ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 29-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
813.7 |
809.8 |
-3.9 |
-0.5% |
816.7 |
| High |
818.6 |
811.9 |
-6.7 |
-0.8% |
822.3 |
| Low |
804.0 |
801.7 |
-2.3 |
-0.3% |
803.7 |
| Close |
811.9 |
811.9 |
0.0 |
0.0% |
811.9 |
| Range |
14.6 |
10.2 |
-4.4 |
-30.1% |
18.6 |
| ATR |
12.0 |
11.9 |
-0.1 |
-1.1% |
0.0 |
| Volume |
120,720 |
5,256 |
-115,464 |
-95.6% |
559,304 |
|
| Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
839.0 |
835.8 |
817.5 |
|
| R3 |
829.0 |
825.5 |
814.8 |
|
| R2 |
818.8 |
818.8 |
813.8 |
|
| R1 |
815.3 |
815.3 |
812.8 |
817.0 |
| PP |
808.5 |
808.5 |
808.5 |
809.3 |
| S1 |
805.0 |
805.0 |
811.0 |
806.8 |
| S2 |
798.3 |
798.3 |
810.0 |
|
| S3 |
788.0 |
795.0 |
809.0 |
|
| S4 |
778.0 |
784.8 |
806.3 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
868.5 |
858.8 |
822.3 |
|
| R3 |
849.8 |
840.3 |
817.0 |
|
| R2 |
831.3 |
831.3 |
815.3 |
|
| R1 |
821.5 |
821.5 |
813.5 |
817.0 |
| PP |
812.8 |
812.8 |
812.8 |
810.5 |
| S1 |
803.0 |
803.0 |
810.3 |
798.5 |
| S2 |
794.0 |
794.0 |
808.5 |
|
| S3 |
775.5 |
784.3 |
806.8 |
|
| S4 |
756.8 |
765.8 |
801.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
822.3 |
801.7 |
20.6 |
2.5% |
13.3 |
1.6% |
50% |
False |
True |
92,739 |
| 10 |
841.8 |
801.7 |
40.1 |
4.9% |
12.5 |
1.6% |
25% |
False |
True |
102,283 |
| 20 |
852.1 |
801.7 |
50.4 |
6.2% |
12.0 |
1.5% |
20% |
False |
True |
99,797 |
| 40 |
865.4 |
801.7 |
63.7 |
7.8% |
11.5 |
1.4% |
16% |
False |
True |
93,817 |
| 60 |
865.4 |
785.0 |
80.4 |
9.9% |
9.3 |
1.1% |
33% |
False |
False |
62,562 |
| 80 |
865.4 |
759.8 |
105.6 |
13.0% |
7.3 |
0.9% |
49% |
False |
False |
46,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
855.3 |
|
2.618 |
838.5 |
|
1.618 |
828.5 |
|
1.000 |
822.0 |
|
0.618 |
818.3 |
|
HIGH |
812.0 |
|
0.618 |
808.0 |
|
0.500 |
806.8 |
|
0.382 |
805.5 |
|
LOW |
801.8 |
|
0.618 |
795.5 |
|
1.000 |
791.5 |
|
1.618 |
785.3 |
|
2.618 |
775.0 |
|
4.250 |
758.3 |
|
|
| Fisher Pivots for day following 29-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
810.3 |
811.8 |
| PP |
808.5 |
811.5 |
| S1 |
806.8 |
811.3 |
|