ICE Russell 2000 Mini Future December 2011
| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
735.0 |
720.9 |
-14.1 |
-1.9% |
739.6 |
| High |
743.7 |
723.4 |
-20.3 |
-2.7% |
753.3 |
| Low |
714.3 |
705.0 |
-9.3 |
-1.3% |
716.7 |
| Close |
718.6 |
708.4 |
-10.2 |
-1.4% |
746.6 |
| Range |
29.4 |
18.4 |
-11.0 |
-37.4% |
36.6 |
| ATR |
24.5 |
24.1 |
-0.4 |
-1.8% |
0.0 |
| Volume |
163,691 |
65,516 |
-98,175 |
-60.0% |
757,228 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
767.5 |
756.3 |
718.5 |
|
| R3 |
749.0 |
738.0 |
713.5 |
|
| R2 |
730.8 |
730.8 |
711.8 |
|
| R1 |
719.5 |
719.5 |
710.0 |
716.0 |
| PP |
712.3 |
712.3 |
712.3 |
710.5 |
| S1 |
701.3 |
701.3 |
706.8 |
697.5 |
| S2 |
693.8 |
693.8 |
705.0 |
|
| S3 |
675.5 |
682.8 |
703.3 |
|
| S4 |
657.0 |
664.3 |
698.3 |
|
|
| 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 |
705.0 |
48.3 |
6.8% |
27.5 |
3.9% |
7% |
False |
True |
132,426 |
| 10 |
753.3 |
705.0 |
48.3 |
6.8% |
21.5 |
3.0% |
7% |
False |
True |
137,749 |
| 20 |
753.3 |
661.5 |
91.8 |
13.0% |
22.0 |
3.1% |
51% |
False |
False |
143,385 |
| 40 |
768.4 |
661.5 |
106.9 |
15.1% |
23.8 |
3.4% |
44% |
False |
False |
155,218 |
| 60 |
768.4 |
597.1 |
171.3 |
24.2% |
25.5 |
3.6% |
65% |
False |
False |
171,349 |
| 80 |
768.4 |
597.1 |
171.3 |
24.2% |
25.0 |
3.5% |
65% |
False |
False |
153,101 |
| 100 |
825.5 |
597.1 |
228.4 |
32.2% |
25.5 |
3.6% |
49% |
False |
False |
122,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
801.5 |
|
2.618 |
771.5 |
|
1.618 |
753.3 |
|
1.000 |
741.8 |
|
0.618 |
734.8 |
|
HIGH |
723.5 |
|
0.618 |
716.3 |
|
0.500 |
714.3 |
|
0.382 |
712.0 |
|
LOW |
705.0 |
|
0.618 |
693.8 |
|
1.000 |
686.5 |
|
1.618 |
675.3 |
|
2.618 |
656.8 |
|
4.250 |
626.8 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
714.3 |
726.0 |
| PP |
712.3 |
720.3 |
| S1 |
710.3 |
714.3 |
|