ICE Russell 2000 Mini Future March 2012
| 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 |
738.0 |
743.5 |
5.5 |
0.7% |
674.9 |
| High |
749.0 |
748.1 |
-0.9 |
-0.1% |
741.2 |
| Low |
729.1 |
736.4 |
7.3 |
1.0% |
674.9 |
| Close |
743.5 |
739.7 |
-3.8 |
-0.5% |
729.1 |
| Range |
19.9 |
11.7 |
-8.2 |
-41.2% |
66.3 |
| ATR |
16.2 |
15.9 |
-0.3 |
-2.0% |
0.0 |
| Volume |
9,128 |
6,078 |
-3,050 |
-33.4% |
4,078 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
776.5 |
769.8 |
746.3 |
|
| R3 |
764.8 |
758.0 |
743.0 |
|
| R2 |
753.0 |
753.0 |
741.8 |
|
| R1 |
746.5 |
746.5 |
740.8 |
744.0 |
| PP |
741.5 |
741.5 |
741.5 |
740.3 |
| S1 |
734.8 |
734.8 |
738.8 |
732.3 |
| S2 |
729.8 |
729.8 |
737.5 |
|
| S3 |
718.0 |
723.0 |
736.5 |
|
| S4 |
706.3 |
711.3 |
733.3 |
|
|
| 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 |
797.8 |
|
2.618 |
778.8 |
|
1.618 |
767.0 |
|
1.000 |
759.8 |
|
0.618 |
755.3 |
|
HIGH |
748.0 |
|
0.618 |
743.8 |
|
0.500 |
742.3 |
|
0.382 |
740.8 |
|
LOW |
736.5 |
|
0.618 |
729.3 |
|
1.000 |
724.8 |
|
1.618 |
717.5 |
|
2.618 |
705.8 |
|
4.250 |
686.8 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
742.3 |
739.5 |
| PP |
741.5 |
739.3 |
| S1 |
740.5 |
739.0 |
|