ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
821.6 |
825.4 |
3.8 |
0.5% |
821.3 |
| High |
827.1 |
836.9 |
9.8 |
1.2% |
829.1 |
| Low |
821.3 |
824.2 |
2.9 |
0.4% |
813.9 |
| Close |
826.8 |
836.5 |
9.7 |
1.2% |
822.0 |
| Range |
5.8 |
12.7 |
6.9 |
119.0% |
15.2 |
| ATR |
11.4 |
11.5 |
0.1 |
0.8% |
0.0 |
| Volume |
80,460 |
114,023 |
33,563 |
41.7% |
492,374 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
870.8 |
866.3 |
843.5 |
|
| R3 |
858.0 |
853.5 |
840.0 |
|
| R2 |
845.3 |
845.3 |
838.8 |
|
| R1 |
840.8 |
840.8 |
837.8 |
843.0 |
| PP |
832.5 |
832.5 |
832.5 |
833.5 |
| S1 |
828.3 |
828.3 |
835.3 |
830.3 |
| S2 |
819.8 |
819.8 |
834.3 |
|
| S3 |
807.3 |
815.5 |
833.0 |
|
| S4 |
794.5 |
802.8 |
829.5 |
|
|
| 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 |
836.9 |
813.9 |
23.0 |
2.7% |
9.5 |
1.1% |
98% |
True |
False |
99,622 |
| 10 |
836.9 |
796.2 |
40.7 |
4.9% |
11.0 |
1.3% |
99% |
True |
False |
107,047 |
| 20 |
836.9 |
760.5 |
76.4 |
9.1% |
11.8 |
1.4% |
99% |
True |
False |
104,692 |
| 40 |
841.8 |
760.5 |
81.3 |
9.7% |
12.5 |
1.5% |
93% |
False |
False |
103,940 |
| 60 |
857.1 |
760.5 |
96.6 |
11.5% |
12.0 |
1.4% |
79% |
False |
False |
105,971 |
| 80 |
865.4 |
760.5 |
104.9 |
12.5% |
11.3 |
1.3% |
72% |
False |
False |
86,106 |
| 100 |
865.4 |
759.8 |
105.6 |
12.6% |
9.3 |
1.1% |
73% |
False |
False |
68,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
891.0 |
|
2.618 |
870.3 |
|
1.618 |
857.5 |
|
1.000 |
849.5 |
|
0.618 |
844.8 |
|
HIGH |
837.0 |
|
0.618 |
832.0 |
|
0.500 |
830.5 |
|
0.382 |
829.0 |
|
LOW |
824.3 |
|
0.618 |
816.3 |
|
1.000 |
811.5 |
|
1.618 |
803.8 |
|
2.618 |
791.0 |
|
4.250 |
770.3 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
834.5 |
833.5 |
| PP |
832.5 |
830.5 |
| S1 |
830.5 |
827.5 |
|