ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 24-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
707.4 |
713.2 |
5.8 |
0.8% |
694.7 |
| High |
707.4 |
730.0 |
22.6 |
3.2% |
707.4 |
| Low |
707.4 |
713.2 |
5.8 |
0.8% |
689.3 |
| Close |
707.4 |
727.7 |
20.3 |
2.9% |
707.4 |
| Range |
0.0 |
16.8 |
16.8 |
|
18.1 |
| ATR |
11.9 |
12.7 |
0.8 |
6.4% |
0.0 |
| Volume |
2 |
4 |
2 |
100.0% |
8 |
|
| Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
774.0 |
767.8 |
737.0 |
|
| R3 |
757.3 |
750.8 |
732.3 |
|
| R2 |
740.5 |
740.5 |
730.8 |
|
| R1 |
734.0 |
734.0 |
729.3 |
737.3 |
| PP |
723.8 |
723.8 |
723.8 |
725.3 |
| S1 |
717.3 |
717.3 |
726.3 |
720.5 |
| S2 |
706.8 |
706.8 |
724.5 |
|
| S3 |
690.0 |
700.5 |
723.0 |
|
| S4 |
673.3 |
683.8 |
718.5 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
755.8 |
749.8 |
717.3 |
|
| R3 |
737.5 |
731.5 |
712.5 |
|
| R2 |
719.5 |
719.5 |
710.8 |
|
| R1 |
713.5 |
713.5 |
709.0 |
716.5 |
| PP |
701.3 |
701.3 |
701.3 |
703.0 |
| S1 |
695.3 |
695.3 |
705.8 |
698.3 |
| S2 |
683.3 |
683.3 |
704.0 |
|
| S3 |
665.3 |
677.3 |
702.5 |
|
| S4 |
647.0 |
659.3 |
697.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
801.5 |
|
2.618 |
774.0 |
|
1.618 |
757.3 |
|
1.000 |
746.8 |
|
0.618 |
740.5 |
|
HIGH |
730.0 |
|
0.618 |
723.5 |
|
0.500 |
721.5 |
|
0.382 |
719.5 |
|
LOW |
713.3 |
|
0.618 |
702.8 |
|
1.000 |
696.5 |
|
1.618 |
686.0 |
|
2.618 |
669.3 |
|
4.250 |
641.8 |
|
|
| Fisher Pivots for day following 24-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
725.8 |
721.8 |
| PP |
723.8 |
715.8 |
| S1 |
721.5 |
709.8 |
|