ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 06-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
809.0 |
816.2 |
7.2 |
0.9% |
809.8 |
| High |
818.1 |
825.6 |
7.5 |
0.9% |
829.8 |
| Low |
807.9 |
815.7 |
7.8 |
1.0% |
799.0 |
| Close |
816.6 |
823.3 |
6.7 |
0.8% |
809.5 |
| Range |
10.2 |
9.9 |
-0.3 |
-2.9% |
30.8 |
| ATR |
12.5 |
12.3 |
-0.2 |
-1.5% |
0.0 |
| Volume |
88,807 |
80,630 |
-8,177 |
-9.2% |
359,675 |
|
| Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
851.3 |
847.3 |
828.8 |
|
| R3 |
841.3 |
837.3 |
826.0 |
|
| R2 |
831.5 |
831.5 |
825.0 |
|
| R1 |
827.3 |
827.3 |
824.3 |
829.5 |
| PP |
821.5 |
821.5 |
821.5 |
822.5 |
| S1 |
817.5 |
817.5 |
822.5 |
819.5 |
| S2 |
811.8 |
811.8 |
821.5 |
|
| S3 |
801.8 |
807.5 |
820.5 |
|
| S4 |
791.8 |
797.8 |
817.8 |
|
|
| 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 |
807.4 |
22.4 |
2.7% |
13.3 |
1.6% |
71% |
False |
False |
103,975 |
| 10 |
829.8 |
799.0 |
30.8 |
3.7% |
12.8 |
1.5% |
79% |
False |
False |
84,515 |
| 20 |
841.8 |
799.0 |
42.8 |
5.2% |
12.5 |
1.5% |
57% |
False |
False |
95,005 |
| 40 |
865.4 |
799.0 |
66.4 |
8.1% |
12.0 |
1.5% |
37% |
False |
False |
106,469 |
| 60 |
865.4 |
789.8 |
75.6 |
9.2% |
10.0 |
1.2% |
44% |
False |
False |
71,293 |
| 80 |
865.4 |
759.8 |
105.6 |
12.8% |
8.0 |
1.0% |
60% |
False |
False |
53,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
867.8 |
|
2.618 |
851.5 |
|
1.618 |
841.5 |
|
1.000 |
835.5 |
|
0.618 |
831.8 |
|
HIGH |
825.5 |
|
0.618 |
821.8 |
|
0.500 |
820.8 |
|
0.382 |
819.5 |
|
LOW |
815.8 |
|
0.618 |
809.5 |
|
1.000 |
805.8 |
|
1.618 |
799.8 |
|
2.618 |
789.8 |
|
4.250 |
773.5 |
|
|
| Fisher Pivots for day following 06-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
822.5 |
821.8 |
| PP |
821.5 |
820.3 |
| S1 |
820.8 |
818.8 |
|