ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 05-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
836.2 |
842.0 |
5.8 |
0.7% |
833.2 |
| High |
843.2 |
852.1 |
8.9 |
1.1% |
852.1 |
| Low |
831.4 |
837.8 |
6.4 |
0.8% |
830.5 |
| Close |
841.5 |
839.0 |
-2.5 |
-0.3% |
839.0 |
| Range |
11.8 |
14.3 |
2.5 |
21.2% |
21.6 |
| ATR |
10.7 |
11.0 |
0.3 |
2.4% |
0.0 |
| Volume |
116,704 |
103,082 |
-13,622 |
-11.7% |
548,082 |
|
| Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
885.8 |
876.8 |
846.8 |
|
| R3 |
871.5 |
862.5 |
843.0 |
|
| R2 |
857.3 |
857.3 |
841.5 |
|
| R1 |
848.3 |
848.3 |
840.3 |
845.5 |
| PP |
843.0 |
843.0 |
843.0 |
841.8 |
| S1 |
833.8 |
833.8 |
837.8 |
831.3 |
| S2 |
828.8 |
828.8 |
836.5 |
|
| S3 |
814.3 |
819.5 |
835.0 |
|
| S4 |
800.0 |
805.3 |
831.3 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
905.3 |
893.8 |
851.0 |
|
| R3 |
883.8 |
872.3 |
845.0 |
|
| R2 |
862.3 |
862.3 |
843.0 |
|
| R1 |
850.5 |
850.5 |
841.0 |
856.3 |
| PP |
840.5 |
840.5 |
840.5 |
843.5 |
| S1 |
829.0 |
829.0 |
837.0 |
834.8 |
| S2 |
819.0 |
819.0 |
835.0 |
|
| S3 |
797.3 |
807.3 |
833.0 |
|
| S4 |
775.8 |
785.8 |
827.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
852.1 |
830.5 |
21.6 |
2.6% |
12.3 |
1.5% |
39% |
True |
False |
109,616 |
| 10 |
855.2 |
827.9 |
27.3 |
3.3% |
12.5 |
1.5% |
41% |
False |
False |
117,411 |
| 20 |
865.4 |
827.9 |
37.5 |
4.5% |
11.3 |
1.3% |
30% |
False |
False |
108,673 |
| 40 |
865.4 |
788.0 |
77.4 |
9.2% |
8.8 |
1.0% |
66% |
False |
False |
54,447 |
| 60 |
865.4 |
759.8 |
105.6 |
12.6% |
6.0 |
0.7% |
75% |
False |
False |
36,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
913.0 |
|
2.618 |
889.5 |
|
1.618 |
875.3 |
|
1.000 |
866.5 |
|
0.618 |
861.0 |
|
HIGH |
852.0 |
|
0.618 |
846.8 |
|
0.500 |
845.0 |
|
0.382 |
843.3 |
|
LOW |
837.8 |
|
0.618 |
829.0 |
|
1.000 |
823.5 |
|
1.618 |
814.8 |
|
2.618 |
800.3 |
|
4.250 |
777.0 |
|
|
| Fisher Pivots for day following 05-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
845.0 |
841.5 |
| PP |
843.0 |
840.8 |
| S1 |
841.0 |
839.8 |
|