ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 16-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
821.1 |
828.0 |
6.9 |
0.8% |
840.1 |
| High |
827.4 |
834.7 |
7.3 |
0.9% |
840.2 |
| Low |
815.8 |
826.2 |
10.4 |
1.3% |
818.5 |
| Close |
826.7 |
832.8 |
6.1 |
0.7% |
819.5 |
| Range |
11.6 |
8.5 |
-3.1 |
-26.7% |
21.7 |
| ATR |
11.0 |
10.8 |
-0.2 |
-1.6% |
0.0 |
| Volume |
82,974 |
81,032 |
-1,942 |
-2.3% |
470,024 |
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
856.8 |
853.3 |
837.5 |
|
| R3 |
848.3 |
844.8 |
835.3 |
|
| R2 |
839.8 |
839.8 |
834.3 |
|
| R1 |
836.3 |
836.3 |
833.5 |
838.0 |
| PP |
831.3 |
831.3 |
831.3 |
832.0 |
| S1 |
827.8 |
827.8 |
832.0 |
829.5 |
| S2 |
822.8 |
822.8 |
831.3 |
|
| S3 |
814.3 |
819.3 |
830.5 |
|
| S4 |
805.8 |
810.8 |
828.0 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
891.3 |
877.0 |
831.5 |
|
| R3 |
869.5 |
855.3 |
825.5 |
|
| R2 |
847.8 |
847.8 |
823.5 |
|
| R1 |
833.8 |
833.8 |
821.5 |
829.8 |
| PP |
826.0 |
826.0 |
826.0 |
824.3 |
| S1 |
812.0 |
812.0 |
817.5 |
808.3 |
| S2 |
804.3 |
804.3 |
815.5 |
|
| S3 |
782.8 |
790.3 |
813.5 |
|
| S4 |
761.0 |
768.5 |
807.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
834.7 |
815.8 |
18.9 |
2.3% |
10.3 |
1.2% |
90% |
True |
False |
86,891 |
| 10 |
852.1 |
815.8 |
36.3 |
4.4% |
11.0 |
1.3% |
47% |
False |
False |
96,747 |
| 20 |
857.1 |
815.8 |
41.3 |
5.0% |
11.3 |
1.3% |
41% |
False |
False |
107,404 |
| 40 |
865.4 |
798.0 |
67.4 |
8.1% |
10.0 |
1.2% |
52% |
False |
False |
70,297 |
| 60 |
865.4 |
759.8 |
105.6 |
12.7% |
7.3 |
0.9% |
69% |
False |
False |
46,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
870.8 |
|
2.618 |
857.0 |
|
1.618 |
848.5 |
|
1.000 |
843.3 |
|
0.618 |
840.0 |
|
HIGH |
834.8 |
|
0.618 |
831.5 |
|
0.500 |
830.5 |
|
0.382 |
829.5 |
|
LOW |
826.3 |
|
0.618 |
821.0 |
|
1.000 |
817.8 |
|
1.618 |
812.5 |
|
2.618 |
804.0 |
|
4.250 |
790.0 |
|
|
| Fisher Pivots for day following 16-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
832.0 |
830.3 |
| PP |
831.3 |
827.8 |
| S1 |
830.5 |
825.3 |
|