ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 26-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
796.9 |
804.9 |
8.0 |
1.0% |
776.0 |
| High |
807.4 |
809.3 |
1.9 |
0.2% |
807.4 |
| Low |
794.4 |
800.6 |
6.2 |
0.8% |
775.1 |
| Close |
806.5 |
808.3 |
1.8 |
0.2% |
806.5 |
| Range |
13.0 |
8.7 |
-4.3 |
-33.1% |
32.3 |
| ATR |
13.2 |
12.9 |
-0.3 |
-2.4% |
0.0 |
| Volume |
51,660 |
88,449 |
36,789 |
71.2% |
257,539 |
|
| Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
832.3 |
829.0 |
813.0 |
|
| R3 |
823.5 |
820.3 |
810.8 |
|
| R2 |
814.8 |
814.8 |
810.0 |
|
| R1 |
811.5 |
811.5 |
809.0 |
813.3 |
| PP |
806.0 |
806.0 |
806.0 |
807.0 |
| S1 |
802.8 |
802.8 |
807.5 |
804.5 |
| S2 |
797.3 |
797.3 |
806.8 |
|
| S3 |
788.8 |
794.3 |
806.0 |
|
| S4 |
780.0 |
785.5 |
803.5 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
893.3 |
882.3 |
824.3 |
|
| R3 |
861.0 |
849.8 |
815.5 |
|
| R2 |
828.8 |
828.8 |
812.5 |
|
| R1 |
817.5 |
817.5 |
809.5 |
823.0 |
| PP |
796.3 |
796.3 |
796.3 |
799.0 |
| S1 |
785.3 |
785.3 |
803.5 |
790.8 |
| S2 |
764.0 |
764.0 |
800.5 |
|
| S3 |
731.8 |
753.0 |
797.5 |
|
| S4 |
699.5 |
720.8 |
788.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
809.3 |
775.1 |
34.2 |
4.2% |
11.5 |
1.4% |
97% |
True |
False |
69,197 |
| 10 |
809.3 |
760.5 |
48.8 |
6.0% |
12.5 |
1.5% |
98% |
True |
False |
97,707 |
| 20 |
829.8 |
760.5 |
69.3 |
8.6% |
13.5 |
1.7% |
69% |
False |
False |
97,974 |
| 40 |
852.1 |
760.5 |
91.6 |
11.3% |
12.8 |
1.6% |
52% |
False |
False |
101,953 |
| 60 |
865.4 |
760.5 |
104.9 |
13.0% |
12.3 |
1.5% |
46% |
False |
False |
95,117 |
| 80 |
865.4 |
760.5 |
104.9 |
13.0% |
10.0 |
1.3% |
46% |
False |
False |
71,350 |
| 100 |
865.4 |
759.8 |
105.6 |
13.1% |
8.3 |
1.0% |
46% |
False |
False |
57,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
846.3 |
|
2.618 |
832.0 |
|
1.618 |
823.5 |
|
1.000 |
818.0 |
|
0.618 |
814.8 |
|
HIGH |
809.3 |
|
0.618 |
806.0 |
|
0.500 |
805.0 |
|
0.382 |
804.0 |
|
LOW |
800.5 |
|
0.618 |
795.3 |
|
1.000 |
792.0 |
|
1.618 |
786.5 |
|
2.618 |
777.8 |
|
4.250 |
763.5 |
|
|
| Fisher Pivots for day following 26-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
807.3 |
805.0 |
| PP |
806.0 |
802.0 |
| S1 |
805.0 |
798.8 |
|