ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 21-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
845.5 |
850.3 |
4.8 |
0.6% |
827.2 |
| High |
857.0 |
850.3 |
-6.7 |
-0.8% |
857.0 |
| Low |
845.5 |
831.9 |
-13.6 |
-1.6% |
825.1 |
| Close |
855.5 |
846.0 |
-9.5 |
-1.1% |
846.0 |
| Range |
11.5 |
18.4 |
6.9 |
60.0% |
31.9 |
| ATR |
11.1 |
12.0 |
0.9 |
8.0% |
0.0 |
| Volume |
37,941 |
508 |
-37,433 |
-98.7% |
288,204 |
|
| Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
898.0 |
890.5 |
856.3 |
|
| R3 |
879.5 |
872.0 |
851.0 |
|
| R2 |
861.3 |
861.3 |
849.5 |
|
| R1 |
853.5 |
853.5 |
847.8 |
848.3 |
| PP |
842.8 |
842.8 |
842.8 |
840.0 |
| S1 |
835.3 |
835.3 |
844.3 |
829.8 |
| S2 |
824.3 |
824.3 |
842.8 |
|
| S3 |
806.0 |
816.8 |
841.0 |
|
| S4 |
787.5 |
798.5 |
836.0 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
938.5 |
924.0 |
863.5 |
|
| R3 |
906.5 |
892.3 |
854.8 |
|
| R2 |
874.5 |
874.5 |
851.8 |
|
| R1 |
860.3 |
860.3 |
849.0 |
867.5 |
| PP |
842.8 |
842.8 |
842.8 |
846.3 |
| S1 |
828.5 |
828.5 |
843.0 |
835.5 |
| S2 |
810.8 |
810.8 |
840.3 |
|
| S3 |
779.0 |
796.5 |
837.3 |
|
| S4 |
747.0 |
764.5 |
828.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
857.0 |
825.1 |
31.9 |
3.8% |
12.5 |
1.5% |
66% |
False |
False |
57,640 |
| 10 |
857.0 |
820.8 |
36.2 |
4.3% |
11.0 |
1.3% |
70% |
False |
False |
85,413 |
| 20 |
857.0 |
796.2 |
60.8 |
7.2% |
10.8 |
1.3% |
82% |
False |
False |
96,433 |
| 40 |
857.0 |
760.5 |
96.5 |
11.4% |
12.3 |
1.5% |
89% |
False |
False |
98,010 |
| 60 |
857.0 |
760.5 |
96.5 |
11.4% |
12.3 |
1.4% |
89% |
False |
False |
100,624 |
| 80 |
865.4 |
760.5 |
104.9 |
12.4% |
11.8 |
1.4% |
82% |
False |
False |
94,342 |
| 100 |
865.4 |
760.5 |
104.9 |
12.4% |
10.3 |
1.2% |
82% |
False |
False |
75,482 |
| 120 |
865.4 |
759.8 |
105.6 |
12.5% |
8.8 |
1.0% |
82% |
False |
False |
62,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
928.5 |
|
2.618 |
898.5 |
|
1.618 |
880.0 |
|
1.000 |
868.8 |
|
0.618 |
861.8 |
|
HIGH |
850.3 |
|
0.618 |
843.3 |
|
0.500 |
841.0 |
|
0.382 |
839.0 |
|
LOW |
832.0 |
|
0.618 |
820.5 |
|
1.000 |
813.5 |
|
1.618 |
802.3 |
|
2.618 |
783.8 |
|
4.250 |
753.8 |
|
|
| Fisher Pivots for day following 21-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
844.5 |
845.5 |
| PP |
842.8 |
845.0 |
| S1 |
841.0 |
844.5 |
|