ICE Russell 2000 Mini Future December 2011
| Trading Metrics calculated at close of trading on 06-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
739.6 |
745.2 |
5.6 |
0.8% |
676.6 |
| High |
752.9 |
751.9 |
-1.0 |
-0.1% |
745.8 |
| Low |
735.4 |
739.6 |
4.2 |
0.6% |
675.2 |
| Close |
745.6 |
743.5 |
-2.1 |
-0.3% |
732.9 |
| Range |
17.5 |
12.3 |
-5.2 |
-29.7% |
70.6 |
| ATR |
23.6 |
22.8 |
-0.8 |
-3.4% |
0.0 |
| Volume |
151,964 |
136,586 |
-15,378 |
-10.1% |
753,247 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
782.0 |
775.0 |
750.3 |
|
| R3 |
769.5 |
762.8 |
747.0 |
|
| R2 |
757.3 |
757.3 |
745.8 |
|
| R1 |
750.5 |
750.5 |
744.8 |
747.8 |
| PP |
745.0 |
745.0 |
745.0 |
743.8 |
| S1 |
738.0 |
738.0 |
742.3 |
735.5 |
| S2 |
732.8 |
732.8 |
741.3 |
|
| S3 |
720.5 |
725.8 |
740.0 |
|
| S4 |
708.0 |
713.5 |
736.8 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
929.8 |
902.0 |
771.8 |
|
| R3 |
859.3 |
831.3 |
752.3 |
|
| R2 |
788.5 |
788.5 |
745.8 |
|
| R1 |
760.8 |
760.8 |
739.3 |
774.8 |
| PP |
718.0 |
718.0 |
718.0 |
725.0 |
| S1 |
690.3 |
690.3 |
726.5 |
704.0 |
| S2 |
647.3 |
647.3 |
720.0 |
|
| S3 |
576.8 |
619.5 |
713.5 |
|
| S4 |
506.3 |
549.0 |
694.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
752.9 |
686.6 |
66.3 |
8.9% |
21.3 |
2.9% |
86% |
False |
False |
146,907 |
| 10 |
752.9 |
661.5 |
91.4 |
12.3% |
20.3 |
2.7% |
90% |
False |
False |
138,635 |
| 20 |
755.3 |
661.5 |
93.8 |
12.6% |
21.8 |
2.9% |
87% |
False |
False |
147,543 |
| 40 |
768.4 |
661.5 |
106.9 |
14.4% |
23.5 |
3.2% |
77% |
False |
False |
159,166 |
| 60 |
768.4 |
597.1 |
171.3 |
23.0% |
25.0 |
3.4% |
85% |
False |
False |
178,702 |
| 80 |
768.4 |
597.1 |
171.3 |
23.0% |
24.5 |
3.3% |
85% |
False |
False |
142,590 |
| 100 |
836.9 |
597.1 |
239.8 |
32.3% |
24.0 |
3.2% |
61% |
False |
False |
114,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
804.3 |
|
2.618 |
784.0 |
|
1.618 |
771.8 |
|
1.000 |
764.3 |
|
0.618 |
759.5 |
|
HIGH |
752.0 |
|
0.618 |
747.3 |
|
0.500 |
745.8 |
|
0.382 |
744.3 |
|
LOW |
739.5 |
|
0.618 |
732.0 |
|
1.000 |
727.3 |
|
1.618 |
719.8 |
|
2.618 |
707.5 |
|
4.250 |
687.3 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
745.8 |
743.0 |
| PP |
745.0 |
742.8 |
| S1 |
744.3 |
742.3 |
|