 |
664.0 |
-7.9 |
-1.2% |
664.0 |
| Range |
22.5 |
17.5 |
-5.0 |
-22.2% |
54.0 |
| ATR |
23.8 |
23.4 |
-0.5 |
-1.9% |
0.0 |
| Volume |
146,404 |
64,721 |
-81,683 |
-55.8% |
501,357 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
720.8 |
709.8 |
673.5 |
|
| R3 |
703.3 |
692.3 |
668.8 |
|
| R2 |
685.8 |
685.8 |
667.3 |
|
| R1 |
674.8 |
674.8 |
665.5 |
671.5 |
| PP |
668.3 |
668.3 |
668.3 |
666.5 |
| S1 |
657.3 |
657.3 |
662.5 |
654.0 |
| S2 |
650.8 |
650.8 |
660.8 |
|
| S3 |
633.3 |
639.8 |
659.3 |
|
| S4 |
615.8 |
622.3 |
654.5 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
842.3 |
807.3 |
693.8 |
|
| R3 |
788.3 |
753.3 |
678.8 |
|
| R2 |
734.3 |
734.3 |
674.0 |
|
| R1 |
699.3 |
699.3 |
669.0 |
689.8 |
| PP |
680.3 |
680.3 |
680.3 |
675.5 |
| S1 |
645.3 |
645.3 |
659.0 |
635.8 |
| S2 |
626.3 |
626.3 |
654.0 |
|
| S3 |
572.3 |
591.3 |
649.3 |
|
| S4 |
518.3 |
537.3 |
634.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
729.7 |
661.5 |
68.2 |
10.3% |
18.5 |
2.8% |
4% |
False |
True |
124,981 |
| 10 |
749.5 |
661.5 |
88.0 |
13.3% |
20.8 |
3.1% |
3% |
False |
True |
138,092 |
| 20 |
767.8 |
661.5 |
106.3 |
16.0% |
22.5 |
3.4% |
2% |
False |
True |
153,813 |
| 40 |
768.4 |
597.1 |
171.3 |
25.8% |
25.3 |
3.8% |
39% |
False |
False |
170,760 |
| 60 |
768.4 |
597.1 |
171.3 |
25.8% |
25.8 |
3.9% |
39% |
False |
False |
172,722 |
| 80 |
770.2 |
597.1 |
173.1 |
26.1% |
26.5 |
4.0% |
39% |
False |
False |
129,579 |
| 100 |
854.2 |
597.1 |
257.1 |
38.7% |
22.5 |
3.4% |
26% |
False |
False |
103,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
753.5 |
|
2.618 |
724.8 |
|
1.618 |
707.3 |
|
1.000 |
696.5 |
|
0.618 |
689.8 |
|
HIGH |
679.0 |
|
0.618 |
672.3 |
|
0.500 |
670.3 |
|
0.382 |
668.3 |
|
LOW |
661.5 |
|
0.618 |
650.8 |
|
1.000 |
644.0 |
|
1.618 |
633.3 |
|
2.618 |
615.8 |
|
4.250 |
587.0 |
|
|
| Fisher Pivots for day following 25-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
670.3 |
684.0 |
| PP |
668.3 |
677.3 |
| S1 |
666.0 |
670.8 |
|