ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 05-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
818.3 |
820.3 |
2.0 |
0.2% |
804.9 |
| High |
823.3 |
827.5 |
4.2 |
0.5% |
828.1 |
| Low |
814.5 |
813.9 |
-0.6 |
-0.1% |
796.2 |
| Close |
820.8 |
820.0 |
-0.8 |
-0.1% |
820.7 |
| Range |
8.8 |
13.6 |
4.8 |
54.5% |
31.9 |
| ATR |
12.3 |
12.4 |
0.1 |
0.8% |
0.0 |
| Volume |
98,129 |
128,716 |
30,587 |
31.2% |
582,168 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
861.3 |
854.3 |
827.5 |
|
| R3 |
847.8 |
840.8 |
823.8 |
|
| R2 |
834.0 |
834.0 |
822.5 |
|
| R1 |
827.0 |
827.0 |
821.3 |
823.8 |
| PP |
820.5 |
820.5 |
820.5 |
818.8 |
| S1 |
813.5 |
813.5 |
818.8 |
810.3 |
| S2 |
806.8 |
806.8 |
817.5 |
|
| S3 |
793.3 |
799.8 |
816.3 |
|
| S4 |
779.8 |
786.3 |
812.5 |
|
|
| 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 |
812.3 |
16.8 |
2.0% |
11.5 |
1.4% |
46% |
False |
False |
113,032 |
| 10 |
829.1 |
788.2 |
40.9 |
5.0% |
11.3 |
1.4% |
78% |
False |
False |
95,375 |
| 20 |
829.1 |
760.5 |
68.6 |
8.4% |
13.3 |
1.6% |
87% |
False |
False |
112,077 |
| 40 |
841.8 |
760.5 |
81.3 |
9.9% |
12.8 |
1.6% |
73% |
False |
False |
103,541 |
| 60 |
865.4 |
760.5 |
104.9 |
12.8% |
12.3 |
1.5% |
57% |
False |
False |
108,338 |
| 80 |
865.4 |
760.5 |
104.9 |
12.8% |
11.0 |
1.3% |
57% |
False |
False |
81,489 |
| 100 |
865.4 |
759.8 |
105.6 |
12.9% |
9.0 |
1.1% |
57% |
False |
False |
65,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
885.3 |
|
2.618 |
863.0 |
|
1.618 |
849.5 |
|
1.000 |
841.0 |
|
0.618 |
836.0 |
|
HIGH |
827.5 |
|
0.618 |
822.3 |
|
0.500 |
820.8 |
|
0.382 |
819.0 |
|
LOW |
814.0 |
|
0.618 |
805.5 |
|
1.000 |
800.3 |
|
1.618 |
792.0 |
|
2.618 |
778.3 |
|
4.250 |
756.0 |
|
|
| Fisher Pivots for day following 05-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
820.8 |
821.5 |
| PP |
820.5 |
821.0 |
| S1 |
820.3 |
820.5 |
|