ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
766.0 |
776.0 |
10.0 |
1.3% |
792.7 |
| High |
776.2 |
793.0 |
16.8 |
2.2% |
796.6 |
| Low |
760.5 |
775.1 |
14.6 |
1.9% |
760.5 |
| Close |
774.8 |
791.3 |
16.5 |
2.1% |
774.8 |
| Range |
15.7 |
17.9 |
2.2 |
14.0% |
36.1 |
| ATR |
13.7 |
14.0 |
0.3 |
2.4% |
0.0 |
| Volume |
160,821 |
114,712 |
-46,109 |
-28.7% |
631,087 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
840.3 |
833.8 |
801.3 |
|
| R3 |
822.3 |
815.8 |
796.3 |
|
| R2 |
804.3 |
804.3 |
794.5 |
|
| R1 |
797.8 |
797.8 |
793.0 |
801.0 |
| PP |
786.5 |
786.5 |
786.5 |
788.0 |
| S1 |
780.0 |
780.0 |
789.8 |
783.3 |
| S2 |
768.5 |
768.5 |
788.0 |
|
| S3 |
750.8 |
762.0 |
786.5 |
|
| S4 |
732.8 |
744.3 |
781.5 |
|
|
| 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 |
795.2 |
760.5 |
34.7 |
4.4% |
15.8 |
2.0% |
89% |
False |
False |
136,399 |
| 10 |
826.7 |
760.5 |
66.2 |
8.4% |
15.3 |
1.9% |
47% |
False |
False |
127,972 |
| 20 |
829.8 |
760.5 |
69.3 |
8.8% |
14.5 |
1.8% |
44% |
False |
False |
109,332 |
| 40 |
855.2 |
760.5 |
94.7 |
12.0% |
13.3 |
1.7% |
33% |
False |
False |
109,162 |
| 60 |
865.4 |
760.5 |
104.9 |
13.3% |
12.0 |
1.5% |
29% |
False |
False |
91,267 |
| 80 |
865.4 |
760.5 |
104.9 |
13.3% |
9.8 |
1.2% |
29% |
False |
False |
68,459 |
| 100 |
865.4 |
759.8 |
105.6 |
13.3% |
8.0 |
1.0% |
30% |
False |
False |
54,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
869.0 |
|
2.618 |
839.8 |
|
1.618 |
822.0 |
|
1.000 |
811.0 |
|
0.618 |
804.0 |
|
HIGH |
793.0 |
|
0.618 |
786.3 |
|
0.500 |
784.0 |
|
0.382 |
782.0 |
|
LOW |
775.0 |
|
0.618 |
764.0 |
|
1.000 |
757.3 |
|
1.618 |
746.3 |
|
2.618 |
728.3 |
|
4.250 |
699.0 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
789.0 |
786.5 |
| PP |
786.5 |
781.5 |
| S1 |
784.0 |
776.8 |
|