ICE Russell 2000 Mini Future December 2011
| Trading Metrics calculated at close of trading on 30-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
694.7 |
692.0 |
-2.7 |
-0.4% |
712.3 |
| High |
707.3 |
737.5 |
30.2 |
4.3% |
715.5 |
| Low |
689.7 |
686.6 |
-3.1 |
-0.4% |
661.5 |
| Close |
696.4 |
736.7 |
40.3 |
5.8% |
664.0 |
| Range |
17.6 |
50.9 |
33.3 |
189.2% |
54.0 |
| ATR |
23.7 |
25.6 |
1.9 |
8.2% |
0.0 |
| Volume |
150,075 |
198,191 |
48,116 |
32.1% |
501,357 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
873.0 |
855.8 |
764.8 |
|
| R3 |
822.0 |
804.8 |
750.8 |
|
| R2 |
771.3 |
771.3 |
746.0 |
|
| R1 |
754.0 |
754.0 |
741.3 |
762.5 |
| PP |
720.3 |
720.3 |
720.3 |
724.5 |
| S1 |
703.0 |
703.0 |
732.0 |
711.8 |
| S2 |
669.3 |
669.3 |
727.3 |
|
| S3 |
618.5 |
652.3 |
722.8 |
|
| S4 |
567.5 |
601.3 |
708.8 |
|
|
| 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 |
737.5 |
661.5 |
76.0 |
10.3% |
26.3 |
3.6% |
99% |
True |
False |
143,315 |
| 10 |
747.5 |
661.5 |
86.0 |
11.7% |
22.8 |
3.1% |
87% |
False |
False |
149,020 |
| 20 |
755.3 |
661.5 |
93.8 |
12.7% |
23.5 |
3.2% |
80% |
False |
False |
152,138 |
| 40 |
768.4 |
635.5 |
132.9 |
18.0% |
24.8 |
3.3% |
76% |
False |
False |
163,809 |
| 60 |
768.4 |
597.1 |
171.3 |
23.3% |
26.0 |
3.5% |
81% |
False |
False |
181,095 |
| 80 |
768.4 |
597.1 |
171.3 |
23.3% |
25.8 |
3.5% |
81% |
False |
False |
135,891 |
| 100 |
836.9 |
597.1 |
239.8 |
32.6% |
23.5 |
3.2% |
58% |
False |
False |
108,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
953.8 |
|
2.618 |
870.8 |
|
1.618 |
819.8 |
|
1.000 |
788.5 |
|
0.618 |
769.0 |
|
HIGH |
737.5 |
|
0.618 |
718.0 |
|
0.500 |
712.0 |
|
0.382 |
706.0 |
|
LOW |
686.5 |
|
0.618 |
655.3 |
|
1.000 |
635.8 |
|
1.618 |
604.3 |
|
2.618 |
553.3 |
|
4.250 |
470.3 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
728.5 |
726.5 |
| PP |
720.3 |
716.5 |
| S1 |
712.0 |
706.3 |
|