ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 29-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
805.7 |
813.0 |
7.3 |
0.9% |
776.0 |
| High |
813.6 |
824.5 |
10.9 |
1.3% |
807.4 |
| Low |
796.2 |
812.3 |
16.1 |
2.0% |
775.1 |
| Close |
813.3 |
823.6 |
10.3 |
1.3% |
806.5 |
| Range |
17.4 |
12.2 |
-5.2 |
-29.9% |
32.3 |
| ATR |
12.8 |
12.8 |
0.0 |
-0.3% |
0.0 |
| Volume |
135,919 |
145,145 |
9,226 |
6.8% |
257,539 |
|
| Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
856.8 |
852.3 |
830.3 |
|
| R3 |
844.5 |
840.3 |
827.0 |
|
| R2 |
832.3 |
832.3 |
825.8 |
|
| R1 |
828.0 |
828.0 |
824.8 |
830.3 |
| PP |
820.3 |
820.3 |
820.3 |
821.3 |
| S1 |
815.8 |
815.8 |
822.5 |
818.0 |
| S2 |
808.0 |
808.0 |
821.3 |
|
| S3 |
795.8 |
803.5 |
820.3 |
|
| S4 |
783.5 |
791.3 |
817.0 |
|
|
| 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 |
824.5 |
794.4 |
30.1 |
3.7% |
11.5 |
1.4% |
97% |
True |
False |
106,254 |
| 10 |
824.5 |
760.5 |
64.0 |
7.8% |
12.0 |
1.5% |
99% |
True |
False |
104,412 |
| 20 |
829.8 |
760.5 |
69.3 |
8.4% |
13.8 |
1.7% |
91% |
False |
False |
112,394 |
| 40 |
852.1 |
760.5 |
91.6 |
11.1% |
12.8 |
1.6% |
69% |
False |
False |
103,525 |
| 60 |
865.4 |
760.5 |
104.9 |
12.7% |
12.3 |
1.5% |
60% |
False |
False |
101,607 |
| 80 |
865.4 |
760.5 |
104.9 |
12.7% |
10.5 |
1.3% |
60% |
False |
False |
76,239 |
| 100 |
865.4 |
759.8 |
105.6 |
12.8% |
8.5 |
1.0% |
60% |
False |
False |
61,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
876.3 |
|
2.618 |
856.5 |
|
1.618 |
844.3 |
|
1.000 |
836.8 |
|
0.618 |
832.0 |
|
HIGH |
824.5 |
|
0.618 |
819.8 |
|
0.500 |
818.5 |
|
0.382 |
817.0 |
|
LOW |
812.3 |
|
0.618 |
804.8 |
|
1.000 |
800.0 |
|
1.618 |
792.5 |
|
2.618 |
780.3 |
|
4.250 |
760.5 |
|
|
| Fisher Pivots for day following 29-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
821.8 |
819.3 |
| PP |
820.3 |
814.8 |
| S1 |
818.5 |
810.3 |
|