ICE Russell 2000 Mini Future March 2013
| Trading Metrics calculated at close of trading on 05-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
814.5 |
817.5 |
3.0 |
0.4% |
803.0 |
| High |
819.5 |
823.5 |
4.0 |
0.5% |
823.5 |
| Low |
811.5 |
810.9 |
-0.6 |
-0.1% |
797.0 |
| Close |
817.3 |
816.6 |
-0.7 |
-0.1% |
817.2 |
| Range |
8.0 |
12.6 |
4.6 |
57.5% |
26.5 |
| ATR |
7.0 |
7.4 |
0.4 |
5.7% |
0.0 |
| Volume |
177 |
606 |
429 |
242.4% |
391 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
854.8 |
848.3 |
823.5 |
|
| R3 |
842.3 |
835.8 |
820.0 |
|
| R2 |
829.5 |
829.5 |
819.0 |
|
| R1 |
823.0 |
823.0 |
817.8 |
820.0 |
| PP |
817.0 |
817.0 |
817.0 |
815.5 |
| S1 |
810.5 |
810.5 |
815.5 |
807.5 |
| S2 |
804.5 |
804.5 |
814.3 |
|
| S3 |
791.8 |
798.0 |
813.3 |
|
| S4 |
779.3 |
785.3 |
809.8 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
892.0 |
881.3 |
831.8 |
|
| R3 |
865.5 |
854.8 |
824.5 |
|
| R2 |
839.0 |
839.0 |
822.0 |
|
| R1 |
828.3 |
828.3 |
819.8 |
833.5 |
| PP |
812.5 |
812.5 |
812.5 |
815.3 |
| S1 |
801.8 |
801.8 |
814.8 |
807.0 |
| S2 |
786.0 |
786.0 |
812.3 |
|
| S3 |
759.5 |
775.3 |
810.0 |
|
| S4 |
733.0 |
748.8 |
802.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
877.0 |
|
2.618 |
856.5 |
|
1.618 |
844.0 |
|
1.000 |
836.0 |
|
0.618 |
831.3 |
|
HIGH |
823.5 |
|
0.618 |
818.8 |
|
0.500 |
817.3 |
|
0.382 |
815.8 |
|
LOW |
811.0 |
|
0.618 |
803.0 |
|
1.000 |
798.3 |
|
1.618 |
790.5 |
|
2.618 |
778.0 |
|
4.250 |
757.3 |
|
|
| Fisher Pivots for day following 05-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
817.3 |
818.3 |
| PP |
817.0 |
817.8 |
| S1 |
816.8 |
817.3 |
|