ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 12-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
791.6 |
792.7 |
1.1 |
0.1% |
809.0 |
| High |
799.3 |
796.6 |
-2.7 |
-0.3% |
826.7 |
| Low |
784.5 |
789.8 |
5.3 |
0.7% |
784.5 |
| Close |
794.2 |
792.2 |
-2.0 |
-0.3% |
794.2 |
| Range |
14.8 |
6.8 |
-8.0 |
-54.1% |
42.2 |
| ATR |
13.6 |
13.1 |
-0.5 |
-3.6% |
0.0 |
| Volume |
121,754 |
63,802 |
-57,952 |
-47.6% |
622,735 |
|
| Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
813.3 |
809.5 |
796.0 |
|
| R3 |
806.5 |
802.8 |
794.0 |
|
| R2 |
799.8 |
799.8 |
793.5 |
|
| R1 |
796.0 |
796.0 |
792.8 |
794.5 |
| PP |
792.8 |
792.8 |
792.8 |
792.0 |
| S1 |
789.3 |
789.3 |
791.5 |
787.5 |
| S2 |
786.0 |
786.0 |
791.0 |
|
| S3 |
779.3 |
782.3 |
790.3 |
|
| S4 |
772.5 |
775.5 |
788.5 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
928.5 |
903.5 |
817.5 |
|
| R3 |
886.3 |
861.3 |
805.8 |
|
| R2 |
844.0 |
844.0 |
802.0 |
|
| R1 |
819.0 |
819.0 |
798.0 |
810.5 |
| PP |
801.8 |
801.8 |
801.8 |
797.5 |
| S1 |
777.0 |
777.0 |
790.3 |
768.3 |
| S2 |
759.5 |
759.5 |
786.5 |
|
| S3 |
717.5 |
734.8 |
782.5 |
|
| S4 |
675.3 |
692.5 |
771.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
826.7 |
784.5 |
42.2 |
5.3% |
14.8 |
1.9% |
18% |
False |
False |
119,546 |
| 10 |
829.8 |
784.5 |
45.3 |
5.7% |
14.3 |
1.8% |
17% |
False |
False |
104,095 |
| 20 |
841.8 |
784.5 |
57.3 |
7.2% |
13.5 |
1.7% |
13% |
False |
False |
103,189 |
| 40 |
857.1 |
784.5 |
72.6 |
9.2% |
12.3 |
1.6% |
11% |
False |
False |
106,611 |
| 60 |
865.4 |
784.5 |
80.9 |
10.2% |
11.0 |
1.4% |
10% |
False |
False |
79,911 |
| 80 |
865.4 |
759.8 |
105.6 |
13.3% |
8.8 |
1.1% |
31% |
False |
False |
59,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
825.5 |
|
2.618 |
814.5 |
|
1.618 |
807.5 |
|
1.000 |
803.5 |
|
0.618 |
800.8 |
|
HIGH |
796.5 |
|
0.618 |
794.0 |
|
0.500 |
793.3 |
|
0.382 |
792.5 |
|
LOW |
789.8 |
|
0.618 |
785.5 |
|
1.000 |
783.0 |
|
1.618 |
778.8 |
|
2.618 |
772.0 |
|
4.250 |
761.0 |
|
|
| Fisher Pivots for day following 12-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
793.3 |
794.5 |
| PP |
792.8 |
793.8 |
| S1 |
792.5 |
793.0 |
|