ICE Russell 2000 Mini Future March 2013
| Trading Metrics calculated at close of trading on 03-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
818.5 |
817.5 |
-1.0 |
-0.1% |
803.0 |
| High |
823.5 |
825.5 |
2.0 |
0.2% |
823.5 |
| Low |
814.5 |
814.5 |
0.0 |
0.0% |
797.0 |
| Close |
817.2 |
816.5 |
-0.7 |
-0.1% |
817.2 |
| Range |
9.0 |
11.0 |
2.0 |
22.2% |
26.5 |
| ATR |
6.6 |
6.9 |
0.3 |
4.7% |
0.0 |
| Volume |
144 |
304 |
160 |
111.1% |
391 |
|
| Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
851.8 |
845.3 |
822.5 |
|
| R3 |
840.8 |
834.3 |
819.5 |
|
| R2 |
829.8 |
829.8 |
818.5 |
|
| R1 |
823.3 |
823.3 |
817.5 |
821.0 |
| PP |
818.8 |
818.8 |
818.8 |
817.8 |
| S1 |
812.3 |
812.3 |
815.5 |
810.0 |
| S2 |
807.8 |
807.8 |
814.5 |
|
| S3 |
796.8 |
801.3 |
813.5 |
|
| S4 |
785.8 |
790.3 |
810.5 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
892.0 |
881.3 |
831.8 |
|
| R3 |
865.5 |
854.8 |
824.5 |
|
| R2 |
839.0 |
839.0 |
822.0 |
|
| R1 |
828.3 |
828.3 |
819.8 |
833.5 |
| PP |
812.5 |
812.5 |
812.5 |
815.3 |
| S1 |
801.8 |
801.8 |
814.8 |
807.0 |
| S2 |
786.0 |
786.0 |
812.3 |
|
| S3 |
759.5 |
775.3 |
810.0 |
|
| S4 |
733.0 |
748.8 |
802.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
872.3 |
|
2.618 |
854.3 |
|
1.618 |
843.3 |
|
1.000 |
836.5 |
|
0.618 |
832.3 |
|
HIGH |
825.5 |
|
0.618 |
821.3 |
|
0.500 |
820.0 |
|
0.382 |
818.8 |
|
LOW |
814.5 |
|
0.618 |
807.8 |
|
1.000 |
803.5 |
|
1.618 |
796.8 |
|
2.618 |
785.8 |
|
4.250 |
767.8 |
|
|
| Fisher Pivots for day following 03-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
820.0 |
817.5 |
| PP |
818.8 |
817.3 |
| S1 |
817.8 |
816.8 |
|