ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
718.4 |
741.7 |
23.3 |
3.2% |
738.0 |
| High |
745.2 |
743.7 |
-1.5 |
-0.2% |
749.5 |
| Low |
712.9 |
719.8 |
6.9 |
1.0% |
712.9 |
| Close |
742.8 |
729.8 |
-13.0 |
-1.8% |
742.8 |
| Range |
32.3 |
23.9 |
-8.4 |
-26.0% |
36.6 |
| ATR |
18.6 |
19.0 |
0.4 |
2.0% |
0.0 |
| Volume |
172,284 |
243,937 |
71,653 |
41.6% |
303,556 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
802.8 |
790.3 |
743.0 |
|
| R3 |
779.0 |
766.3 |
736.3 |
|
| R2 |
755.0 |
755.0 |
734.3 |
|
| R1 |
742.5 |
742.5 |
732.0 |
736.8 |
| PP |
731.0 |
731.0 |
731.0 |
728.3 |
| S1 |
718.5 |
718.5 |
727.5 |
712.8 |
| S2 |
707.3 |
707.3 |
725.5 |
|
| S3 |
683.3 |
694.5 |
723.3 |
|
| S4 |
659.5 |
670.8 |
716.8 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
844.8 |
830.5 |
763.0 |
|
| R3 |
808.3 |
793.8 |
752.8 |
|
| R2 |
771.8 |
771.8 |
749.5 |
|
| R1 |
757.3 |
757.3 |
746.3 |
764.5 |
| PP |
735.0 |
735.0 |
735.0 |
738.8 |
| S1 |
720.8 |
720.8 |
739.5 |
727.8 |
| S2 |
698.5 |
698.5 |
736.0 |
|
| S3 |
661.8 |
684.0 |
732.8 |
|
| S4 |
625.3 |
647.5 |
722.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
749.5 |
712.9 |
36.6 |
5.0% |
24.5 |
3.4% |
46% |
False |
False |
107,673 |
| 10 |
749.5 |
688.2 |
61.3 |
8.4% |
21.5 |
3.0% |
68% |
False |
False |
55,155 |
| 20 |
749.5 |
669.1 |
80.4 |
11.0% |
16.0 |
2.2% |
75% |
False |
False |
27,627 |
| 40 |
765.1 |
669.1 |
96.0 |
13.2% |
12.3 |
1.7% |
63% |
False |
False |
13,867 |
| 60 |
765.1 |
599.4 |
165.7 |
22.7% |
8.5 |
1.2% |
79% |
False |
False |
9,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
845.3 |
|
2.618 |
806.3 |
|
1.618 |
782.3 |
|
1.000 |
767.5 |
|
0.618 |
758.5 |
|
HIGH |
743.8 |
|
0.618 |
734.5 |
|
0.500 |
731.8 |
|
0.382 |
729.0 |
|
LOW |
719.8 |
|
0.618 |
705.0 |
|
1.000 |
696.0 |
|
1.618 |
681.3 |
|
2.618 |
657.3 |
|
4.250 |
618.3 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
731.8 |
731.3 |
| PP |
731.0 |
730.8 |
| S1 |
730.5 |
730.3 |
|