ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 20-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
776.0 |
790.7 |
14.7 |
1.9% |
792.7 |
| High |
793.0 |
794.6 |
1.6 |
0.2% |
796.6 |
| Low |
775.1 |
786.0 |
10.9 |
1.4% |
760.5 |
| Close |
791.3 |
793.7 |
2.4 |
0.3% |
774.8 |
| Range |
17.9 |
8.6 |
-9.3 |
-52.0% |
36.1 |
| ATR |
14.0 |
13.6 |
-0.4 |
-2.8% |
0.0 |
| Volume |
114,712 |
88,699 |
-26,013 |
-22.7% |
631,087 |
|
| Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
817.3 |
814.0 |
798.5 |
|
| R3 |
808.8 |
805.5 |
796.0 |
|
| R2 |
800.0 |
800.0 |
795.3 |
|
| R1 |
796.8 |
796.8 |
794.5 |
798.5 |
| PP |
791.5 |
791.5 |
791.5 |
792.3 |
| S1 |
788.3 |
788.3 |
793.0 |
789.8 |
| S2 |
782.8 |
782.8 |
792.0 |
|
| S3 |
774.3 |
779.8 |
791.3 |
|
| S4 |
765.8 |
771.0 |
789.0 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
885.5 |
866.3 |
794.8 |
|
| R3 |
849.5 |
830.3 |
784.8 |
|
| R2 |
813.5 |
813.5 |
781.5 |
|
| R1 |
794.0 |
794.0 |
778.0 |
785.8 |
| PP |
777.3 |
777.3 |
777.3 |
773.0 |
| S1 |
758.0 |
758.0 |
771.5 |
749.5 |
| S2 |
741.3 |
741.3 |
768.3 |
|
| S3 |
705.0 |
722.0 |
764.8 |
|
| S4 |
669.0 |
685.8 |
755.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
794.6 |
760.5 |
34.1 |
4.3% |
15.5 |
1.9% |
97% |
True |
False |
130,902 |
| 10 |
826.7 |
760.5 |
66.2 |
8.3% |
15.3 |
1.9% |
50% |
False |
False |
128,779 |
| 20 |
829.8 |
760.5 |
69.3 |
8.7% |
14.0 |
1.8% |
48% |
False |
False |
106,647 |
| 40 |
852.1 |
760.5 |
91.6 |
11.5% |
13.0 |
1.6% |
36% |
False |
False |
107,130 |
| 60 |
865.4 |
760.5 |
104.9 |
13.2% |
12.0 |
1.5% |
32% |
False |
False |
92,745 |
| 80 |
865.4 |
760.5 |
104.9 |
13.2% |
9.8 |
1.2% |
32% |
False |
False |
69,567 |
| 100 |
865.4 |
759.8 |
105.6 |
13.3% |
8.0 |
1.0% |
32% |
False |
False |
55,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
831.3 |
|
2.618 |
817.0 |
|
1.618 |
808.5 |
|
1.000 |
803.3 |
|
0.618 |
800.0 |
|
HIGH |
794.5 |
|
0.618 |
791.3 |
|
0.500 |
790.3 |
|
0.382 |
789.3 |
|
LOW |
786.0 |
|
0.618 |
780.8 |
|
1.000 |
777.5 |
|
1.618 |
772.0 |
|
2.618 |
763.5 |
|
4.250 |
749.5 |
|
|
| Fisher Pivots for day following 20-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
792.5 |
788.3 |
| PP |
791.5 |
783.0 |
| S1 |
790.3 |
777.5 |
|