ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 05-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
736.6 |
738.0 |
1.4 |
0.2% |
674.9 |
| High |
741.2 |
749.0 |
7.8 |
1.1% |
741.2 |
| Low |
729.8 |
729.1 |
-0.7 |
-0.1% |
674.9 |
| Close |
729.1 |
743.5 |
14.4 |
2.0% |
729.1 |
| Range |
11.4 |
19.9 |
8.5 |
74.6% |
66.3 |
| ATR |
15.9 |
16.2 |
0.3 |
1.8% |
0.0 |
| Volume |
1,383 |
9,128 |
7,745 |
560.0% |
4,078 |
|
| Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
800.3 |
791.8 |
754.5 |
|
| R3 |
780.3 |
771.8 |
749.0 |
|
| R2 |
760.5 |
760.5 |
747.3 |
|
| R1 |
752.0 |
752.0 |
745.3 |
756.3 |
| PP |
740.5 |
740.5 |
740.5 |
742.8 |
| S1 |
732.0 |
732.0 |
741.8 |
736.3 |
| S2 |
720.8 |
720.8 |
739.8 |
|
| S3 |
700.8 |
712.3 |
738.0 |
|
| S4 |
680.8 |
692.3 |
732.5 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
914.0 |
887.8 |
765.5 |
|
| R3 |
847.8 |
821.5 |
747.3 |
|
| R2 |
781.3 |
781.3 |
741.3 |
|
| R1 |
755.3 |
755.3 |
735.3 |
768.3 |
| PP |
715.0 |
715.0 |
715.0 |
721.5 |
| S1 |
689.0 |
689.0 |
723.0 |
702.0 |
| S2 |
648.8 |
648.8 |
717.0 |
|
| S3 |
582.5 |
622.8 |
710.8 |
|
| S4 |
516.3 |
556.3 |
692.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
833.5 |
|
2.618 |
801.0 |
|
1.618 |
781.3 |
|
1.000 |
769.0 |
|
0.618 |
761.3 |
|
HIGH |
749.0 |
|
0.618 |
741.5 |
|
0.500 |
739.0 |
|
0.382 |
736.8 |
|
LOW |
729.0 |
|
0.618 |
716.8 |
|
1.000 |
709.3 |
|
1.618 |
697.0 |
|
2.618 |
677.0 |
|
4.250 |
644.5 |
|
|
| Fisher Pivots for day following 05-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
742.0 |
741.5 |
| PP |
740.5 |
739.8 |
| S1 |
739.0 |
737.8 |
|