ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 02-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
833.2 |
837.4 |
4.2 |
0.5% |
850.3 |
| High |
845.3 |
843.0 |
-2.3 |
-0.3% |
855.2 |
| Low |
830.5 |
833.2 |
2.7 |
0.3% |
827.9 |
| Close |
837.4 |
837.6 |
0.2 |
0.0% |
834.4 |
| Range |
14.8 |
9.8 |
-5.0 |
-33.8% |
27.3 |
| ATR |
10.7 |
10.6 |
-0.1 |
-0.6% |
0.0 |
| Volume |
127,968 |
86,665 |
-41,303 |
-32.3% |
626,028 |
|
| Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
867.3 |
862.3 |
843.0 |
|
| R3 |
857.5 |
852.5 |
840.3 |
|
| R2 |
847.8 |
847.8 |
839.5 |
|
| R1 |
842.8 |
842.8 |
838.5 |
845.3 |
| PP |
838.0 |
838.0 |
838.0 |
839.3 |
| S1 |
832.8 |
832.8 |
836.8 |
835.5 |
| S2 |
828.3 |
828.3 |
835.8 |
|
| S3 |
818.3 |
823.0 |
835.0 |
|
| S4 |
808.5 |
813.3 |
832.3 |
|
|
| 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 |
845.3 |
827.9 |
17.4 |
2.1% |
12.0 |
1.4% |
56% |
False |
False |
112,857 |
| 10 |
857.1 |
827.9 |
29.2 |
3.5% |
11.3 |
1.3% |
33% |
False |
False |
118,060 |
| 20 |
865.4 |
814.3 |
51.1 |
6.1% |
10.8 |
1.3% |
46% |
False |
False |
92,112 |
| 40 |
865.4 |
788.0 |
77.4 |
9.2% |
7.8 |
0.9% |
64% |
False |
False |
46,112 |
| 60 |
865.4 |
759.8 |
105.6 |
12.6% |
5.8 |
0.7% |
74% |
False |
False |
30,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
884.8 |
|
2.618 |
868.8 |
|
1.618 |
858.8 |
|
1.000 |
852.8 |
|
0.618 |
849.0 |
|
HIGH |
843.0 |
|
0.618 |
839.3 |
|
0.500 |
838.0 |
|
0.382 |
837.0 |
|
LOW |
833.3 |
|
0.618 |
827.3 |
|
1.000 |
823.5 |
|
1.618 |
817.3 |
|
2.618 |
807.5 |
|
4.250 |
791.5 |
|
|
| Fisher Pivots for day following 02-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
838.0 |
838.0 |
| PP |
838.0 |
837.8 |
| S1 |
837.8 |
837.8 |
|