ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 23-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
794.3 |
796.9 |
2.6 |
0.3% |
776.0 |
| High |
797.0 |
807.4 |
10.4 |
1.3% |
807.4 |
| Low |
788.2 |
794.4 |
6.2 |
0.8% |
775.1 |
| Close |
796.1 |
806.5 |
10.4 |
1.3% |
806.5 |
| Range |
8.8 |
13.0 |
4.2 |
47.7% |
32.3 |
| ATR |
13.3 |
13.2 |
0.0 |
-0.1% |
0.0 |
| Volume |
2,468 |
51,660 |
49,192 |
1,993.2% |
257,539 |
|
| Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
841.8 |
837.3 |
813.8 |
|
| R3 |
828.8 |
824.3 |
810.0 |
|
| R2 |
815.8 |
815.8 |
809.0 |
|
| R1 |
811.3 |
811.3 |
807.8 |
813.5 |
| PP |
802.8 |
802.8 |
802.8 |
804.0 |
| S1 |
798.3 |
798.3 |
805.3 |
800.5 |
| S2 |
789.8 |
789.8 |
804.0 |
|
| S3 |
776.8 |
785.3 |
803.0 |
|
| S4 |
763.8 |
772.3 |
799.3 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
893.3 |
882.3 |
824.3 |
|
| R3 |
861.0 |
849.8 |
815.5 |
|
| R2 |
828.8 |
828.8 |
812.5 |
|
| R1 |
817.5 |
817.5 |
809.5 |
823.0 |
| PP |
796.3 |
796.3 |
796.3 |
799.0 |
| S1 |
785.3 |
785.3 |
803.5 |
790.8 |
| S2 |
764.0 |
764.0 |
800.5 |
|
| S3 |
731.8 |
753.0 |
797.5 |
|
| S4 |
699.5 |
720.8 |
788.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
807.4 |
760.5 |
46.9 |
5.8% |
12.8 |
1.6% |
98% |
True |
False |
83,672 |
| 10 |
807.4 |
760.5 |
46.9 |
5.8% |
13.0 |
1.6% |
98% |
True |
False |
101,038 |
| 20 |
829.8 |
760.5 |
69.3 |
8.6% |
13.8 |
1.7% |
66% |
False |
False |
99,587 |
| 40 |
852.1 |
760.5 |
91.6 |
11.4% |
13.0 |
1.6% |
50% |
False |
False |
102,719 |
| 60 |
865.4 |
760.5 |
104.9 |
13.0% |
12.3 |
1.5% |
44% |
False |
False |
93,645 |
| 80 |
865.4 |
760.5 |
104.9 |
13.0% |
10.0 |
1.2% |
44% |
False |
False |
70,244 |
| 100 |
865.4 |
759.8 |
105.6 |
13.1% |
8.3 |
1.0% |
44% |
False |
False |
56,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
862.8 |
|
2.618 |
841.5 |
|
1.618 |
828.5 |
|
1.000 |
820.5 |
|
0.618 |
815.5 |
|
HIGH |
807.5 |
|
0.618 |
802.5 |
|
0.500 |
801.0 |
|
0.382 |
799.3 |
|
LOW |
794.5 |
|
0.618 |
786.3 |
|
1.000 |
781.5 |
|
1.618 |
773.3 |
|
2.618 |
760.3 |
|
4.250 |
739.3 |
|
|
| Fisher Pivots for day following 23-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
804.8 |
803.3 |
| PP |
802.8 |
800.0 |
| S1 |
801.0 |
796.8 |
|