ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 17-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
828.0 |
833.8 |
5.8 |
0.7% |
840.1 |
| High |
834.7 |
841.8 |
7.1 |
0.9% |
840.2 |
| Low |
826.2 |
831.1 |
4.9 |
0.6% |
818.5 |
| Close |
832.8 |
841.2 |
8.4 |
1.0% |
819.5 |
| Range |
8.5 |
10.7 |
2.2 |
25.9% |
21.7 |
| ATR |
10.8 |
10.8 |
0.0 |
-0.1% |
0.0 |
| Volume |
81,032 |
93,274 |
12,242 |
15.1% |
470,024 |
|
| Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
870.3 |
866.3 |
847.0 |
|
| R3 |
859.5 |
855.8 |
844.3 |
|
| R2 |
848.8 |
848.8 |
843.3 |
|
| R1 |
845.0 |
845.0 |
842.3 |
846.8 |
| PP |
838.0 |
838.0 |
838.0 |
839.0 |
| S1 |
834.3 |
834.3 |
840.3 |
836.3 |
| S2 |
827.3 |
827.3 |
839.3 |
|
| S3 |
816.8 |
823.5 |
838.3 |
|
| S4 |
806.0 |
812.8 |
835.3 |
|
|
| 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 |
841.8 |
815.8 |
26.0 |
3.1% |
11.0 |
1.3% |
98% |
True |
False |
86,511 |
| 10 |
852.1 |
815.8 |
36.3 |
4.3% |
11.0 |
1.3% |
70% |
False |
False |
94,709 |
| 20 |
857.1 |
815.8 |
41.3 |
4.9% |
11.3 |
1.3% |
62% |
False |
False |
106,692 |
| 40 |
865.4 |
798.0 |
67.4 |
8.0% |
10.3 |
1.2% |
64% |
False |
False |
72,614 |
| 60 |
865.4 |
762.9 |
102.5 |
12.2% |
7.5 |
0.9% |
76% |
False |
False |
48,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
887.3 |
|
2.618 |
869.8 |
|
1.618 |
859.0 |
|
1.000 |
852.5 |
|
0.618 |
848.5 |
|
HIGH |
841.8 |
|
0.618 |
837.8 |
|
0.500 |
836.5 |
|
0.382 |
835.3 |
|
LOW |
831.0 |
|
0.618 |
824.5 |
|
1.000 |
820.5 |
|
1.618 |
813.8 |
|
2.618 |
803.0 |
|
4.250 |
785.5 |
|
|
| Fisher Pivots for day following 17-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
839.5 |
837.0 |
| PP |
838.0 |
833.0 |
| S1 |
836.5 |
828.8 |
|