ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 13-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
792.7 |
789.8 |
-2.9 |
-0.4% |
809.0 |
| High |
796.6 |
795.2 |
-1.4 |
-0.2% |
826.7 |
| Low |
789.8 |
785.3 |
-4.5 |
-0.6% |
784.5 |
| Close |
792.2 |
786.3 |
-5.9 |
-0.7% |
794.2 |
| Range |
6.8 |
9.9 |
3.1 |
45.6% |
42.2 |
| ATR |
13.1 |
12.9 |
-0.2 |
-1.8% |
0.0 |
| Volume |
63,802 |
116,183 |
52,381 |
82.1% |
622,735 |
|
| Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
818.8 |
812.3 |
791.8 |
|
| R3 |
808.8 |
802.5 |
789.0 |
|
| R2 |
798.8 |
798.8 |
788.0 |
|
| R1 |
792.5 |
792.5 |
787.3 |
790.8 |
| PP |
789.0 |
789.0 |
789.0 |
788.0 |
| S1 |
782.8 |
782.8 |
785.5 |
780.8 |
| S2 |
779.0 |
779.0 |
784.5 |
|
| S3 |
769.3 |
772.8 |
783.5 |
|
| S4 |
759.3 |
762.8 |
780.8 |
|
|
| 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 |
5.4% |
14.8 |
1.9% |
4% |
False |
False |
126,656 |
| 10 |
829.8 |
784.5 |
45.3 |
5.8% |
14.0 |
1.8% |
4% |
False |
False |
115,316 |
| 20 |
841.8 |
784.5 |
57.3 |
7.3% |
13.5 |
1.7% |
3% |
False |
False |
104,946 |
| 40 |
857.1 |
784.5 |
72.6 |
9.2% |
12.3 |
1.6% |
2% |
False |
False |
106,175 |
| 60 |
865.4 |
784.5 |
80.9 |
10.3% |
11.3 |
1.4% |
2% |
False |
False |
81,847 |
| 80 |
865.4 |
759.8 |
105.6 |
13.4% |
9.0 |
1.1% |
25% |
False |
False |
61,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
837.3 |
|
2.618 |
821.0 |
|
1.618 |
811.3 |
|
1.000 |
805.0 |
|
0.618 |
801.3 |
|
HIGH |
795.3 |
|
0.618 |
791.5 |
|
0.500 |
790.3 |
|
0.382 |
789.0 |
|
LOW |
785.3 |
|
0.618 |
779.3 |
|
1.000 |
775.5 |
|
1.618 |
769.3 |
|
2.618 |
759.5 |
|
4.250 |
743.3 |
|
|
| Fisher Pivots for day following 13-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
790.3 |
792.0 |
| PP |
789.0 |
790.0 |
| S1 |
787.5 |
788.3 |
|