ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 31-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
760.3 |
745.7 |
-14.6 |
-1.9% |
713.2 |
| High |
760.3 |
746.9 |
-13.4 |
-1.8% |
765.1 |
| Low |
760.3 |
743.9 |
-16.4 |
-2.2% |
700.1 |
| Close |
756.1 |
735.9 |
-20.2 |
-2.7% |
756.1 |
| Range |
0.0 |
3.0 |
3.0 |
|
65.0 |
| ATR |
14.5 |
14.4 |
-0.2 |
-1.1% |
0.0 |
| Volume |
3 |
4 |
1 |
33.3% |
78 |
|
| Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
751.3 |
746.5 |
737.5 |
|
| R3 |
748.3 |
743.5 |
736.8 |
|
| R2 |
745.3 |
745.3 |
736.5 |
|
| R1 |
740.5 |
740.5 |
736.3 |
741.5 |
| PP |
742.3 |
742.3 |
742.3 |
742.8 |
| S1 |
737.5 |
737.5 |
735.5 |
738.5 |
| S2 |
739.3 |
739.3 |
735.3 |
|
| S3 |
736.3 |
734.5 |
735.0 |
|
| S4 |
733.3 |
731.5 |
734.3 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
935.5 |
910.8 |
791.8 |
|
| R3 |
870.5 |
845.8 |
774.0 |
|
| R2 |
805.5 |
805.5 |
768.0 |
|
| R1 |
780.8 |
780.8 |
762.0 |
793.0 |
| PP |
740.5 |
740.5 |
740.5 |
746.5 |
| S1 |
715.8 |
715.8 |
750.3 |
728.0 |
| S2 |
675.5 |
675.5 |
744.3 |
|
| S3 |
610.5 |
650.8 |
738.3 |
|
| S4 |
545.5 |
585.8 |
720.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
759.8 |
|
2.618 |
754.8 |
|
1.618 |
751.8 |
|
1.000 |
750.0 |
|
0.618 |
748.8 |
|
HIGH |
747.0 |
|
0.618 |
745.8 |
|
0.500 |
745.5 |
|
0.382 |
745.0 |
|
LOW |
744.0 |
|
0.618 |
742.0 |
|
1.000 |
741.0 |
|
1.618 |
739.0 |
|
2.618 |
736.0 |
|
4.250 |
731.3 |
|
|
| Fisher Pivots for day following 31-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
745.5 |
752.0 |
| PP |
742.3 |
746.8 |
| S1 |
739.0 |
741.3 |
|