ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 08-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
820.6 |
803.5 |
-17.1 |
-2.1% |
809.8 |
| High |
826.7 |
804.6 |
-22.1 |
-2.7% |
829.8 |
| Low |
798.5 |
790.0 |
-8.5 |
-1.1% |
799.0 |
| Close |
799.1 |
791.1 |
-8.0 |
-1.0% |
809.5 |
| Range |
28.2 |
14.6 |
-13.6 |
-48.2% |
30.8 |
| ATR |
13.5 |
13.5 |
0.1 |
0.6% |
0.0 |
| Volume |
190,456 |
141,088 |
-49,368 |
-25.9% |
359,675 |
|
| Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
839.0 |
829.8 |
799.3 |
|
| R3 |
824.5 |
815.0 |
795.0 |
|
| R2 |
809.8 |
809.8 |
793.8 |
|
| R1 |
800.5 |
800.5 |
792.5 |
797.8 |
| PP |
795.3 |
795.3 |
795.3 |
794.0 |
| S1 |
785.8 |
785.8 |
789.8 |
783.3 |
| S2 |
780.8 |
780.8 |
788.5 |
|
| S3 |
766.0 |
771.3 |
787.0 |
|
| S4 |
751.5 |
756.8 |
783.0 |
|
|
| 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 |
790.0 |
39.8 |
5.0% |
16.8 |
2.1% |
3% |
False |
True |
123,383 |
| 10 |
829.8 |
790.0 |
39.8 |
5.0% |
14.8 |
1.9% |
3% |
False |
True |
98,137 |
| 20 |
841.8 |
790.0 |
51.8 |
6.5% |
13.5 |
1.7% |
2% |
False |
True |
102,632 |
| 40 |
865.4 |
790.0 |
75.4 |
9.5% |
12.3 |
1.6% |
1% |
False |
True |
110,609 |
| 60 |
865.4 |
790.0 |
75.4 |
9.5% |
10.8 |
1.4% |
1% |
False |
True |
76,818 |
| 80 |
865.4 |
759.8 |
105.6 |
13.3% |
8.5 |
1.1% |
30% |
False |
False |
57,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
866.8 |
|
2.618 |
842.8 |
|
1.618 |
828.3 |
|
1.000 |
819.3 |
|
0.618 |
813.5 |
|
HIGH |
804.5 |
|
0.618 |
799.0 |
|
0.500 |
797.3 |
|
0.382 |
795.5 |
|
LOW |
790.0 |
|
0.618 |
781.0 |
|
1.000 |
775.5 |
|
1.618 |
766.5 |
|
2.618 |
751.8 |
|
4.250 |
728.0 |
|
|
| Fisher Pivots for day following 08-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
797.3 |
808.3 |
| PP |
795.3 |
802.5 |
| S1 |
793.3 |
796.8 |
|