ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 14-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
829.1 |
822.8 |
-6.3 |
-0.8% |
821.6 |
| High |
832.2 |
828.2 |
-4.0 |
-0.5% |
838.4 |
| Low |
821.1 |
820.8 |
-0.3 |
0.0% |
820.8 |
| Close |
823.2 |
826.0 |
2.8 |
0.3% |
826.0 |
| Range |
11.1 |
7.4 |
-3.7 |
-33.3% |
17.6 |
| ATR |
11.4 |
11.1 |
-0.3 |
-2.5% |
0.0 |
| Volume |
169,551 |
79,677 |
-89,874 |
-53.0% |
565,927 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
847.3 |
844.0 |
830.0 |
|
| R3 |
839.8 |
836.5 |
828.0 |
|
| R2 |
832.5 |
832.5 |
827.3 |
|
| R1 |
829.3 |
829.3 |
826.8 |
830.8 |
| PP |
825.0 |
825.0 |
825.0 |
825.8 |
| S1 |
821.8 |
821.8 |
825.3 |
823.5 |
| S2 |
817.5 |
817.5 |
824.8 |
|
| S3 |
810.3 |
814.5 |
824.0 |
|
| S4 |
802.8 |
807.0 |
822.0 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
881.3 |
871.3 |
835.8 |
|
| R3 |
863.5 |
853.5 |
830.8 |
|
| R2 |
846.0 |
846.0 |
829.3 |
|
| R1 |
836.0 |
836.0 |
827.5 |
841.0 |
| PP |
828.5 |
828.5 |
828.5 |
831.0 |
| S1 |
818.5 |
818.5 |
824.5 |
823.5 |
| S2 |
810.8 |
810.8 |
822.8 |
|
| S3 |
793.3 |
800.8 |
821.3 |
|
| S4 |
775.5 |
783.3 |
816.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
838.4 |
820.8 |
17.6 |
2.1% |
9.5 |
1.2% |
30% |
False |
True |
113,185 |
| 10 |
838.4 |
813.9 |
24.5 |
3.0% |
9.8 |
1.2% |
49% |
False |
False |
105,830 |
| 20 |
838.4 |
760.5 |
77.9 |
9.4% |
10.8 |
1.3% |
84% |
False |
False |
102,941 |
| 40 |
838.4 |
760.5 |
77.9 |
9.4% |
12.5 |
1.5% |
84% |
False |
False |
105,879 |
| 60 |
857.1 |
760.5 |
96.6 |
11.7% |
12.3 |
1.5% |
68% |
False |
False |
106,179 |
| 80 |
865.4 |
760.5 |
104.9 |
12.7% |
11.5 |
1.4% |
62% |
False |
False |
90,742 |
| 100 |
865.4 |
760.5 |
104.9 |
12.7% |
9.8 |
1.2% |
62% |
False |
False |
72,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
859.8 |
|
2.618 |
847.5 |
|
1.618 |
840.3 |
|
1.000 |
835.5 |
|
0.618 |
832.8 |
|
HIGH |
828.3 |
|
0.618 |
825.3 |
|
0.500 |
824.5 |
|
0.382 |
823.8 |
|
LOW |
820.8 |
|
0.618 |
816.3 |
|
1.000 |
813.5 |
|
1.618 |
808.8 |
|
2.618 |
801.5 |
|
4.250 |
789.3 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
825.5 |
829.5 |
| PP |
825.0 |
828.5 |
| S1 |
824.5 |
827.3 |
|