ICE Russell 2000 Mini Future December 2011
| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
745.7 |
735.0 |
-10.7 |
-1.4% |
739.6 |
| High |
747.2 |
743.7 |
-3.5 |
-0.5% |
753.3 |
| Low |
723.8 |
714.3 |
-9.5 |
-1.3% |
716.7 |
| Close |
733.8 |
718.6 |
-15.2 |
-2.1% |
746.6 |
| Range |
23.4 |
29.4 |
6.0 |
25.6% |
36.6 |
| ATR |
24.1 |
24.5 |
0.4 |
1.6% |
0.0 |
| Volume |
143,265 |
163,691 |
20,426 |
14.3% |
757,228 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
813.8 |
795.5 |
734.8 |
|
| R3 |
784.3 |
766.3 |
726.8 |
|
| R2 |
755.0 |
755.0 |
724.0 |
|
| R1 |
736.8 |
736.8 |
721.3 |
731.3 |
| PP |
725.5 |
725.5 |
725.5 |
722.8 |
| S1 |
707.3 |
707.3 |
716.0 |
701.8 |
| S2 |
696.3 |
696.3 |
713.3 |
|
| S3 |
666.8 |
678.0 |
710.5 |
|
| S4 |
637.3 |
648.5 |
702.5 |
|
|
| 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 |
714.3 |
39.0 |
5.4% |
28.3 |
3.9% |
11% |
False |
True |
155,126 |
| 10 |
753.3 |
686.6 |
66.7 |
9.3% |
24.8 |
3.5% |
48% |
False |
False |
151,017 |
| 20 |
753.3 |
661.5 |
91.8 |
12.8% |
22.5 |
3.1% |
62% |
False |
False |
147,537 |
| 40 |
768.4 |
661.5 |
106.9 |
14.9% |
24.3 |
3.4% |
53% |
False |
False |
158,745 |
| 60 |
768.4 |
597.1 |
171.3 |
23.8% |
25.5 |
3.6% |
71% |
False |
False |
173,060 |
| 80 |
768.4 |
597.1 |
171.3 |
23.8% |
25.3 |
3.5% |
71% |
False |
False |
152,283 |
| 100 |
832.5 |
597.1 |
235.4 |
32.8% |
25.3 |
3.5% |
52% |
False |
False |
121,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
868.8 |
|
2.618 |
820.8 |
|
1.618 |
791.3 |
|
1.000 |
773.0 |
|
0.618 |
761.8 |
|
HIGH |
743.8 |
|
0.618 |
732.5 |
|
0.500 |
729.0 |
|
0.382 |
725.5 |
|
LOW |
714.3 |
|
0.618 |
696.3 |
|
1.000 |
685.0 |
|
1.618 |
666.8 |
|
2.618 |
637.3 |
|
4.250 |
589.3 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
729.0 |
731.5 |
| PP |
725.5 |
727.3 |
| S1 |
722.0 |
723.0 |
|