ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 15-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
788.8 |
771.9 |
-16.9 |
-2.1% |
809.0 |
| High |
792.9 |
774.4 |
-18.5 |
-2.3% |
826.7 |
| Low |
770.1 |
762.3 |
-7.8 |
-1.0% |
784.5 |
| Close |
772.3 |
767.5 |
-4.8 |
-0.6% |
794.2 |
| Range |
22.8 |
12.1 |
-10.7 |
-46.9% |
42.2 |
| ATR |
13.6 |
13.5 |
-0.1 |
-0.8% |
0.0 |
| Volume |
144,127 |
146,154 |
2,027 |
1.4% |
622,735 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
804.3 |
798.0 |
774.3 |
|
| R3 |
792.3 |
786.0 |
770.8 |
|
| R2 |
780.3 |
780.3 |
769.8 |
|
| R1 |
773.8 |
773.8 |
768.5 |
771.0 |
| PP |
768.0 |
768.0 |
768.0 |
766.5 |
| S1 |
761.8 |
761.8 |
766.5 |
758.8 |
| S2 |
756.0 |
756.0 |
765.3 |
|
| S3 |
743.8 |
749.8 |
764.3 |
|
| S4 |
731.8 |
737.5 |
760.8 |
|
|
| 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 |
799.3 |
762.3 |
37.0 |
4.8% |
13.3 |
1.7% |
14% |
False |
True |
118,404 |
| 10 |
829.8 |
762.3 |
67.5 |
8.8% |
15.0 |
2.0% |
8% |
False |
True |
120,893 |
| 20 |
834.2 |
762.3 |
71.9 |
9.4% |
14.3 |
1.9% |
7% |
False |
True |
108,818 |
| 40 |
857.1 |
762.3 |
94.8 |
12.4% |
12.8 |
1.7% |
5% |
False |
True |
107,798 |
| 60 |
865.4 |
762.3 |
103.1 |
13.4% |
11.8 |
1.5% |
5% |
False |
True |
86,675 |
| 80 |
865.4 |
762.3 |
103.1 |
13.4% |
9.3 |
1.2% |
5% |
False |
True |
65,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
825.8 |
|
2.618 |
806.0 |
|
1.618 |
794.0 |
|
1.000 |
786.5 |
|
0.618 |
782.0 |
|
HIGH |
774.5 |
|
0.618 |
769.8 |
|
0.500 |
768.3 |
|
0.382 |
767.0 |
|
LOW |
762.3 |
|
0.618 |
754.8 |
|
1.000 |
750.3 |
|
1.618 |
742.8 |
|
2.618 |
730.5 |
|
4.250 |
711.0 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
768.3 |
778.8 |
| PP |
768.0 |
775.0 |
| S1 |
767.8 |
771.3 |
|