ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 30-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
809.8 |
802.4 |
-7.4 |
-0.9% |
816.7 |
| High |
811.9 |
811.9 |
0.0 |
0.0% |
822.3 |
| Low |
801.7 |
799.0 |
-2.7 |
-0.3% |
803.7 |
| Close |
811.9 |
811.9 |
0.0 |
0.0% |
811.9 |
| Range |
10.2 |
12.9 |
2.7 |
26.5% |
18.6 |
| ATR |
11.9 |
11.9 |
0.1 |
0.6% |
0.0 |
| Volume |
5,256 |
3,979 |
-1,277 |
-24.3% |
559,304 |
|
| Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
846.3 |
842.0 |
819.0 |
|
| R3 |
833.5 |
829.0 |
815.5 |
|
| R2 |
820.5 |
820.5 |
814.3 |
|
| R1 |
816.3 |
816.3 |
813.0 |
818.3 |
| PP |
807.5 |
807.5 |
807.5 |
808.8 |
| S1 |
803.3 |
803.3 |
810.8 |
805.5 |
| S2 |
794.8 |
794.8 |
809.5 |
|
| S3 |
781.8 |
790.5 |
808.3 |
|
| S4 |
769.0 |
777.5 |
804.8 |
|
|
| 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 |
821.0 |
799.0 |
22.0 |
2.7% |
12.0 |
1.5% |
59% |
False |
True |
65,054 |
| 10 |
841.8 |
799.0 |
42.8 |
5.3% |
13.0 |
1.6% |
30% |
False |
True |
94,577 |
| 20 |
852.1 |
799.0 |
53.1 |
6.5% |
12.0 |
1.5% |
24% |
False |
True |
95,662 |
| 40 |
865.4 |
799.0 |
66.4 |
8.2% |
11.5 |
1.4% |
19% |
False |
True |
93,887 |
| 60 |
865.4 |
788.0 |
77.4 |
9.5% |
9.3 |
1.1% |
31% |
False |
False |
62,628 |
| 80 |
865.4 |
759.8 |
105.6 |
13.0% |
7.3 |
0.9% |
49% |
False |
False |
47,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
866.8 |
|
2.618 |
845.8 |
|
1.618 |
832.8 |
|
1.000 |
824.8 |
|
0.618 |
819.8 |
|
HIGH |
812.0 |
|
0.618 |
807.0 |
|
0.500 |
805.5 |
|
0.382 |
804.0 |
|
LOW |
799.0 |
|
0.618 |
791.0 |
|
1.000 |
786.0 |
|
1.618 |
778.3 |
|
2.618 |
765.3 |
|
4.250 |
744.3 |
|
|
| Fisher Pivots for day following 30-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
809.8 |
810.8 |
| PP |
807.5 |
809.8 |
| S1 |
805.5 |
808.8 |
|