ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 25-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
850.3 |
850.3 |
0.0 |
0.0% |
861.5 |
| High |
854.0 |
855.2 |
1.2 |
0.1% |
861.5 |
| Low |
845.4 |
835.4 |
-10.0 |
-1.2% |
842.2 |
| Close |
849.8 |
837.7 |
-12.1 |
-1.4% |
851.8 |
| Range |
8.6 |
19.8 |
11.2 |
130.2% |
19.3 |
| ATR |
9.1 |
9.9 |
0.8 |
8.3% |
0.0 |
| Volume |
106,393 |
169,981 |
63,588 |
59.8% |
650,222 |
|
| Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
902.3 |
889.8 |
848.5 |
|
| R3 |
882.3 |
870.0 |
843.3 |
|
| R2 |
862.5 |
862.5 |
841.3 |
|
| R1 |
850.3 |
850.3 |
839.5 |
846.5 |
| PP |
842.8 |
842.8 |
842.8 |
841.0 |
| S1 |
830.3 |
830.3 |
836.0 |
826.8 |
| S2 |
823.0 |
823.0 |
834.0 |
|
| S3 |
803.3 |
810.5 |
832.3 |
|
| S4 |
783.3 |
790.8 |
826.8 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
909.8 |
900.0 |
862.5 |
|
| R3 |
890.5 |
880.8 |
857.0 |
|
| R2 |
871.3 |
871.3 |
855.3 |
|
| R1 |
861.5 |
861.5 |
853.5 |
856.8 |
| PP |
851.8 |
851.8 |
851.8 |
849.5 |
| S1 |
842.3 |
842.3 |
850.0 |
837.3 |
| S2 |
832.5 |
832.5 |
848.3 |
|
| S3 |
813.3 |
822.8 |
846.5 |
|
| S4 |
794.0 |
803.5 |
841.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
857.1 |
835.4 |
21.7 |
2.6% |
10.5 |
1.2% |
11% |
False |
True |
123,263 |
| 10 |
865.4 |
834.8 |
30.6 |
3.7% |
11.0 |
1.3% |
9% |
False |
False |
126,135 |
| 20 |
865.4 |
799.2 |
66.2 |
7.9% |
10.3 |
1.2% |
58% |
False |
False |
63,974 |
| 40 |
865.4 |
766.0 |
99.4 |
11.9% |
6.5 |
0.8% |
72% |
False |
False |
32,005 |
| 60 |
865.4 |
759.8 |
105.6 |
12.6% |
4.8 |
0.6% |
74% |
False |
False |
21,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
939.3 |
|
2.618 |
907.0 |
|
1.618 |
887.3 |
|
1.000 |
875.0 |
|
0.618 |
867.5 |
|
HIGH |
855.3 |
|
0.618 |
847.8 |
|
0.500 |
845.3 |
|
0.382 |
843.0 |
|
LOW |
835.5 |
|
0.618 |
823.3 |
|
1.000 |
815.5 |
|
1.618 |
803.3 |
|
2.618 |
783.5 |
|
4.250 |
751.3 |
|
|
| Fisher Pivots for day following 25-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
845.3 |
846.3 |
| PP |
842.8 |
843.5 |
| S1 |
840.3 |
840.5 |
|