ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 23-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
816.7 |
822.2 |
5.5 |
0.7% |
821.1 |
| High |
821.7 |
822.3 |
0.6 |
0.1% |
841.8 |
| Low |
811.3 |
803.7 |
-7.6 |
-0.9% |
814.1 |
| Close |
820.0 |
813.7 |
-6.3 |
-0.8% |
814.7 |
| Range |
10.4 |
18.6 |
8.2 |
78.8% |
27.7 |
| ATR |
11.3 |
11.9 |
0.5 |
4.6% |
0.0 |
| Volume |
100,863 |
142,403 |
41,540 |
41.2% |
541,244 |
|
| Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
869.0 |
860.0 |
824.0 |
|
| R3 |
850.5 |
841.3 |
818.8 |
|
| R2 |
831.8 |
831.8 |
817.0 |
|
| R1 |
822.8 |
822.8 |
815.5 |
818.0 |
| PP |
813.3 |
813.3 |
813.3 |
810.8 |
| S1 |
804.3 |
804.3 |
812.0 |
799.5 |
| S2 |
794.8 |
794.8 |
810.3 |
|
| S3 |
776.0 |
785.5 |
808.5 |
|
| S4 |
757.5 |
767.0 |
803.5 |
|
|
| 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 |
803.7 |
38.1 |
4.7% |
14.0 |
1.7% |
26% |
False |
True |
124,100 |
| 10 |
841.8 |
803.7 |
38.1 |
4.7% |
12.3 |
1.5% |
26% |
False |
True |
105,495 |
| 20 |
852.1 |
803.7 |
48.4 |
5.9% |
12.0 |
1.5% |
21% |
False |
True |
107,613 |
| 40 |
865.4 |
799.2 |
66.2 |
8.1% |
11.0 |
1.4% |
22% |
False |
False |
85,794 |
| 60 |
865.4 |
766.0 |
99.4 |
12.2% |
8.5 |
1.0% |
48% |
False |
False |
57,208 |
| 80 |
865.4 |
759.8 |
105.6 |
13.0% |
6.5 |
0.8% |
51% |
False |
False |
42,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
901.3 |
|
2.618 |
871.0 |
|
1.618 |
852.5 |
|
1.000 |
841.0 |
|
0.618 |
833.8 |
|
HIGH |
822.3 |
|
0.618 |
815.3 |
|
0.500 |
813.0 |
|
0.382 |
810.8 |
|
LOW |
803.8 |
|
0.618 |
792.3 |
|
1.000 |
785.0 |
|
1.618 |
773.5 |
|
2.618 |
755.0 |
|
4.250 |
724.8 |
|
|
| Fisher Pivots for day following 23-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
813.5 |
819.0 |
| PP |
813.3 |
817.3 |
| S1 |
813.0 |
815.5 |
|