ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 04-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
821.3 |
818.3 |
-3.0 |
-0.4% |
804.9 |
| High |
829.1 |
823.3 |
-5.8 |
-0.7% |
828.1 |
| Low |
817.4 |
814.5 |
-2.9 |
-0.4% |
796.2 |
| Close |
820.1 |
820.8 |
0.7 |
0.1% |
820.7 |
| Range |
11.7 |
8.8 |
-2.9 |
-24.8% |
31.9 |
| ATR |
12.6 |
12.3 |
-0.3 |
-2.1% |
0.0 |
| Volume |
90,618 |
98,129 |
7,511 |
8.3% |
582,168 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
846.0 |
842.3 |
825.8 |
|
| R3 |
837.3 |
833.3 |
823.3 |
|
| R2 |
828.3 |
828.3 |
822.5 |
|
| R1 |
824.5 |
824.5 |
821.5 |
826.5 |
| PP |
819.5 |
819.5 |
819.5 |
820.5 |
| S1 |
815.8 |
815.8 |
820.0 |
817.8 |
| S2 |
810.8 |
810.8 |
819.3 |
|
| S3 |
802.0 |
807.0 |
818.5 |
|
| S4 |
793.3 |
798.3 |
816.0 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
910.8 |
897.5 |
838.3 |
|
| R3 |
878.8 |
865.8 |
829.5 |
|
| R2 |
847.0 |
847.0 |
826.5 |
|
| R1 |
833.8 |
833.8 |
823.5 |
840.3 |
| PP |
815.0 |
815.0 |
815.0 |
818.3 |
| S1 |
802.0 |
802.0 |
817.8 |
808.5 |
| S2 |
783.0 |
783.0 |
814.8 |
|
| S3 |
751.3 |
770.0 |
812.0 |
|
| S4 |
719.3 |
738.0 |
803.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
829.1 |
796.2 |
32.9 |
4.0% |
12.3 |
1.5% |
75% |
False |
False |
114,473 |
| 10 |
829.1 |
786.0 |
43.1 |
5.3% |
10.8 |
1.3% |
81% |
False |
False |
91,374 |
| 20 |
829.1 |
760.5 |
68.6 |
8.4% |
13.0 |
1.6% |
88% |
False |
False |
109,673 |
| 40 |
841.8 |
760.5 |
81.3 |
9.9% |
12.8 |
1.6% |
74% |
False |
False |
103,621 |
| 60 |
865.4 |
760.5 |
104.9 |
12.8% |
12.3 |
1.5% |
57% |
False |
False |
106,378 |
| 80 |
865.4 |
760.5 |
104.9 |
12.8% |
10.8 |
1.3% |
57% |
False |
False |
79,880 |
| 100 |
865.4 |
759.8 |
105.6 |
12.9% |
8.8 |
1.1% |
58% |
False |
False |
63,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
860.8 |
|
2.618 |
846.3 |
|
1.618 |
837.5 |
|
1.000 |
832.0 |
|
0.618 |
828.8 |
|
HIGH |
823.3 |
|
0.618 |
820.0 |
|
0.500 |
819.0 |
|
0.382 |
817.8 |
|
LOW |
814.5 |
|
0.618 |
809.0 |
|
1.000 |
805.8 |
|
1.618 |
800.3 |
|
2.618 |
791.5 |
|
4.250 |
777.0 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
820.3 |
821.8 |
| PP |
819.5 |
821.5 |
| S1 |
819.0 |
821.3 |
|