ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 01-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
842.0 |
833.2 |
-8.8 |
-1.0% |
850.3 |
| High |
842.1 |
845.3 |
3.2 |
0.4% |
855.2 |
| Low |
832.1 |
830.5 |
-1.6 |
-0.2% |
827.9 |
| Close |
834.4 |
837.4 |
3.0 |
0.4% |
834.4 |
| Range |
10.0 |
14.8 |
4.8 |
48.0% |
27.3 |
| ATR |
10.4 |
10.7 |
0.3 |
3.1% |
0.0 |
| Volume |
119,103 |
127,968 |
8,865 |
7.4% |
626,028 |
|
| Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
882.3 |
874.5 |
845.5 |
|
| R3 |
867.3 |
859.8 |
841.5 |
|
| R2 |
852.5 |
852.5 |
840.0 |
|
| R1 |
845.0 |
845.0 |
838.8 |
848.8 |
| PP |
837.8 |
837.8 |
837.8 |
839.5 |
| S1 |
830.3 |
830.3 |
836.0 |
834.0 |
| S2 |
823.0 |
823.0 |
834.8 |
|
| S3 |
808.3 |
815.3 |
833.3 |
|
| S4 |
793.3 |
800.5 |
829.3 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
921.0 |
905.0 |
849.5 |
|
| R3 |
893.8 |
877.8 |
842.0 |
|
| R2 |
866.5 |
866.5 |
839.5 |
|
| R1 |
850.5 |
850.5 |
837.0 |
844.8 |
| PP |
839.3 |
839.3 |
839.3 |
836.3 |
| S1 |
823.3 |
823.3 |
832.0 |
817.5 |
| S2 |
811.8 |
811.8 |
829.5 |
|
| S3 |
784.5 |
795.8 |
827.0 |
|
| S4 |
757.3 |
768.5 |
819.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
855.2 |
827.9 |
27.3 |
3.3% |
14.0 |
1.7% |
35% |
False |
False |
129,520 |
| 10 |
857.1 |
827.9 |
29.2 |
3.5% |
11.0 |
1.3% |
33% |
False |
False |
122,756 |
| 20 |
865.4 |
801.8 |
63.6 |
7.6% |
11.0 |
1.3% |
56% |
False |
False |
87,837 |
| 40 |
865.4 |
785.0 |
80.4 |
9.6% |
7.8 |
0.9% |
65% |
False |
False |
43,945 |
| 60 |
865.4 |
759.8 |
105.6 |
12.6% |
5.8 |
0.7% |
73% |
False |
False |
29,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
908.3 |
|
2.618 |
884.0 |
|
1.618 |
869.3 |
|
1.000 |
860.0 |
|
0.618 |
854.5 |
|
HIGH |
845.3 |
|
0.618 |
839.8 |
|
0.500 |
838.0 |
|
0.382 |
836.3 |
|
LOW |
830.5 |
|
0.618 |
821.3 |
|
1.000 |
815.8 |
|
1.618 |
806.5 |
|
2.618 |
791.8 |
|
4.250 |
767.5 |
|
|
| Fisher Pivots for day following 01-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
838.0 |
837.8 |
| PP |
837.8 |
837.5 |
| S1 |
837.5 |
837.5 |
|