ICE Russell 2000 Mini Future December 2012
| Trading Metrics calculated at close of trading on 20-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
848.4 |
845.5 |
-2.9 |
-0.3% |
821.6 |
| High |
852.9 |
857.0 |
4.1 |
0.5% |
838.4 |
| Low |
845.1 |
845.5 |
0.4 |
0.0% |
820.8 |
| Close |
848.6 |
855.5 |
6.9 |
0.8% |
826.0 |
| Range |
7.8 |
11.5 |
3.7 |
47.4% |
17.6 |
| ATR |
11.1 |
11.1 |
0.0 |
0.3% |
0.0 |
| Volume |
52,820 |
37,941 |
-14,879 |
-28.2% |
565,927 |
|
| Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
887.3 |
882.8 |
861.8 |
|
| R3 |
875.8 |
871.3 |
858.8 |
|
| R2 |
864.3 |
864.3 |
857.5 |
|
| R1 |
859.8 |
859.8 |
856.5 |
862.0 |
| PP |
852.8 |
852.8 |
852.8 |
853.8 |
| S1 |
848.3 |
848.3 |
854.5 |
850.5 |
| S2 |
841.3 |
841.3 |
853.5 |
|
| S3 |
829.8 |
836.8 |
852.3 |
|
| S4 |
818.3 |
825.3 |
849.3 |
|
|
| 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 |
857.0 |
820.8 |
36.2 |
4.2% |
10.5 |
1.2% |
96% |
True |
False |
73,474 |
| 10 |
857.0 |
818.1 |
38.9 |
4.5% |
10.0 |
1.2% |
96% |
True |
False |
94,710 |
| 20 |
857.0 |
794.4 |
62.6 |
7.3% |
10.5 |
1.2% |
98% |
True |
False |
98,991 |
| 40 |
857.0 |
760.5 |
96.5 |
11.3% |
12.3 |
1.4% |
98% |
True |
False |
100,607 |
| 60 |
857.0 |
760.5 |
96.5 |
11.3% |
12.0 |
1.4% |
98% |
True |
False |
102,563 |
| 80 |
865.4 |
760.5 |
104.9 |
12.3% |
11.8 |
1.4% |
91% |
False |
False |
94,336 |
| 100 |
865.4 |
760.5 |
104.9 |
12.3% |
10.0 |
1.2% |
91% |
False |
False |
75,477 |
| 120 |
865.4 |
759.8 |
105.6 |
12.3% |
8.5 |
1.0% |
91% |
False |
False |
62,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
906.0 |
|
2.618 |
887.0 |
|
1.618 |
875.5 |
|
1.000 |
868.5 |
|
0.618 |
864.0 |
|
HIGH |
857.0 |
|
0.618 |
852.5 |
|
0.500 |
851.3 |
|
0.382 |
850.0 |
|
LOW |
845.5 |
|
0.618 |
838.5 |
|
1.000 |
834.0 |
|
1.618 |
827.0 |
|
2.618 |
815.5 |
|
4.250 |
796.5 |
|
|
| Fisher Pivots for day following 20-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
854.0 |
852.3 |
| PP |
852.8 |
849.0 |
| S1 |
851.3 |
846.0 |
|