ICE Russell 2000 Mini Future March 2012
Trading Metrics calculated at close of trading on 08-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
742.2 |
743.7 |
1.5 |
0.2% |
674.9 |
High |
747.0 |
749.5 |
2.5 |
0.3% |
741.2 |
Low |
726.4 |
715.2 |
-11.2 |
-1.5% |
674.9 |
Close |
743.3 |
718.9 |
-24.4 |
-3.3% |
729.1 |
Range |
20.6 |
34.3 |
13.7 |
66.5% |
66.3 |
ATR |
16.2 |
17.5 |
1.3 |
7.9% |
0.0 |
Volume |
22,568 |
93,498 |
70,930 |
314.3% |
4,078 |
|
Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
830.8 |
809.3 |
737.8 |
|
R3 |
796.5 |
774.8 |
728.3 |
|
R2 |
762.3 |
762.3 |
725.3 |
|
R1 |
740.5 |
740.5 |
722.0 |
734.3 |
PP |
727.8 |
727.8 |
727.8 |
724.8 |
S1 |
706.3 |
706.3 |
715.8 |
700.0 |
S2 |
693.5 |
693.5 |
712.5 |
|
S3 |
659.3 |
672.0 |
709.5 |
|
S4 |
625.0 |
637.8 |
700.0 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
749.5 |
715.2 |
34.3 |
4.8% |
19.5 |
2.7% |
11% |
True |
True |
26,531 |
10 |
749.5 |
671.6 |
77.9 |
10.8% |
18.0 |
2.5% |
61% |
True |
False |
13,535 |
20 |
749.5 |
669.1 |
80.4 |
11.2% |
14.8 |
2.0% |
62% |
True |
False |
6,875 |
40 |
765.1 |
669.1 |
96.0 |
13.4% |
11.0 |
1.5% |
52% |
False |
False |
3,462 |
60 |
765.1 |
599.4 |
165.7 |
23.0% |
7.5 |
1.1% |
72% |
False |
False |
2,315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
895.3 |
2.618 |
839.3 |
1.618 |
805.0 |
1.000 |
783.8 |
0.618 |
770.8 |
HIGH |
749.5 |
0.618 |
736.5 |
0.500 |
732.3 |
0.382 |
728.3 |
LOW |
715.3 |
0.618 |
694.0 |
1.000 |
681.0 |
1.618 |
659.8 |
2.618 |
625.5 |
4.250 |
569.5 |
|
|
Fisher Pivots for day following 08-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
732.3 |
732.3 |
PP |
727.8 |
727.8 |
S1 |
723.5 |
723.5 |
|