ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 17-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
822.8 |
827.2 |
4.4 |
0.5% |
821.6 |
| High |
828.2 |
836.8 |
8.6 |
1.0% |
838.4 |
| Low |
820.8 |
825.1 |
4.3 |
0.5% |
820.8 |
| Close |
826.0 |
836.0 |
10.0 |
1.2% |
826.0 |
| Range |
7.4 |
11.7 |
4.3 |
58.1% |
17.6 |
| ATR |
11.1 |
11.1 |
0.0 |
0.4% |
0.0 |
| Volume |
79,677 |
103,377 |
23,700 |
29.7% |
565,927 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
867.8 |
863.5 |
842.5 |
|
| R3 |
856.0 |
851.8 |
839.3 |
|
| R2 |
844.3 |
844.3 |
838.3 |
|
| R1 |
840.3 |
840.3 |
837.0 |
842.3 |
| PP |
832.8 |
832.8 |
832.8 |
833.8 |
| S1 |
828.5 |
828.5 |
835.0 |
830.5 |
| S2 |
821.0 |
821.0 |
833.8 |
|
| S3 |
809.3 |
816.8 |
832.8 |
|
| S4 |
797.5 |
805.0 |
829.5 |
|
|
| 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% |
10.8 |
1.3% |
86% |
False |
False |
117,768 |
| 10 |
838.4 |
813.9 |
24.5 |
2.9% |
9.8 |
1.2% |
90% |
False |
False |
107,106 |
| 20 |
838.4 |
775.1 |
63.3 |
7.6% |
10.8 |
1.3% |
96% |
False |
False |
100,069 |
| 40 |
838.4 |
760.5 |
77.9 |
9.3% |
12.3 |
1.5% |
97% |
False |
False |
104,354 |
| 60 |
855.2 |
760.5 |
94.7 |
11.3% |
12.3 |
1.5% |
80% |
False |
False |
105,992 |
| 80 |
865.4 |
760.5 |
104.9 |
12.5% |
11.5 |
1.4% |
72% |
False |
False |
92,034 |
| 100 |
865.4 |
760.5 |
104.9 |
12.5% |
9.8 |
1.2% |
72% |
False |
False |
73,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
886.5 |
|
2.618 |
867.5 |
|
1.618 |
855.8 |
|
1.000 |
848.5 |
|
0.618 |
844.0 |
|
HIGH |
836.8 |
|
0.618 |
832.3 |
|
0.500 |
831.0 |
|
0.382 |
829.5 |
|
LOW |
825.0 |
|
0.618 |
817.8 |
|
1.000 |
813.5 |
|
1.618 |
806.3 |
|
2.618 |
794.5 |
|
4.250 |
775.5 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
834.3 |
833.5 |
| PP |
832.8 |
831.3 |
| S1 |
831.0 |
828.8 |
|