ICE Russell 2000 Mini Future December 2011
| Trading Metrics calculated at close of trading on 16-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
708.0 |
720.7 |
12.7 |
1.8% |
745.7 |
| High |
720.1 |
725.0 |
4.9 |
0.7% |
747.2 |
| Low |
703.0 |
719.4 |
16.4 |
2.3% |
703.0 |
| Close |
717.1 |
721.9 |
4.8 |
0.7% |
721.9 |
| Range |
17.1 |
5.6 |
-11.5 |
-67.3% |
44.2 |
| ATR |
23.6 |
22.5 |
-1.1 |
-4.7% |
0.0 |
| Volume |
37,177 |
1,192 |
-35,985 |
-96.8% |
410,841 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
739.0 |
736.0 |
725.0 |
|
| R3 |
733.3 |
730.3 |
723.5 |
|
| R2 |
727.8 |
727.8 |
723.0 |
|
| R1 |
724.8 |
724.8 |
722.3 |
726.3 |
| PP |
722.0 |
722.0 |
722.0 |
722.8 |
| S1 |
719.3 |
719.3 |
721.3 |
720.5 |
| S2 |
716.5 |
716.5 |
720.8 |
|
| S3 |
711.0 |
713.5 |
720.3 |
|
| S4 |
705.3 |
708.0 |
718.8 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
856.5 |
833.5 |
746.3 |
|
| R3 |
812.5 |
789.3 |
734.0 |
|
| R2 |
768.3 |
768.3 |
730.0 |
|
| R1 |
745.0 |
745.0 |
726.0 |
734.5 |
| PP |
724.0 |
724.0 |
724.0 |
718.8 |
| S1 |
700.8 |
700.8 |
717.8 |
690.3 |
| S2 |
679.8 |
679.8 |
713.8 |
|
| S3 |
635.5 |
656.8 |
709.8 |
|
| S4 |
591.5 |
612.5 |
697.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
747.2 |
703.0 |
44.2 |
6.1% |
18.8 |
2.6% |
43% |
False |
False |
82,168 |
| 10 |
753.3 |
703.0 |
50.3 |
7.0% |
21.3 |
2.9% |
37% |
False |
False |
116,806 |
| 20 |
753.3 |
661.5 |
91.8 |
12.7% |
21.0 |
2.9% |
66% |
False |
False |
127,311 |
| 40 |
768.4 |
661.5 |
106.9 |
14.8% |
23.3 |
3.2% |
56% |
False |
False |
146,911 |
| 60 |
768.4 |
597.1 |
171.3 |
23.7% |
24.8 |
3.4% |
73% |
False |
False |
163,021 |
| 80 |
768.4 |
597.1 |
171.3 |
23.7% |
24.8 |
3.4% |
73% |
False |
False |
153,567 |
| 100 |
803.8 |
597.1 |
206.7 |
28.6% |
25.5 |
3.5% |
60% |
False |
False |
122,878 |
| 120 |
854.2 |
597.1 |
257.1 |
35.6% |
21.5 |
3.0% |
49% |
False |
False |
102,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
748.8 |
|
2.618 |
739.8 |
|
1.618 |
734.0 |
|
1.000 |
730.5 |
|
0.618 |
728.5 |
|
HIGH |
725.0 |
|
0.618 |
722.8 |
|
0.500 |
722.3 |
|
0.382 |
721.5 |
|
LOW |
719.5 |
|
0.618 |
716.0 |
|
1.000 |
713.8 |
|
1.618 |
710.3 |
|
2.618 |
704.8 |
|
4.250 |
695.5 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
722.3 |
719.3 |
| PP |
722.0 |
716.5 |
| S1 |
722.0 |
714.0 |
|