ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 07-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
816.2 |
820.6 |
4.4 |
0.5% |
809.8 |
| High |
825.6 |
826.7 |
1.1 |
0.1% |
829.8 |
| Low |
815.7 |
798.5 |
-17.2 |
-2.1% |
799.0 |
| Close |
823.3 |
799.1 |
-24.2 |
-2.9% |
809.5 |
| Range |
9.9 |
28.2 |
18.3 |
184.8% |
30.8 |
| ATR |
12.3 |
13.5 |
1.1 |
9.2% |
0.0 |
| Volume |
80,630 |
190,456 |
109,826 |
136.2% |
359,675 |
|
| Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
892.8 |
874.0 |
814.5 |
|
| R3 |
864.5 |
846.0 |
806.8 |
|
| R2 |
836.3 |
836.3 |
804.3 |
|
| R1 |
817.8 |
817.8 |
801.8 |
813.0 |
| PP |
808.0 |
808.0 |
808.0 |
805.8 |
| S1 |
789.5 |
789.5 |
796.5 |
784.8 |
| S2 |
780.0 |
780.0 |
794.0 |
|
| S3 |
751.8 |
761.3 |
791.3 |
|
| S4 |
723.5 |
733.0 |
783.5 |
|
|
| 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 |
798.5 |
31.3 |
3.9% |
17.0 |
2.1% |
2% |
False |
True |
123,361 |
| 10 |
829.8 |
798.5 |
31.3 |
3.9% |
14.5 |
1.8% |
2% |
False |
True |
94,466 |
| 20 |
841.8 |
798.5 |
43.3 |
5.4% |
13.5 |
1.7% |
1% |
False |
True |
99,769 |
| 40 |
865.4 |
798.5 |
66.9 |
8.4% |
12.5 |
1.6% |
1% |
False |
True |
110,115 |
| 60 |
865.4 |
795.4 |
70.0 |
8.8% |
10.5 |
1.3% |
5% |
False |
False |
74,467 |
| 80 |
865.4 |
759.8 |
105.6 |
13.2% |
8.3 |
1.0% |
37% |
False |
False |
55,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
946.5 |
|
2.618 |
900.5 |
|
1.618 |
872.3 |
|
1.000 |
855.0 |
|
0.618 |
844.3 |
|
HIGH |
826.8 |
|
0.618 |
816.0 |
|
0.500 |
812.5 |
|
0.382 |
809.3 |
|
LOW |
798.5 |
|
0.618 |
781.0 |
|
1.000 |
770.3 |
|
1.618 |
752.8 |
|
2.618 |
724.8 |
|
4.250 |
678.8 |
|
|
| Fisher Pivots for day following 07-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
812.5 |
812.5 |
| PP |
808.0 |
808.0 |
| S1 |
803.5 |
803.5 |
|