ICE Russell 2000 Mini Future December 2011
| Trading Metrics calculated at close of trading on 07-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
745.2 |
747.1 |
1.9 |
0.3% |
676.6 |
| High |
751.9 |
752.9 |
1.0 |
0.1% |
745.8 |
| Low |
739.6 |
730.0 |
-9.6 |
-1.3% |
675.2 |
| Close |
743.5 |
747.0 |
3.5 |
0.5% |
732.9 |
| Range |
12.3 |
22.9 |
10.6 |
86.2% |
70.6 |
| ATR |
22.8 |
22.8 |
0.0 |
0.0% |
0.0 |
| Volume |
136,586 |
179,016 |
42,430 |
31.1% |
753,247 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
812.0 |
802.5 |
759.5 |
|
| R3 |
789.0 |
779.5 |
753.3 |
|
| R2 |
766.3 |
766.3 |
751.3 |
|
| R1 |
756.5 |
756.5 |
749.0 |
750.0 |
| PP |
743.3 |
743.3 |
743.3 |
740.0 |
| S1 |
733.8 |
733.8 |
745.0 |
727.0 |
| S2 |
720.5 |
720.5 |
742.8 |
|
| S3 |
697.5 |
710.8 |
740.8 |
|
| S4 |
674.5 |
688.0 |
734.5 |
|
|
| 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 |
729.4 |
23.5 |
3.1% |
15.8 |
2.1% |
75% |
True |
False |
143,072 |
| 10 |
752.9 |
661.5 |
91.4 |
12.2% |
21.0 |
2.8% |
94% |
True |
False |
143,193 |
| 20 |
753.2 |
661.5 |
91.7 |
12.3% |
21.8 |
2.9% |
93% |
False |
False |
148,681 |
| 40 |
768.4 |
661.5 |
106.9 |
14.3% |
23.8 |
3.2% |
80% |
False |
False |
159,852 |
| 60 |
768.4 |
597.1 |
171.3 |
22.9% |
25.0 |
3.4% |
88% |
False |
False |
176,502 |
| 80 |
768.4 |
597.1 |
171.3 |
22.9% |
24.5 |
3.3% |
88% |
False |
False |
144,827 |
| 100 |
836.9 |
597.1 |
239.8 |
32.1% |
24.3 |
3.2% |
63% |
False |
False |
115,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
850.3 |
|
2.618 |
812.8 |
|
1.618 |
790.0 |
|
1.000 |
775.8 |
|
0.618 |
767.0 |
|
HIGH |
753.0 |
|
0.618 |
744.3 |
|
0.500 |
741.5 |
|
0.382 |
738.8 |
|
LOW |
730.0 |
|
0.618 |
715.8 |
|
1.000 |
707.0 |
|
1.618 |
693.0 |
|
2.618 |
670.0 |
|
4.250 |
632.8 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
745.3 |
745.3 |
| PP |
743.3 |
743.3 |
| S1 |
741.5 |
741.5 |
|