ICE Russell 2000 Mini Future December 2011
| Trading Metrics calculated at close of trading on 08-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
747.1 |
747.2 |
0.1 |
0.0% |
676.6 |
| High |
752.9 |
753.3 |
0.4 |
0.1% |
745.8 |
| Low |
730.0 |
719.4 |
-10.6 |
-1.5% |
675.2 |
| Close |
747.0 |
722.7 |
-24.3 |
-3.3% |
732.9 |
| Range |
22.9 |
33.9 |
11.0 |
48.0% |
70.6 |
| ATR |
22.8 |
23.6 |
0.8 |
3.5% |
0.0 |
| Volume |
179,016 |
182,353 |
3,337 |
1.9% |
753,247 |
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
833.5 |
812.0 |
741.3 |
|
| R3 |
799.5 |
778.0 |
732.0 |
|
| R2 |
765.8 |
765.8 |
729.0 |
|
| R1 |
744.3 |
744.3 |
725.8 |
738.0 |
| PP |
731.8 |
731.8 |
731.8 |
728.8 |
| S1 |
710.3 |
710.3 |
719.5 |
704.0 |
| S2 |
698.0 |
698.0 |
716.5 |
|
| S3 |
664.0 |
676.5 |
713.5 |
|
| S4 |
630.0 |
642.5 |
704.0 |
|
|
| 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 |
753.3 |
719.4 |
33.9 |
4.7% |
20.3 |
2.8% |
10% |
True |
True |
154,649 |
| 10 |
753.3 |
661.5 |
91.8 |
12.7% |
22.0 |
3.1% |
67% |
True |
False |
146,788 |
| 20 |
753.3 |
661.5 |
91.8 |
12.7% |
21.8 |
3.0% |
67% |
True |
False |
147,487 |
| 40 |
768.4 |
661.5 |
106.9 |
14.8% |
24.0 |
3.3% |
57% |
False |
False |
159,531 |
| 60 |
768.4 |
597.1 |
171.3 |
23.7% |
25.0 |
3.5% |
73% |
False |
False |
175,060 |
| 80 |
768.4 |
597.1 |
171.3 |
23.7% |
25.0 |
3.4% |
73% |
False |
False |
147,106 |
| 100 |
836.9 |
597.1 |
239.8 |
33.2% |
24.5 |
3.4% |
52% |
False |
False |
117,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
897.5 |
|
2.618 |
842.0 |
|
1.618 |
808.3 |
|
1.000 |
787.3 |
|
0.618 |
774.3 |
|
HIGH |
753.3 |
|
0.618 |
740.3 |
|
0.500 |
736.3 |
|
0.382 |
732.3 |
|
LOW |
719.5 |
|
0.618 |
698.5 |
|
1.000 |
685.5 |
|
1.618 |
664.5 |
|
2.618 |
630.8 |
|
4.250 |
575.3 |
|
|
| Fisher Pivots for day following 08-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
736.3 |
736.3 |
| PP |
731.8 |
731.8 |
| S1 |
727.3 |
727.3 |
|