ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 07-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
819.7 |
821.5 |
1.8 |
0.2% |
821.3 |
| High |
823.2 |
827.0 |
3.8 |
0.5% |
829.1 |
| Low |
816.2 |
818.1 |
1.9 |
0.2% |
813.9 |
| Close |
821.3 |
822.0 |
0.7 |
0.1% |
822.0 |
| Range |
7.0 |
8.9 |
1.9 |
27.1% |
15.2 |
| ATR |
12.0 |
11.8 |
-0.2 |
-1.8% |
0.0 |
| Volume |
81,432 |
93,479 |
12,047 |
14.8% |
492,374 |
|
| Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
849.0 |
844.5 |
827.0 |
|
| R3 |
840.3 |
835.5 |
824.5 |
|
| R2 |
831.3 |
831.3 |
823.8 |
|
| R1 |
826.8 |
826.8 |
822.8 |
829.0 |
| PP |
822.3 |
822.3 |
822.3 |
823.5 |
| S1 |
817.8 |
817.8 |
821.3 |
820.0 |
| S2 |
813.5 |
813.5 |
820.3 |
|
| S3 |
804.5 |
808.8 |
819.5 |
|
| S4 |
795.8 |
800.0 |
817.0 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
867.3 |
859.8 |
830.3 |
|
| R3 |
852.0 |
844.8 |
826.3 |
|
| R2 |
836.8 |
836.8 |
824.8 |
|
| R1 |
829.5 |
829.5 |
823.5 |
833.3 |
| PP |
821.8 |
821.8 |
821.8 |
823.5 |
| S1 |
814.3 |
814.3 |
820.5 |
818.0 |
| S2 |
806.5 |
806.5 |
819.3 |
|
| S3 |
791.3 |
799.0 |
817.8 |
|
| S4 |
776.0 |
783.8 |
813.8 |
|
|
| 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 |
1.8% |
10.0 |
1.2% |
53% |
False |
False |
98,474 |
| 10 |
829.1 |
796.2 |
32.9 |
4.0% |
10.5 |
1.3% |
78% |
False |
False |
107,454 |
| 20 |
829.1 |
760.5 |
68.6 |
8.3% |
11.8 |
1.4% |
90% |
False |
False |
104,246 |
| 40 |
841.8 |
760.5 |
81.3 |
9.9% |
12.8 |
1.5% |
76% |
False |
False |
103,439 |
| 60 |
865.4 |
760.5 |
104.9 |
12.8% |
12.3 |
1.5% |
59% |
False |
False |
108,488 |
| 80 |
865.4 |
760.5 |
104.9 |
12.8% |
11.0 |
1.3% |
59% |
False |
False |
83,675 |
| 100 |
865.4 |
759.8 |
105.6 |
12.8% |
9.3 |
1.1% |
59% |
False |
False |
66,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
864.8 |
|
2.618 |
850.3 |
|
1.618 |
841.5 |
|
1.000 |
836.0 |
|
0.618 |
832.5 |
|
HIGH |
827.0 |
|
0.618 |
823.5 |
|
0.500 |
822.5 |
|
0.382 |
821.5 |
|
LOW |
818.0 |
|
0.618 |
812.5 |
|
1.000 |
809.3 |
|
1.618 |
803.8 |
|
2.618 |
794.8 |
|
4.250 |
780.3 |
|
|
| Fisher Pivots for day following 07-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
822.5 |
821.5 |
| PP |
822.3 |
821.3 |
| S1 |
822.3 |
820.8 |
|