ICE Russell 2000 Mini Future December 2011
| Trading Metrics calculated at close of trading on 05-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
734.3 |
739.6 |
5.3 |
0.7% |
676.6 |
| High |
745.8 |
752.9 |
7.1 |
1.0% |
745.8 |
| Low |
731.5 |
735.4 |
3.9 |
0.5% |
675.2 |
| Close |
732.9 |
745.6 |
12.7 |
1.7% |
732.9 |
| Range |
14.3 |
17.5 |
3.2 |
22.4% |
70.6 |
| ATR |
23.9 |
23.6 |
-0.3 |
-1.2% |
0.0 |
| Volume |
123,329 |
151,964 |
28,635 |
23.2% |
753,247 |
|
| Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
797.3 |
788.8 |
755.3 |
|
| R3 |
779.8 |
771.3 |
750.5 |
|
| R2 |
762.3 |
762.3 |
748.8 |
|
| R1 |
753.8 |
753.8 |
747.3 |
758.0 |
| PP |
744.8 |
744.8 |
744.8 |
746.8 |
| S1 |
736.3 |
736.3 |
744.0 |
740.5 |
| S2 |
727.3 |
727.3 |
742.5 |
|
| S3 |
709.8 |
718.8 |
740.8 |
|
| S4 |
692.3 |
701.3 |
736.0 |
|
|
| 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 |
752.9 |
686.6 |
66.3 |
8.9% |
22.3 |
3.0% |
89% |
True |
False |
149,605 |
| 10 |
752.9 |
661.5 |
91.4 |
12.3% |
21.0 |
2.8% |
92% |
True |
False |
140,656 |
| 20 |
755.3 |
661.5 |
93.8 |
12.6% |
22.3 |
3.0% |
90% |
False |
False |
148,171 |
| 40 |
768.4 |
656.3 |
112.1 |
15.0% |
24.0 |
3.2% |
80% |
False |
False |
159,205 |
| 60 |
768.4 |
597.1 |
171.3 |
23.0% |
25.3 |
3.4% |
87% |
False |
False |
181,659 |
| 80 |
768.4 |
597.1 |
171.3 |
23.0% |
24.5 |
3.3% |
87% |
False |
False |
140,884 |
| 100 |
836.9 |
597.1 |
239.8 |
32.2% |
23.8 |
3.2% |
62% |
False |
False |
112,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
827.3 |
|
2.618 |
798.8 |
|
1.618 |
781.3 |
|
1.000 |
770.5 |
|
0.618 |
763.8 |
|
HIGH |
753.0 |
|
0.618 |
746.3 |
|
0.500 |
744.3 |
|
0.382 |
742.0 |
|
LOW |
735.5 |
|
0.618 |
724.5 |
|
1.000 |
718.0 |
|
1.618 |
707.0 |
|
2.618 |
689.5 |
|
4.250 |
661.0 |
|
|
| Fisher Pivots for day following 05-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
745.0 |
744.0 |
| PP |
744.8 |
742.8 |
| S1 |
744.3 |
741.3 |
|