ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 10-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
660.4 |
675.2 |
14.8 |
2.2% |
600.0 |
| High |
662.0 |
675.2 |
13.2 |
2.0% |
666.3 |
| Low |
662.0 |
675.2 |
13.2 |
2.0% |
599.4 |
| Close |
652.3 |
679.9 |
27.6 |
4.2% |
652.3 |
| Range |
|
|
|
|
|
| ATR |
13.8 |
14.4 |
0.7 |
4.7% |
0.0 |
| Volume |
12 |
1 |
-11 |
-91.7% |
57 |
|
| Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
676.8 |
678.3 |
680.0 |
|
| R3 |
676.8 |
678.3 |
680.0 |
|
| R2 |
676.8 |
676.8 |
680.0 |
|
| R1 |
678.3 |
678.3 |
680.0 |
677.5 |
| PP |
676.8 |
676.8 |
676.8 |
676.5 |
| S1 |
678.3 |
678.3 |
680.0 |
677.5 |
| S2 |
676.8 |
676.8 |
680.0 |
|
| S3 |
676.8 |
678.3 |
680.0 |
|
| S4 |
676.8 |
678.3 |
680.0 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
840.0 |
813.0 |
689.0 |
|
| R3 |
773.3 |
746.3 |
670.8 |
|
| R2 |
706.3 |
706.3 |
664.5 |
|
| R1 |
679.3 |
679.3 |
658.5 |
692.8 |
| PP |
639.3 |
639.3 |
639.3 |
646.0 |
| S1 |
612.3 |
612.3 |
646.3 |
625.8 |
| S2 |
572.5 |
572.5 |
640.0 |
|
| S3 |
505.5 |
545.5 |
634.0 |
|
| S4 |
438.8 |
478.5 |
615.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
675.3 |
|
2.618 |
675.3 |
|
1.618 |
675.3 |
|
1.000 |
675.3 |
|
0.618 |
675.3 |
|
HIGH |
675.3 |
|
0.618 |
675.3 |
|
0.500 |
675.3 |
|
0.382 |
675.3 |
|
LOW |
675.3 |
|
0.618 |
675.3 |
|
1.000 |
675.3 |
|
1.618 |
675.3 |
|
2.618 |
675.3 |
|
4.250 |
675.3 |
|
|
| Fisher Pivots for day following 10-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
678.3 |
676.3 |
| PP |
676.8 |
672.3 |
| S1 |
675.3 |
668.5 |
|