ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 21-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
790.7 |
794.3 |
3.6 |
0.5% |
792.7 |
| High |
794.6 |
797.0 |
2.4 |
0.3% |
796.6 |
| Low |
786.0 |
788.2 |
2.2 |
0.3% |
760.5 |
| Close |
793.7 |
796.1 |
2.4 |
0.3% |
774.8 |
| Range |
8.6 |
8.8 |
0.2 |
2.3% |
36.1 |
| ATR |
13.6 |
13.3 |
-0.3 |
-2.5% |
0.0 |
| Volume |
88,699 |
2,468 |
-86,231 |
-97.2% |
631,087 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
820.3 |
817.0 |
801.0 |
|
| R3 |
811.3 |
808.3 |
798.5 |
|
| R2 |
802.5 |
802.5 |
797.8 |
|
| R1 |
799.3 |
799.3 |
797.0 |
801.0 |
| PP |
793.8 |
793.8 |
793.8 |
794.5 |
| S1 |
790.5 |
790.5 |
795.3 |
792.3 |
| S2 |
785.0 |
785.0 |
794.5 |
|
| S3 |
776.3 |
781.8 |
793.8 |
|
| S4 |
767.3 |
773.0 |
791.3 |
|
|
| 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 |
797.0 |
760.5 |
36.5 |
4.6% |
12.5 |
1.6% |
98% |
True |
False |
102,570 |
| 10 |
804.6 |
760.5 |
44.1 |
5.5% |
13.3 |
1.7% |
81% |
False |
False |
109,980 |
| 20 |
829.8 |
760.5 |
69.3 |
8.7% |
13.8 |
1.7% |
51% |
False |
False |
102,223 |
| 40 |
852.1 |
760.5 |
91.6 |
11.5% |
13.0 |
1.6% |
39% |
False |
False |
104,349 |
| 60 |
865.4 |
760.5 |
104.9 |
13.2% |
12.0 |
1.5% |
34% |
False |
False |
92,784 |
| 80 |
865.4 |
760.5 |
104.9 |
13.2% |
10.0 |
1.2% |
34% |
False |
False |
69,598 |
| 100 |
865.4 |
759.8 |
105.6 |
13.3% |
8.3 |
1.0% |
34% |
False |
False |
55,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
834.5 |
|
2.618 |
820.0 |
|
1.618 |
811.3 |
|
1.000 |
805.8 |
|
0.618 |
802.5 |
|
HIGH |
797.0 |
|
0.618 |
793.8 |
|
0.500 |
792.5 |
|
0.382 |
791.5 |
|
LOW |
788.3 |
|
0.618 |
782.8 |
|
1.000 |
779.5 |
|
1.618 |
774.0 |
|
2.618 |
765.3 |
|
4.250 |
750.8 |
|
|
| Fisher Pivots for day following 21-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
795.0 |
792.8 |
| PP |
793.8 |
789.5 |
| S1 |
792.5 |
786.0 |
|