ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 19-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
837.0 |
848.4 |
11.4 |
1.4% |
821.6 |
| High |
848.5 |
852.9 |
4.4 |
0.5% |
838.4 |
| Low |
834.8 |
845.1 |
10.3 |
1.2% |
820.8 |
| Close |
848.0 |
848.6 |
0.6 |
0.1% |
826.0 |
| Range |
13.7 |
7.8 |
-5.9 |
-43.1% |
17.6 |
| ATR |
11.3 |
11.1 |
-0.3 |
-2.2% |
0.0 |
| Volume |
93,558 |
52,820 |
-40,738 |
-43.5% |
565,927 |
|
| Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
872.3 |
868.3 |
853.0 |
|
| R3 |
864.5 |
860.5 |
850.8 |
|
| R2 |
856.8 |
856.8 |
850.0 |
|
| R1 |
852.8 |
852.8 |
849.3 |
854.8 |
| PP |
848.8 |
848.8 |
848.8 |
850.0 |
| S1 |
844.8 |
844.8 |
848.0 |
846.8 |
| S2 |
841.0 |
841.0 |
847.3 |
|
| S3 |
833.3 |
837.0 |
846.5 |
|
| S4 |
825.5 |
829.3 |
844.3 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
881.3 |
871.3 |
835.8 |
|
| R3 |
863.5 |
853.5 |
830.8 |
|
| R2 |
846.0 |
846.0 |
829.3 |
|
| R1 |
836.0 |
836.0 |
827.5 |
841.0 |
| PP |
828.5 |
828.5 |
828.5 |
831.0 |
| S1 |
818.5 |
818.5 |
824.5 |
823.5 |
| S2 |
810.8 |
810.8 |
822.8 |
|
| S3 |
793.3 |
800.8 |
821.3 |
|
| S4 |
775.5 |
783.3 |
816.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
852.9 |
820.8 |
32.1 |
3.8% |
10.3 |
1.2% |
87% |
True |
False |
99,796 |
| 10 |
852.9 |
816.2 |
36.7 |
4.3% |
9.8 |
1.1% |
88% |
True |
False |
99,059 |
| 20 |
852.9 |
788.2 |
64.7 |
7.6% |
10.5 |
1.2% |
93% |
True |
False |
97,217 |
| 40 |
852.9 |
760.5 |
92.4 |
10.9% |
12.3 |
1.4% |
95% |
True |
False |
101,932 |
| 60 |
852.9 |
760.5 |
92.4 |
10.9% |
12.0 |
1.4% |
95% |
True |
False |
103,826 |
| 80 |
865.4 |
760.5 |
104.9 |
12.4% |
11.8 |
1.4% |
84% |
False |
False |
93,863 |
| 100 |
865.4 |
760.5 |
104.9 |
12.4% |
10.0 |
1.2% |
84% |
False |
False |
75,097 |
| 120 |
865.4 |
759.8 |
105.6 |
12.4% |
8.5 |
1.0% |
84% |
False |
False |
62,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
886.0 |
|
2.618 |
873.3 |
|
1.618 |
865.5 |
|
1.000 |
860.8 |
|
0.618 |
857.8 |
|
HIGH |
853.0 |
|
0.618 |
850.0 |
|
0.500 |
849.0 |
|
0.382 |
848.0 |
|
LOW |
845.0 |
|
0.618 |
840.3 |
|
1.000 |
837.3 |
|
1.618 |
832.5 |
|
2.618 |
824.8 |
|
4.250 |
812.0 |
|
|
| Fisher Pivots for day following 19-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
849.0 |
845.5 |
| PP |
848.8 |
842.3 |
| S1 |
848.8 |
839.0 |
|