ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 28-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
809.5 |
805.7 |
-3.8 |
-0.5% |
776.0 |
| High |
812.3 |
813.6 |
1.3 |
0.2% |
807.4 |
| Low |
805.6 |
796.2 |
-9.4 |
-1.2% |
775.1 |
| Close |
806.7 |
813.3 |
6.6 |
0.8% |
806.5 |
| Range |
6.7 |
17.4 |
10.7 |
159.7% |
32.3 |
| ATR |
12.5 |
12.8 |
0.4 |
2.8% |
0.0 |
| Volume |
110,100 |
135,919 |
25,819 |
23.5% |
257,539 |
|
| Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
860.0 |
854.0 |
822.8 |
|
| R3 |
842.5 |
836.5 |
818.0 |
|
| R2 |
825.0 |
825.0 |
816.5 |
|
| R1 |
819.3 |
819.3 |
815.0 |
822.3 |
| PP |
807.8 |
807.8 |
807.8 |
809.3 |
| S1 |
801.8 |
801.8 |
811.8 |
804.8 |
| S2 |
790.3 |
790.3 |
810.0 |
|
| S3 |
773.0 |
784.5 |
808.5 |
|
| S4 |
755.5 |
767.0 |
803.8 |
|
|
| 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 |
813.6 |
788.2 |
25.4 |
3.1% |
11.0 |
1.3% |
99% |
True |
False |
77,719 |
| 10 |
813.6 |
760.5 |
53.1 |
6.5% |
13.3 |
1.6% |
99% |
True |
False |
104,310 |
| 20 |
829.8 |
760.5 |
69.3 |
8.5% |
13.5 |
1.7% |
76% |
False |
False |
109,813 |
| 40 |
852.1 |
760.5 |
91.6 |
11.3% |
12.8 |
1.6% |
58% |
False |
False |
102,738 |
| 60 |
865.4 |
760.5 |
104.9 |
12.9% |
12.3 |
1.5% |
50% |
False |
False |
99,196 |
| 80 |
865.4 |
760.5 |
104.9 |
12.9% |
10.3 |
1.3% |
50% |
False |
False |
74,425 |
| 100 |
865.4 |
759.8 |
105.6 |
13.0% |
8.5 |
1.1% |
51% |
False |
False |
59,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
887.5 |
|
2.618 |
859.3 |
|
1.618 |
841.8 |
|
1.000 |
831.0 |
|
0.618 |
824.3 |
|
HIGH |
813.5 |
|
0.618 |
807.0 |
|
0.500 |
805.0 |
|
0.382 |
802.8 |
|
LOW |
796.3 |
|
0.618 |
785.5 |
|
1.000 |
778.8 |
|
1.618 |
768.0 |
|
2.618 |
750.8 |
|
4.250 |
722.3 |
|
|
| Fisher Pivots for day following 28-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
810.5 |
810.5 |
| PP |
807.8 |
807.8 |
| S1 |
805.0 |
805.0 |
|