ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 22-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
833.3 |
816.7 |
-16.6 |
-2.0% |
821.1 |
| High |
834.2 |
821.7 |
-12.5 |
-1.5% |
841.8 |
| Low |
814.1 |
811.3 |
-2.8 |
-0.3% |
814.1 |
| Close |
814.7 |
820.0 |
5.3 |
0.7% |
814.7 |
| Range |
20.1 |
10.4 |
-9.7 |
-48.3% |
27.7 |
| ATR |
11.4 |
11.3 |
-0.1 |
-0.6% |
0.0 |
| Volume |
164,381 |
100,863 |
-63,518 |
-38.6% |
541,244 |
|
| Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
848.8 |
844.8 |
825.8 |
|
| R3 |
838.5 |
834.5 |
822.8 |
|
| R2 |
828.0 |
828.0 |
822.0 |
|
| R1 |
824.0 |
824.0 |
821.0 |
826.0 |
| PP |
817.8 |
817.8 |
817.8 |
818.8 |
| S1 |
813.8 |
813.8 |
819.0 |
815.8 |
| S2 |
807.3 |
807.3 |
818.0 |
|
| S3 |
796.8 |
803.3 |
817.3 |
|
| S4 |
786.5 |
792.8 |
814.3 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
906.8 |
888.3 |
830.0 |
|
| R3 |
879.0 |
860.8 |
822.3 |
|
| R2 |
851.3 |
851.3 |
819.8 |
|
| R1 |
833.0 |
833.0 |
817.3 |
828.3 |
| PP |
823.5 |
823.5 |
823.5 |
821.3 |
| S1 |
805.3 |
805.3 |
812.3 |
800.5 |
| S2 |
795.8 |
795.8 |
809.5 |
|
| S3 |
768.3 |
777.5 |
807.0 |
|
| S4 |
740.5 |
749.8 |
799.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
841.8 |
811.3 |
30.5 |
3.7% |
12.0 |
1.5% |
29% |
False |
True |
111,826 |
| 10 |
841.8 |
811.3 |
30.5 |
3.7% |
11.8 |
1.4% |
29% |
False |
True |
104,447 |
| 20 |
855.2 |
811.3 |
43.9 |
5.4% |
12.0 |
1.5% |
20% |
False |
True |
108,992 |
| 40 |
865.4 |
799.2 |
66.2 |
8.1% |
10.8 |
1.3% |
31% |
False |
False |
82,234 |
| 60 |
865.4 |
766.0 |
99.4 |
12.1% |
8.3 |
1.0% |
54% |
False |
False |
54,834 |
| 80 |
865.4 |
759.8 |
105.6 |
12.9% |
6.3 |
0.8% |
57% |
False |
False |
41,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
866.0 |
|
2.618 |
849.0 |
|
1.618 |
838.5 |
|
1.000 |
832.0 |
|
0.618 |
828.3 |
|
HIGH |
821.8 |
|
0.618 |
817.8 |
|
0.500 |
816.5 |
|
0.382 |
815.3 |
|
LOW |
811.3 |
|
0.618 |
804.8 |
|
1.000 |
801.0 |
|
1.618 |
794.5 |
|
2.618 |
784.0 |
|
4.250 |
767.0 |
|
|
| Fisher Pivots for day following 22-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
818.8 |
826.5 |
| PP |
817.8 |
824.3 |
| S1 |
816.5 |
822.3 |
|