ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 27-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
804.9 |
809.5 |
4.6 |
0.6% |
776.0 |
| High |
809.3 |
812.3 |
3.0 |
0.4% |
807.4 |
| Low |
800.6 |
805.6 |
5.0 |
0.6% |
775.1 |
| Close |
808.3 |
806.7 |
-1.6 |
-0.2% |
806.5 |
| Range |
8.7 |
6.7 |
-2.0 |
-23.0% |
32.3 |
| ATR |
12.9 |
12.5 |
-0.4 |
-3.4% |
0.0 |
| Volume |
88,449 |
110,100 |
21,651 |
24.5% |
257,539 |
|
| Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
828.3 |
824.3 |
810.5 |
|
| R3 |
821.5 |
817.5 |
808.5 |
|
| R2 |
815.0 |
815.0 |
808.0 |
|
| R1 |
810.8 |
810.8 |
807.3 |
809.5 |
| PP |
808.3 |
808.3 |
808.3 |
807.5 |
| S1 |
804.0 |
804.0 |
806.0 |
802.8 |
| S2 |
801.5 |
801.5 |
805.5 |
|
| S3 |
794.8 |
797.5 |
804.8 |
|
| S4 |
788.0 |
790.8 |
803.0 |
|
|
| 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 |
812.3 |
786.0 |
26.3 |
3.3% |
9.3 |
1.1% |
79% |
True |
False |
68,275 |
| 10 |
812.3 |
760.5 |
51.8 |
6.4% |
12.5 |
1.5% |
89% |
True |
False |
102,337 |
| 20 |
829.8 |
760.5 |
69.3 |
8.6% |
13.5 |
1.7% |
67% |
False |
False |
103,216 |
| 40 |
852.1 |
760.5 |
91.6 |
11.4% |
12.8 |
1.6% |
50% |
False |
False |
101,506 |
| 60 |
865.4 |
760.5 |
104.9 |
13.0% |
12.0 |
1.5% |
44% |
False |
False |
96,950 |
| 80 |
865.4 |
760.5 |
104.9 |
13.0% |
10.3 |
1.3% |
44% |
False |
False |
72,726 |
| 100 |
865.4 |
759.8 |
105.6 |
13.1% |
8.5 |
1.0% |
44% |
False |
False |
58,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
840.8 |
|
2.618 |
829.8 |
|
1.618 |
823.3 |
|
1.000 |
819.0 |
|
0.618 |
816.5 |
|
HIGH |
812.3 |
|
0.618 |
809.8 |
|
0.500 |
809.0 |
|
0.382 |
808.3 |
|
LOW |
805.5 |
|
0.618 |
801.5 |
|
1.000 |
799.0 |
|
1.618 |
794.8 |
|
2.618 |
788.0 |
|
4.250 |
777.0 |
|
|
| Fisher Pivots for day following 27-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
809.0 |
805.5 |
| PP |
808.3 |
804.5 |
| S1 |
807.5 |
803.3 |
|