ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 04-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
837.2 |
836.2 |
-1.0 |
-0.1% |
850.3 |
| High |
841.8 |
843.2 |
1.4 |
0.2% |
855.2 |
| Low |
831.1 |
831.4 |
0.3 |
0.0% |
827.9 |
| Close |
835.6 |
841.5 |
5.9 |
0.7% |
834.4 |
| Range |
10.7 |
11.8 |
1.1 |
10.3% |
27.3 |
| ATR |
10.6 |
10.7 |
0.1 |
0.8% |
0.0 |
| Volume |
113,663 |
116,704 |
3,041 |
2.7% |
626,028 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
874.0 |
869.5 |
848.0 |
|
| R3 |
862.3 |
857.8 |
844.8 |
|
| R2 |
850.5 |
850.5 |
843.8 |
|
| R1 |
846.0 |
846.0 |
842.5 |
848.3 |
| PP |
838.8 |
838.8 |
838.8 |
839.8 |
| S1 |
834.3 |
834.3 |
840.5 |
836.5 |
| S2 |
827.0 |
827.0 |
839.3 |
|
| S3 |
815.0 |
822.5 |
838.3 |
|
| S4 |
803.3 |
810.5 |
835.0 |
|
|
| 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 |
830.5 |
14.8 |
1.8% |
11.5 |
1.4% |
74% |
False |
False |
112,820 |
| 10 |
857.1 |
827.9 |
29.2 |
3.5% |
11.8 |
1.4% |
47% |
False |
False |
118,562 |
| 20 |
865.4 |
827.9 |
37.5 |
4.5% |
10.8 |
1.3% |
36% |
False |
False |
103,523 |
| 40 |
865.4 |
788.0 |
77.4 |
9.2% |
8.3 |
1.0% |
69% |
False |
False |
51,870 |
| 60 |
865.4 |
759.8 |
105.6 |
12.5% |
6.0 |
0.7% |
77% |
False |
False |
34,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
893.3 |
|
2.618 |
874.0 |
|
1.618 |
862.3 |
|
1.000 |
855.0 |
|
0.618 |
850.5 |
|
HIGH |
843.3 |
|
0.618 |
838.8 |
|
0.500 |
837.3 |
|
0.382 |
836.0 |
|
LOW |
831.5 |
|
0.618 |
824.0 |
|
1.000 |
819.5 |
|
1.618 |
812.3 |
|
2.618 |
800.5 |
|
4.250 |
781.3 |
|
|
| Fisher Pivots for day following 04-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
840.0 |
840.0 |
| PP |
838.8 |
838.5 |
| S1 |
837.3 |
837.3 |
|