ICE Russell 2000 Mini Future December 2011
| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
721.2 |
745.7 |
24.5 |
3.4% |
739.6 |
| High |
748.9 |
747.2 |
-1.7 |
-0.2% |
753.3 |
| Low |
716.7 |
723.8 |
7.1 |
1.0% |
716.7 |
| Close |
746.6 |
733.8 |
-12.8 |
-1.7% |
746.6 |
| Range |
32.2 |
23.4 |
-8.8 |
-27.3% |
36.6 |
| ATR |
24.2 |
24.1 |
-0.1 |
-0.2% |
0.0 |
| Volume |
107,309 |
143,265 |
35,956 |
33.5% |
757,228 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
805.3 |
792.8 |
746.8 |
|
| R3 |
781.8 |
769.5 |
740.3 |
|
| R2 |
758.3 |
758.3 |
738.0 |
|
| R1 |
746.0 |
746.0 |
736.0 |
740.5 |
| PP |
735.0 |
735.0 |
735.0 |
732.3 |
| S1 |
722.8 |
722.8 |
731.8 |
717.0 |
| S2 |
711.5 |
711.5 |
729.5 |
|
| S3 |
688.3 |
699.3 |
727.3 |
|
| S4 |
664.8 |
675.8 |
721.0 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
848.8 |
834.3 |
766.8 |
|
| R3 |
812.0 |
797.8 |
756.8 |
|
| R2 |
775.5 |
775.5 |
753.3 |
|
| R1 |
761.0 |
761.0 |
750.0 |
768.3 |
| PP |
738.8 |
738.8 |
738.8 |
742.5 |
| S1 |
724.5 |
724.5 |
743.3 |
731.8 |
| S2 |
702.3 |
702.3 |
740.0 |
|
| S3 |
665.8 |
687.8 |
736.5 |
|
| S4 |
629.0 |
651.3 |
726.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
753.3 |
716.7 |
36.6 |
5.0% |
25.0 |
3.4% |
47% |
False |
False |
149,705 |
| 10 |
753.3 |
686.6 |
66.7 |
9.1% |
23.8 |
3.2% |
71% |
False |
False |
149,655 |
| 20 |
753.3 |
661.5 |
91.8 |
12.5% |
22.3 |
3.0% |
79% |
False |
False |
145,830 |
| 40 |
768.4 |
661.5 |
106.9 |
14.6% |
24.3 |
3.3% |
68% |
False |
False |
158,425 |
| 60 |
768.4 |
597.1 |
171.3 |
23.3% |
25.5 |
3.5% |
80% |
False |
False |
173,052 |
| 80 |
768.4 |
597.1 |
171.3 |
23.3% |
25.0 |
3.4% |
80% |
False |
False |
150,237 |
| 100 |
836.9 |
597.1 |
239.8 |
32.7% |
25.0 |
3.4% |
57% |
False |
False |
120,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
846.8 |
|
2.618 |
808.5 |
|
1.618 |
785.0 |
|
1.000 |
770.5 |
|
0.618 |
761.8 |
|
HIGH |
747.3 |
|
0.618 |
738.3 |
|
0.500 |
735.5 |
|
0.382 |
732.8 |
|
LOW |
723.8 |
|
0.618 |
709.3 |
|
1.000 |
700.5 |
|
1.618 |
686.0 |
|
2.618 |
662.5 |
|
4.250 |
624.3 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
735.5 |
735.0 |
| PP |
735.0 |
734.5 |
| S1 |
734.3 |
734.3 |
|