ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 06-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
820.3 |
819.7 |
-0.6 |
-0.1% |
804.9 |
| High |
827.5 |
823.2 |
-4.3 |
-0.5% |
828.1 |
| Low |
813.9 |
816.2 |
2.3 |
0.3% |
796.2 |
| Close |
820.0 |
821.3 |
1.3 |
0.2% |
820.7 |
| Range |
13.6 |
7.0 |
-6.6 |
-48.5% |
31.9 |
| ATR |
12.4 |
12.0 |
-0.4 |
-3.1% |
0.0 |
| Volume |
128,716 |
81,432 |
-47,284 |
-36.7% |
582,168 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
841.3 |
838.3 |
825.3 |
|
| R3 |
834.3 |
831.3 |
823.3 |
|
| R2 |
827.3 |
827.3 |
822.5 |
|
| R1 |
824.3 |
824.3 |
822.0 |
825.8 |
| PP |
820.3 |
820.3 |
820.3 |
821.0 |
| S1 |
817.3 |
817.3 |
820.8 |
818.8 |
| S2 |
813.3 |
813.3 |
820.0 |
|
| S3 |
806.3 |
810.3 |
819.5 |
|
| S4 |
799.3 |
803.3 |
817.5 |
|
|
| 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 |
813.9 |
15.2 |
1.9% |
10.5 |
1.3% |
49% |
False |
False |
100,290 |
| 10 |
829.1 |
794.4 |
34.7 |
4.2% |
11.0 |
1.3% |
78% |
False |
False |
103,272 |
| 20 |
829.1 |
760.5 |
68.6 |
8.4% |
12.0 |
1.5% |
89% |
False |
False |
106,626 |
| 40 |
841.8 |
760.5 |
81.3 |
9.9% |
12.8 |
1.6% |
75% |
False |
False |
103,198 |
| 60 |
865.4 |
760.5 |
104.9 |
12.8% |
12.3 |
1.5% |
58% |
False |
False |
108,952 |
| 80 |
865.4 |
760.5 |
104.9 |
12.8% |
11.0 |
1.3% |
58% |
False |
False |
82,507 |
| 100 |
865.4 |
759.8 |
105.6 |
12.9% |
9.0 |
1.1% |
58% |
False |
False |
66,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
853.0 |
|
2.618 |
841.5 |
|
1.618 |
834.5 |
|
1.000 |
830.3 |
|
0.618 |
827.5 |
|
HIGH |
823.3 |
|
0.618 |
820.5 |
|
0.500 |
819.8 |
|
0.382 |
818.8 |
|
LOW |
816.3 |
|
0.618 |
811.8 |
|
1.000 |
809.3 |
|
1.618 |
804.8 |
|
2.618 |
797.8 |
|
4.250 |
786.5 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
820.8 |
821.0 |
| PP |
820.3 |
821.0 |
| S1 |
819.8 |
820.8 |
|