ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 02-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
812.2 |
825.0 |
12.8 |
1.6% |
809.8 |
| High |
827.0 |
829.8 |
2.8 |
0.3% |
829.8 |
| Low |
810.5 |
809.1 |
-1.4 |
-0.2% |
799.0 |
| Close |
825.8 |
809.5 |
-16.3 |
-2.0% |
809.5 |
| Range |
16.5 |
20.7 |
4.2 |
25.5% |
30.8 |
| ATR |
12.1 |
12.7 |
0.6 |
5.1% |
0.0 |
| Volume |
140,978 |
115,934 |
-25,044 |
-17.8% |
359,675 |
|
| Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
878.3 |
864.5 |
821.0 |
|
| R3 |
857.5 |
843.8 |
815.3 |
|
| R2 |
836.8 |
836.8 |
813.3 |
|
| R1 |
823.3 |
823.3 |
811.5 |
819.8 |
| PP |
816.3 |
816.3 |
816.3 |
814.5 |
| S1 |
802.5 |
802.5 |
807.5 |
799.0 |
| S2 |
795.5 |
795.5 |
805.8 |
|
| S3 |
774.8 |
781.8 |
803.8 |
|
| S4 |
754.0 |
761.0 |
798.0 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
905.3 |
888.3 |
826.5 |
|
| R3 |
874.3 |
857.3 |
818.0 |
|
| R2 |
843.5 |
843.5 |
815.3 |
|
| R1 |
826.5 |
826.5 |
812.3 |
819.8 |
| PP |
812.8 |
812.8 |
812.8 |
809.3 |
| S1 |
795.8 |
795.8 |
806.8 |
788.8 |
| S2 |
782.0 |
782.0 |
803.8 |
|
| S3 |
751.3 |
765.0 |
801.0 |
|
| S4 |
720.3 |
734.3 |
792.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
829.8 |
799.0 |
30.8 |
3.8% |
13.8 |
1.7% |
34% |
True |
False |
71,935 |
| 10 |
829.8 |
799.0 |
30.8 |
3.8% |
13.5 |
1.7% |
34% |
True |
False |
91,897 |
| 20 |
841.8 |
799.0 |
42.8 |
5.3% |
12.5 |
1.5% |
25% |
False |
False |
96,512 |
| 40 |
865.4 |
799.0 |
66.4 |
8.2% |
12.0 |
1.5% |
16% |
False |
False |
102,593 |
| 60 |
865.4 |
788.0 |
77.4 |
9.6% |
10.0 |
1.2% |
28% |
False |
False |
68,469 |
| 80 |
865.4 |
759.8 |
105.6 |
13.0% |
7.8 |
1.0% |
47% |
False |
False |
51,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
917.8 |
|
2.618 |
884.0 |
|
1.618 |
863.3 |
|
1.000 |
850.5 |
|
0.618 |
842.5 |
|
HIGH |
829.8 |
|
0.618 |
822.0 |
|
0.500 |
819.5 |
|
0.382 |
817.0 |
|
LOW |
809.0 |
|
0.618 |
796.3 |
|
1.000 |
788.5 |
|
1.618 |
775.5 |
|
2.618 |
755.0 |
|
4.250 |
721.0 |
|
|
| Fisher Pivots for day following 02-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
819.5 |
818.5 |
| PP |
816.3 |
815.5 |
| S1 |
812.8 |
812.5 |
|