ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 14-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
789.8 |
788.8 |
-1.0 |
-0.1% |
809.0 |
| High |
795.2 |
792.9 |
-2.3 |
-0.3% |
826.7 |
| Low |
785.3 |
770.1 |
-15.2 |
-1.9% |
784.5 |
| Close |
786.3 |
772.3 |
-14.0 |
-1.8% |
794.2 |
| Range |
9.9 |
22.8 |
12.9 |
130.3% |
42.2 |
| ATR |
12.9 |
13.6 |
0.7 |
5.5% |
0.0 |
| Volume |
116,183 |
144,127 |
27,944 |
24.1% |
622,735 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
846.8 |
832.3 |
784.8 |
|
| R3 |
824.0 |
809.5 |
778.5 |
|
| R2 |
801.3 |
801.3 |
776.5 |
|
| R1 |
786.8 |
786.8 |
774.5 |
782.5 |
| PP |
778.5 |
778.5 |
778.5 |
776.3 |
| S1 |
764.0 |
764.0 |
770.3 |
759.8 |
| S2 |
755.8 |
755.8 |
768.0 |
|
| S3 |
732.8 |
741.3 |
766.0 |
|
| S4 |
710.0 |
718.3 |
759.8 |
|
|
| 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 |
804.6 |
770.1 |
34.5 |
4.5% |
13.8 |
1.8% |
6% |
False |
True |
117,390 |
| 10 |
829.8 |
770.1 |
59.7 |
7.7% |
15.5 |
2.0% |
4% |
False |
True |
120,375 |
| 20 |
841.6 |
770.1 |
71.5 |
9.3% |
14.3 |
1.8% |
3% |
False |
True |
107,489 |
| 40 |
857.1 |
770.1 |
87.0 |
11.3% |
12.8 |
1.6% |
3% |
False |
True |
107,091 |
| 60 |
865.4 |
770.1 |
95.3 |
12.3% |
11.5 |
1.5% |
2% |
False |
True |
84,239 |
| 80 |
865.4 |
762.9 |
102.5 |
13.3% |
9.3 |
1.2% |
9% |
False |
False |
63,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
889.8 |
|
2.618 |
852.5 |
|
1.618 |
829.8 |
|
1.000 |
815.8 |
|
0.618 |
807.0 |
|
HIGH |
793.0 |
|
0.618 |
784.3 |
|
0.500 |
781.5 |
|
0.382 |
778.8 |
|
LOW |
770.0 |
|
0.618 |
756.0 |
|
1.000 |
747.3 |
|
1.618 |
733.3 |
|
2.618 |
710.5 |
|
4.250 |
673.3 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
781.5 |
783.3 |
| PP |
778.5 |
779.8 |
| S1 |
775.3 |
776.0 |
|