ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 10-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
821.5 |
821.6 |
0.1 |
0.0% |
821.3 |
| High |
827.0 |
827.1 |
0.1 |
0.0% |
829.1 |
| Low |
818.1 |
821.3 |
3.2 |
0.4% |
813.9 |
| Close |
822.0 |
826.8 |
4.8 |
0.6% |
822.0 |
| Range |
8.9 |
5.8 |
-3.1 |
-34.8% |
15.2 |
| ATR |
11.8 |
11.4 |
-0.4 |
-3.6% |
0.0 |
| Volume |
93,479 |
80,460 |
-13,019 |
-13.9% |
492,374 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
842.5 |
840.5 |
830.0 |
|
| R3 |
836.8 |
834.8 |
828.5 |
|
| R2 |
830.8 |
830.8 |
827.8 |
|
| R1 |
828.8 |
828.8 |
827.3 |
829.8 |
| PP |
825.0 |
825.0 |
825.0 |
825.5 |
| S1 |
823.0 |
823.0 |
826.3 |
824.0 |
| S2 |
819.3 |
819.3 |
825.8 |
|
| S3 |
813.5 |
817.3 |
825.3 |
|
| S4 |
807.8 |
811.5 |
823.5 |
|
|
| 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 |
827.5 |
813.9 |
13.6 |
1.6% |
8.8 |
1.1% |
95% |
False |
False |
96,443 |
| 10 |
829.1 |
796.2 |
32.9 |
4.0% |
10.3 |
1.2% |
93% |
False |
False |
106,655 |
| 20 |
829.1 |
760.5 |
68.6 |
8.3% |
11.3 |
1.4% |
97% |
False |
False |
102,181 |
| 40 |
841.8 |
760.5 |
81.3 |
9.8% |
12.5 |
1.5% |
82% |
False |
False |
103,164 |
| 60 |
861.5 |
760.5 |
101.0 |
12.2% |
12.0 |
1.5% |
66% |
False |
False |
107,015 |
| 80 |
865.4 |
760.5 |
104.9 |
12.7% |
11.0 |
1.3% |
63% |
False |
False |
84,681 |
| 100 |
865.4 |
759.8 |
105.6 |
12.8% |
9.3 |
1.1% |
63% |
False |
False |
67,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
851.8 |
|
2.618 |
842.3 |
|
1.618 |
836.5 |
|
1.000 |
833.0 |
|
0.618 |
830.8 |
|
HIGH |
827.0 |
|
0.618 |
825.0 |
|
0.500 |
824.3 |
|
0.382 |
823.5 |
|
LOW |
821.3 |
|
0.618 |
817.8 |
|
1.000 |
815.5 |
|
1.618 |
812.0 |
|
2.618 |
806.0 |
|
4.250 |
796.8 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
826.0 |
825.0 |
| PP |
825.0 |
823.3 |
| S1 |
824.3 |
821.8 |
|