ICE Russell 2000 Mini Future December 2011
| Trading Metrics calculated at close of trading on 09-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
747.2 |
721.2 |
-26.0 |
-3.5% |
739.6 |
| High |
753.3 |
748.9 |
-4.4 |
-0.6% |
753.3 |
| Low |
719.4 |
716.7 |
-2.7 |
-0.4% |
716.7 |
| Close |
722.7 |
746.6 |
23.9 |
3.3% |
746.6 |
| Range |
33.9 |
32.2 |
-1.7 |
-5.0% |
36.6 |
| ATR |
23.6 |
24.2 |
0.6 |
2.6% |
0.0 |
| Volume |
182,353 |
107,309 |
-75,044 |
-41.2% |
757,228 |
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
834.0 |
822.5 |
764.3 |
|
| R3 |
801.8 |
790.3 |
755.5 |
|
| R2 |
769.5 |
769.5 |
752.5 |
|
| R1 |
758.0 |
758.0 |
749.5 |
763.8 |
| PP |
737.5 |
737.5 |
737.5 |
740.3 |
| S1 |
726.0 |
726.0 |
743.8 |
731.8 |
| S2 |
705.3 |
705.3 |
740.8 |
|
| S3 |
673.0 |
693.8 |
737.8 |
|
| S4 |
640.8 |
661.5 |
729.0 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
848.8 |
834.3 |
766.8 |
|
| R3 |
812.0 |
797.8 |
756.8 |
|
| R2 |
775.5 |
775.5 |
753.3 |
|
| R1 |
761.0 |
761.0 |
750.0 |
768.3 |
| PP |
738.8 |
738.8 |
738.8 |
742.5 |
| S1 |
724.5 |
724.5 |
743.3 |
731.8 |
| S2 |
702.3 |
702.3 |
740.0 |
|
| S3 |
665.8 |
687.8 |
736.5 |
|
| S4 |
629.0 |
651.3 |
726.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
753.3 |
716.7 |
36.6 |
4.9% |
23.8 |
3.2% |
82% |
False |
True |
151,445 |
| 10 |
753.3 |
675.2 |
78.1 |
10.5% |
23.5 |
3.2% |
91% |
False |
False |
151,047 |
| 20 |
753.3 |
661.5 |
91.8 |
12.3% |
22.3 |
3.0% |
93% |
False |
False |
144,570 |
| 40 |
768.4 |
661.5 |
106.9 |
14.3% |
24.3 |
3.2% |
80% |
False |
False |
158,396 |
| 60 |
768.4 |
597.1 |
171.3 |
22.9% |
25.3 |
3.4% |
87% |
False |
False |
173,414 |
| 80 |
768.4 |
597.1 |
171.3 |
22.9% |
25.3 |
3.4% |
87% |
False |
False |
148,447 |
| 100 |
836.9 |
597.1 |
239.8 |
32.1% |
24.8 |
3.3% |
62% |
False |
False |
118,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
885.8 |
|
2.618 |
833.3 |
|
1.618 |
801.0 |
|
1.000 |
781.0 |
|
0.618 |
768.8 |
|
HIGH |
749.0 |
|
0.618 |
736.5 |
|
0.500 |
732.8 |
|
0.382 |
729.0 |
|
LOW |
716.8 |
|
0.618 |
696.8 |
|
1.000 |
684.5 |
|
1.618 |
664.5 |
|
2.618 |
632.5 |
|
4.250 |
579.8 |
|
|
| Fisher Pivots for day following 09-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
742.0 |
742.8 |
| PP |
737.5 |
738.8 |
| S1 |
732.8 |
735.0 |
|