ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
825.4 |
835.3 |
9.9 |
1.2% |
821.3 |
| High |
836.9 |
838.4 |
1.5 |
0.2% |
829.1 |
| Low |
824.2 |
827.8 |
3.6 |
0.4% |
813.9 |
| Close |
836.5 |
829.2 |
-7.3 |
-0.9% |
822.0 |
| Range |
12.7 |
10.6 |
-2.1 |
-16.5% |
15.2 |
| ATR |
11.5 |
11.4 |
-0.1 |
-0.5% |
0.0 |
| Volume |
114,023 |
122,216 |
8,193 |
7.2% |
492,374 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
863.5 |
857.0 |
835.0 |
|
| R3 |
853.0 |
846.5 |
832.0 |
|
| R2 |
842.5 |
842.5 |
831.3 |
|
| R1 |
835.8 |
835.8 |
830.3 |
833.8 |
| PP |
831.8 |
831.8 |
831.8 |
830.8 |
| S1 |
825.3 |
825.3 |
828.3 |
823.3 |
| S2 |
821.3 |
821.3 |
827.3 |
|
| S3 |
810.5 |
814.5 |
826.3 |
|
| S4 |
800.0 |
804.0 |
823.3 |
|
|
| 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 |
838.4 |
816.2 |
22.2 |
2.7% |
9.0 |
1.1% |
59% |
True |
False |
98,322 |
| 10 |
838.4 |
812.3 |
26.1 |
3.1% |
10.3 |
1.2% |
65% |
True |
False |
105,677 |
| 20 |
838.4 |
760.5 |
77.9 |
9.4% |
11.8 |
1.4% |
88% |
True |
False |
104,994 |
| 40 |
841.8 |
760.5 |
81.3 |
9.8% |
12.5 |
1.5% |
85% |
False |
False |
104,970 |
| 60 |
857.1 |
760.5 |
96.6 |
11.6% |
12.3 |
1.5% |
71% |
False |
False |
105,781 |
| 80 |
865.4 |
760.5 |
104.9 |
12.7% |
11.3 |
1.4% |
65% |
False |
False |
87,633 |
| 100 |
865.4 |
759.8 |
105.6 |
12.7% |
9.5 |
1.1% |
66% |
False |
False |
70,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
883.5 |
|
2.618 |
866.3 |
|
1.618 |
855.5 |
|
1.000 |
849.0 |
|
0.618 |
845.0 |
|
HIGH |
838.5 |
|
0.618 |
834.3 |
|
0.500 |
833.0 |
|
0.382 |
831.8 |
|
LOW |
827.8 |
|
0.618 |
821.3 |
|
1.000 |
817.3 |
|
1.618 |
810.8 |
|
2.618 |
800.0 |
|
4.250 |
782.8 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
833.0 |
829.8 |
| PP |
831.8 |
829.8 |
| S1 |
830.5 |
829.5 |
|