ICE Russell 2000 Mini Future December 2011
| Trading Metrics calculated at close of trading on 02-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
735.5 |
734.3 |
-1.2 |
-0.2% |
676.6 |
| High |
740.7 |
745.8 |
5.1 |
0.7% |
745.8 |
| Low |
729.4 |
731.5 |
2.1 |
0.3% |
675.2 |
| Close |
731.7 |
732.9 |
1.2 |
0.2% |
732.9 |
| Range |
11.3 |
14.3 |
3.0 |
26.5% |
70.6 |
| ATR |
24.6 |
23.9 |
-0.7 |
-3.0% |
0.0 |
| Volume |
124,468 |
123,329 |
-1,139 |
-0.9% |
753,247 |
|
| Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
779.8 |
770.5 |
740.8 |
|
| R3 |
765.3 |
756.3 |
736.8 |
|
| R2 |
751.0 |
751.0 |
735.5 |
|
| R1 |
742.0 |
742.0 |
734.3 |
739.3 |
| PP |
736.8 |
736.8 |
736.8 |
735.5 |
| S1 |
727.8 |
727.8 |
731.5 |
725.0 |
| S2 |
722.5 |
722.5 |
730.3 |
|
| S3 |
708.3 |
713.3 |
729.0 |
|
| S4 |
693.8 |
699.0 |
725.0 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
929.8 |
902.0 |
771.8 |
|
| R3 |
859.3 |
831.3 |
752.3 |
|
| R2 |
788.5 |
788.5 |
745.8 |
|
| R1 |
760.8 |
760.8 |
739.3 |
774.8 |
| PP |
718.0 |
718.0 |
718.0 |
725.0 |
| S1 |
690.3 |
690.3 |
726.5 |
704.0 |
| S2 |
647.3 |
647.3 |
720.0 |
|
| S3 |
576.8 |
619.5 |
713.5 |
|
| S4 |
506.3 |
549.0 |
694.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
745.8 |
675.2 |
70.6 |
9.6% |
23.5 |
3.2% |
82% |
True |
False |
150,649 |
| 10 |
745.8 |
661.5 |
84.3 |
11.5% |
21.0 |
2.9% |
85% |
True |
False |
137,815 |
| 20 |
755.3 |
661.5 |
93.8 |
12.8% |
22.3 |
3.0% |
76% |
False |
False |
147,655 |
| 40 |
768.4 |
650.0 |
118.4 |
16.2% |
24.3 |
3.3% |
70% |
False |
False |
160,375 |
| 60 |
768.4 |
597.1 |
171.3 |
23.4% |
25.8 |
3.5% |
79% |
False |
False |
183,092 |
| 80 |
768.4 |
597.1 |
171.3 |
23.4% |
24.8 |
3.4% |
79% |
False |
False |
138,985 |
| 100 |
836.9 |
597.1 |
239.8 |
32.7% |
23.8 |
3.2% |
57% |
False |
False |
111,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
806.5 |
|
2.618 |
783.3 |
|
1.618 |
769.0 |
|
1.000 |
760.0 |
|
0.618 |
754.8 |
|
HIGH |
745.8 |
|
0.618 |
740.3 |
|
0.500 |
738.8 |
|
0.382 |
737.0 |
|
LOW |
731.5 |
|
0.618 |
722.8 |
|
1.000 |
717.3 |
|
1.618 |
708.3 |
|
2.618 |
694.0 |
|
4.250 |
670.8 |
|
|
| Fisher Pivots for day following 02-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
738.8 |
727.3 |
| PP |
736.8 |
721.8 |
| S1 |
734.8 |
716.3 |
|