ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 11-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
823.4 |
822.5 |
-0.9 |
-0.1% |
833.2 |
| High |
827.9 |
834.0 |
6.1 |
0.7% |
852.1 |
| Low |
821.1 |
821.7 |
0.6 |
0.1% |
830.5 |
| Close |
823.6 |
827.2 |
3.6 |
0.4% |
839.0 |
| Range |
6.8 |
12.3 |
5.5 |
80.9% |
21.6 |
| ATR |
10.7 |
10.8 |
0.1 |
1.1% |
0.0 |
| Volume |
95,171 |
83,840 |
-11,331 |
-11.9% |
548,082 |
|
| Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
864.5 |
858.3 |
834.0 |
|
| R3 |
852.3 |
845.8 |
830.5 |
|
| R2 |
840.0 |
840.0 |
829.5 |
|
| R1 |
833.5 |
833.5 |
828.3 |
836.8 |
| PP |
827.8 |
827.8 |
827.8 |
829.3 |
| S1 |
821.3 |
821.3 |
826.0 |
824.5 |
| S2 |
815.3 |
815.3 |
825.0 |
|
| S3 |
803.0 |
809.0 |
823.8 |
|
| S4 |
790.8 |
796.8 |
820.5 |
|
|
| 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 |
821.1 |
31.0 |
3.7% |
11.3 |
1.3% |
20% |
False |
False |
96,333 |
| 10 |
852.1 |
821.1 |
31.0 |
3.7% |
11.3 |
1.4% |
20% |
False |
False |
104,577 |
| 20 |
865.4 |
821.1 |
44.3 |
5.4% |
11.0 |
1.3% |
14% |
False |
False |
118,586 |
| 40 |
865.4 |
798.0 |
67.4 |
8.1% |
9.3 |
1.1% |
43% |
False |
False |
63,912 |
| 60 |
865.4 |
759.8 |
105.6 |
12.8% |
6.8 |
0.8% |
64% |
False |
False |
42,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
886.3 |
|
2.618 |
866.3 |
|
1.618 |
854.0 |
|
1.000 |
846.3 |
|
0.618 |
841.5 |
|
HIGH |
834.0 |
|
0.618 |
829.3 |
|
0.500 |
827.8 |
|
0.382 |
826.5 |
|
LOW |
821.8 |
|
0.618 |
814.0 |
|
1.000 |
809.5 |
|
1.618 |
801.8 |
|
2.618 |
789.5 |
|
4.250 |
769.5 |
|
|
| Fisher Pivots for day following 11-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
827.8 |
830.3 |
| PP |
827.8 |
829.3 |
| S1 |
827.5 |
828.3 |
|