ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 01-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
808.7 |
812.2 |
3.5 |
0.4% |
816.7 |
| High |
816.3 |
827.0 |
10.7 |
1.3% |
822.3 |
| Low |
807.4 |
810.5 |
3.1 |
0.4% |
803.7 |
| Close |
816.3 |
825.8 |
9.5 |
1.2% |
811.9 |
| Range |
8.9 |
16.5 |
7.6 |
85.4% |
18.6 |
| ATR |
11.7 |
12.1 |
0.3 |
2.9% |
0.0 |
| Volume |
93,528 |
140,978 |
47,450 |
50.7% |
559,304 |
|
| Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
870.5 |
864.8 |
835.0 |
|
| R3 |
854.0 |
848.3 |
830.3 |
|
| R2 |
837.5 |
837.5 |
828.8 |
|
| R1 |
831.8 |
831.8 |
827.3 |
834.8 |
| PP |
821.0 |
821.0 |
821.0 |
822.5 |
| S1 |
815.3 |
815.3 |
824.3 |
818.3 |
| S2 |
804.5 |
804.5 |
822.8 |
|
| S3 |
788.0 |
798.8 |
821.3 |
|
| S4 |
771.5 |
782.3 |
816.8 |
|
|
| 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 |
827.0 |
799.0 |
28.0 |
3.4% |
12.5 |
1.5% |
96% |
True |
False |
72,892 |
| 10 |
834.2 |
799.0 |
35.2 |
4.3% |
13.5 |
1.6% |
76% |
False |
False |
96,742 |
| 20 |
852.1 |
799.0 |
53.1 |
6.4% |
12.3 |
1.5% |
50% |
False |
False |
95,869 |
| 40 |
865.4 |
799.0 |
66.4 |
8.0% |
11.5 |
1.4% |
40% |
False |
False |
99,696 |
| 60 |
865.4 |
788.0 |
77.4 |
9.4% |
9.5 |
1.2% |
49% |
False |
False |
66,537 |
| 80 |
865.4 |
759.8 |
105.6 |
12.8% |
7.5 |
0.9% |
63% |
False |
False |
49,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
897.0 |
|
2.618 |
870.3 |
|
1.618 |
853.8 |
|
1.000 |
843.5 |
|
0.618 |
837.3 |
|
HIGH |
827.0 |
|
0.618 |
820.8 |
|
0.500 |
818.8 |
|
0.382 |
816.8 |
|
LOW |
810.5 |
|
0.618 |
800.3 |
|
1.000 |
794.0 |
|
1.618 |
783.8 |
|
2.618 |
767.3 |
|
4.250 |
740.5 |
|
|
| Fisher Pivots for day following 01-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
823.5 |
821.5 |
| PP |
821.0 |
817.3 |
| S1 |
818.8 |
813.0 |
|