ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 05-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
825.0 |
809.0 |
-16.0 |
-1.9% |
809.8 |
| High |
829.8 |
818.1 |
-11.7 |
-1.4% |
829.8 |
| Low |
809.1 |
807.9 |
-1.2 |
-0.1% |
799.0 |
| Close |
809.5 |
816.6 |
7.1 |
0.9% |
809.5 |
| Range |
20.7 |
10.2 |
-10.5 |
-50.7% |
30.8 |
| ATR |
12.7 |
12.5 |
-0.2 |
-1.4% |
0.0 |
| Volume |
115,934 |
88,807 |
-27,127 |
-23.4% |
359,675 |
|
| Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
844.8 |
841.0 |
822.3 |
|
| R3 |
834.5 |
830.8 |
819.5 |
|
| R2 |
824.5 |
824.5 |
818.5 |
|
| R1 |
820.5 |
820.5 |
817.5 |
822.5 |
| PP |
814.3 |
814.3 |
814.3 |
815.3 |
| S1 |
810.3 |
810.3 |
815.8 |
812.3 |
| S2 |
804.0 |
804.0 |
814.8 |
|
| S3 |
793.8 |
800.0 |
813.8 |
|
| S4 |
783.5 |
790.0 |
811.0 |
|
|
| 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% |
57% |
False |
False |
88,645 |
| 10 |
829.8 |
799.0 |
30.8 |
3.8% |
13.5 |
1.7% |
57% |
False |
False |
90,692 |
| 20 |
841.8 |
799.0 |
42.8 |
5.2% |
12.8 |
1.6% |
41% |
False |
False |
97,569 |
| 40 |
865.4 |
799.0 |
66.4 |
8.1% |
12.0 |
1.5% |
27% |
False |
False |
104,730 |
| 60 |
865.4 |
788.0 |
77.4 |
9.5% |
10.0 |
1.2% |
37% |
False |
False |
69,949 |
| 80 |
865.4 |
759.8 |
105.6 |
12.9% |
7.8 |
1.0% |
54% |
False |
False |
52,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
861.5 |
|
2.618 |
844.8 |
|
1.618 |
834.5 |
|
1.000 |
828.3 |
|
0.618 |
824.5 |
|
HIGH |
818.0 |
|
0.618 |
814.3 |
|
0.500 |
813.0 |
|
0.382 |
811.8 |
|
LOW |
808.0 |
|
0.618 |
801.5 |
|
1.000 |
797.8 |
|
1.618 |
791.5 |
|
2.618 |
781.3 |
|
4.250 |
764.5 |
|
|
| Fisher Pivots for day following 05-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
815.5 |
818.8 |
| PP |
814.3 |
818.0 |
| S1 |
813.0 |
817.3 |
|