ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 16-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
771.9 |
766.0 |
-5.9 |
-0.8% |
792.7 |
| High |
774.4 |
776.2 |
1.8 |
0.2% |
796.6 |
| Low |
762.3 |
760.5 |
-1.8 |
-0.2% |
760.5 |
| Close |
767.5 |
774.8 |
7.3 |
1.0% |
774.8 |
| Range |
12.1 |
15.7 |
3.6 |
29.8% |
36.1 |
| ATR |
13.5 |
13.7 |
0.2 |
1.2% |
0.0 |
| Volume |
146,154 |
160,821 |
14,667 |
10.0% |
631,087 |
|
| Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
817.5 |
812.0 |
783.5 |
|
| R3 |
802.0 |
796.3 |
779.0 |
|
| R2 |
786.3 |
786.3 |
777.8 |
|
| R1 |
780.5 |
780.5 |
776.3 |
783.3 |
| PP |
770.5 |
770.5 |
770.5 |
772.0 |
| S1 |
764.8 |
764.8 |
773.3 |
767.8 |
| S2 |
754.8 |
754.8 |
772.0 |
|
| S3 |
739.0 |
749.0 |
770.5 |
|
| S4 |
723.5 |
733.5 |
766.3 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
885.5 |
866.3 |
794.8 |
|
| R3 |
849.5 |
830.3 |
784.8 |
|
| R2 |
813.5 |
813.5 |
781.5 |
|
| R1 |
794.0 |
794.0 |
778.0 |
785.8 |
| PP |
777.3 |
777.3 |
777.3 |
773.0 |
| S1 |
758.0 |
758.0 |
771.5 |
749.5 |
| S2 |
741.3 |
741.3 |
768.3 |
|
| S3 |
705.0 |
722.0 |
764.8 |
|
| S4 |
669.0 |
685.8 |
755.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
796.6 |
760.5 |
36.1 |
4.7% |
13.5 |
1.7% |
40% |
False |
True |
126,217 |
| 10 |
826.7 |
760.5 |
66.2 |
8.5% |
14.5 |
1.9% |
22% |
False |
True |
125,382 |
| 20 |
829.8 |
760.5 |
69.3 |
8.9% |
14.0 |
1.8% |
21% |
False |
True |
108,640 |
| 40 |
855.2 |
760.5 |
94.7 |
12.2% |
13.0 |
1.7% |
15% |
False |
True |
108,954 |
| 60 |
865.4 |
760.5 |
104.9 |
13.5% |
11.8 |
1.5% |
14% |
False |
True |
89,355 |
| 80 |
865.4 |
760.5 |
104.9 |
13.5% |
9.5 |
1.2% |
14% |
False |
True |
67,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
843.0 |
|
2.618 |
817.3 |
|
1.618 |
801.5 |
|
1.000 |
792.0 |
|
0.618 |
786.0 |
|
HIGH |
776.3 |
|
0.618 |
770.3 |
|
0.500 |
768.3 |
|
0.382 |
766.5 |
|
LOW |
760.5 |
|
0.618 |
750.8 |
|
1.000 |
744.8 |
|
1.618 |
735.0 |
|
2.618 |
719.5 |
|
4.250 |
693.8 |
|
|
| Fisher Pivots for day following 16-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
772.8 |
776.8 |
| PP |
770.5 |
776.0 |
| S1 |
768.3 |
775.5 |
|