ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 01-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
689.5 |
737.3 |
47.8 |
6.9% |
700.4 |
| High |
732.9 |
737.3 |
4.4 |
0.6% |
700.4 |
| Low |
689.5 |
726.6 |
37.1 |
5.4% |
669.1 |
| Close |
733.0 |
727.9 |
-5.1 |
-0.7% |
660.4 |
| Range |
43.4 |
10.7 |
-32.7 |
-75.3% |
31.3 |
| ATR |
16.6 |
16.1 |
-0.4 |
-2.5% |
0.0 |
| Volume |
1,181 |
1,383 |
202 |
17.1% |
478 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
762.8 |
756.0 |
733.8 |
|
| R3 |
752.0 |
745.3 |
730.8 |
|
| R2 |
741.3 |
741.3 |
729.8 |
|
| R1 |
734.5 |
734.5 |
729.0 |
732.5 |
| PP |
730.5 |
730.5 |
730.5 |
729.5 |
| S1 |
724.0 |
724.0 |
727.0 |
722.0 |
| S2 |
720.0 |
720.0 |
726.0 |
|
| S3 |
709.3 |
713.3 |
725.0 |
|
| S4 |
698.5 |
702.5 |
722.0 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
770.5 |
746.8 |
677.5 |
|
| R3 |
739.3 |
715.5 |
669.0 |
|
| R2 |
708.0 |
708.0 |
666.3 |
|
| R1 |
684.3 |
684.3 |
663.3 |
680.5 |
| PP |
676.8 |
676.8 |
676.8 |
674.8 |
| S1 |
652.8 |
652.8 |
657.5 |
649.0 |
| S2 |
645.3 |
645.3 |
654.8 |
|
| S3 |
614.0 |
621.5 |
651.8 |
|
| S4 |
582.8 |
590.3 |
643.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
782.8 |
|
2.618 |
765.3 |
|
1.618 |
754.5 |
|
1.000 |
748.0 |
|
0.618 |
744.0 |
|
HIGH |
737.3 |
|
0.618 |
733.3 |
|
0.500 |
732.0 |
|
0.382 |
730.8 |
|
LOW |
726.5 |
|
0.618 |
720.0 |
|
1.000 |
716.0 |
|
1.618 |
709.3 |
|
2.618 |
698.5 |
|
4.250 |
681.0 |
|
|
| Fisher Pivots for day following 01-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
732.0 |
722.8 |
| PP |
730.5 |
717.8 |
| S1 |
729.3 |
712.8 |
|