ICE Russell 2000 Mini Future December 2011
| Trading Metrics calculated at close of trading on 29-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
676.6 |
694.7 |
18.1 |
2.7% |
712.3 |
| High |
698.0 |
707.3 |
9.3 |
1.3% |
715.5 |
| Low |
675.2 |
689.7 |
14.5 |
2.1% |
661.5 |
| Close |
697.1 |
696.4 |
-0.7 |
-0.1% |
664.0 |
| Range |
22.8 |
17.6 |
-5.2 |
-22.8% |
54.0 |
| ATR |
24.1 |
23.7 |
-0.5 |
-1.9% |
0.0 |
| Volume |
157,184 |
150,075 |
-7,109 |
-4.5% |
501,357 |
|
| Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
750.5 |
741.0 |
706.0 |
|
| R3 |
733.0 |
723.5 |
701.3 |
|
| R2 |
715.5 |
715.5 |
699.8 |
|
| R1 |
706.0 |
706.0 |
698.0 |
710.8 |
| PP |
697.8 |
697.8 |
697.8 |
700.3 |
| S1 |
688.3 |
688.3 |
694.8 |
693.0 |
| S2 |
680.3 |
680.3 |
693.3 |
|
| S3 |
662.5 |
670.8 |
691.5 |
|
| S4 |
645.0 |
653.0 |
686.8 |
|
|
| 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 |
707.3 |
661.5 |
45.8 |
6.6% |
19.0 |
2.7% |
76% |
True |
False |
130,364 |
| 10 |
747.5 |
661.5 |
86.0 |
12.3% |
20.0 |
2.9% |
41% |
False |
False |
144,057 |
| 20 |
755.3 |
661.5 |
93.8 |
13.5% |
22.8 |
3.3% |
37% |
False |
False |
155,197 |
| 40 |
768.4 |
597.1 |
171.3 |
24.6% |
24.5 |
3.5% |
58% |
False |
False |
167,049 |
| 60 |
768.4 |
597.1 |
171.3 |
24.6% |
25.5 |
3.7% |
58% |
False |
False |
177,824 |
| 80 |
768.4 |
597.1 |
171.3 |
24.6% |
26.0 |
3.7% |
58% |
False |
False |
133,417 |
| 100 |
836.9 |
597.1 |
239.8 |
34.4% |
23.0 |
3.3% |
41% |
False |
False |
106,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
782.0 |
|
2.618 |
753.5 |
|
1.618 |
735.8 |
|
1.000 |
725.0 |
|
0.618 |
718.3 |
|
HIGH |
707.3 |
|
0.618 |
700.5 |
|
0.500 |
698.5 |
|
0.382 |
696.5 |
|
LOW |
689.8 |
|
0.618 |
678.8 |
|
1.000 |
672.0 |
|
1.618 |
661.3 |
|
2.618 |
643.5 |
|
4.250 |
615.0 |
|
|
| Fisher Pivots for day following 29-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
698.5 |
692.5 |
| PP |
697.8 |
688.5 |
| S1 |
697.0 |
684.5 |
|