ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 18-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
833.8 |
839.8 |
6.0 |
0.7% |
840.1 |
| High |
841.8 |
841.6 |
-0.2 |
0.0% |
840.2 |
| Low |
831.1 |
831.6 |
0.5 |
0.1% |
818.5 |
| Close |
841.2 |
832.6 |
-8.6 |
-1.0% |
819.5 |
| Range |
10.7 |
10.0 |
-0.7 |
-6.5% |
21.7 |
| ATR |
10.8 |
10.7 |
-0.1 |
-0.5% |
0.0 |
| Volume |
93,274 |
119,583 |
26,309 |
28.2% |
470,024 |
|
| Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
865.3 |
859.0 |
838.0 |
|
| R3 |
855.3 |
849.0 |
835.3 |
|
| R2 |
845.3 |
845.3 |
834.5 |
|
| R1 |
839.0 |
839.0 |
833.5 |
837.0 |
| PP |
835.3 |
835.3 |
835.3 |
834.3 |
| S1 |
829.0 |
829.0 |
831.8 |
827.0 |
| S2 |
825.3 |
825.3 |
830.8 |
|
| S3 |
815.3 |
819.0 |
829.8 |
|
| S4 |
805.3 |
809.0 |
827.0 |
|
|
| 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 |
841.8 |
815.8 |
26.0 |
3.1% |
10.5 |
1.3% |
65% |
False |
False |
93,660 |
| 10 |
852.1 |
815.8 |
36.3 |
4.4% |
11.0 |
1.3% |
46% |
False |
False |
94,996 |
| 20 |
857.1 |
815.8 |
41.3 |
5.0% |
11.3 |
1.4% |
41% |
False |
False |
106,779 |
| 40 |
865.4 |
798.0 |
67.4 |
8.1% |
10.3 |
1.2% |
51% |
False |
False |
75,604 |
| 60 |
865.4 |
766.0 |
99.4 |
11.9% |
7.8 |
0.9% |
67% |
False |
False |
50,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
884.0 |
|
2.618 |
867.8 |
|
1.618 |
857.8 |
|
1.000 |
851.5 |
|
0.618 |
847.8 |
|
HIGH |
841.5 |
|
0.618 |
837.8 |
|
0.500 |
836.5 |
|
0.382 |
835.5 |
|
LOW |
831.5 |
|
0.618 |
825.5 |
|
1.000 |
821.5 |
|
1.618 |
815.5 |
|
2.618 |
805.5 |
|
4.250 |
789.0 |
|
|
| Fisher Pivots for day following 18-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
836.5 |
834.0 |
| PP |
835.3 |
833.5 |
| S1 |
834.0 |
833.0 |
|