ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 01-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
745.7 |
722.3 |
-23.4 |
-3.1% |
713.2 |
| High |
746.9 |
722.3 |
-24.6 |
-3.3% |
765.1 |
| Low |
743.9 |
704.5 |
-39.4 |
-5.3% |
700.1 |
| Close |
735.9 |
714.9 |
-21.0 |
-2.9% |
756.1 |
| Range |
3.0 |
17.8 |
14.8 |
493.3% |
65.0 |
| ATR |
14.4 |
15.6 |
1.2 |
8.5% |
0.0 |
| Volume |
4 |
26 |
22 |
550.0% |
78 |
|
| Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
767.3 |
759.0 |
724.8 |
|
| R3 |
749.5 |
741.0 |
719.8 |
|
| R2 |
731.8 |
731.8 |
718.3 |
|
| R1 |
723.3 |
723.3 |
716.5 |
718.5 |
| PP |
714.0 |
714.0 |
714.0 |
711.5 |
| S1 |
705.5 |
705.5 |
713.3 |
700.8 |
| S2 |
696.0 |
696.0 |
711.8 |
|
| S3 |
678.3 |
687.8 |
710.0 |
|
| S4 |
660.5 |
670.0 |
705.0 |
|
|
| 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 |
798.0 |
|
2.618 |
769.0 |
|
1.618 |
751.0 |
|
1.000 |
740.0 |
|
0.618 |
733.3 |
|
HIGH |
722.3 |
|
0.618 |
715.5 |
|
0.500 |
713.5 |
|
0.382 |
711.3 |
|
LOW |
704.5 |
|
0.618 |
693.5 |
|
1.000 |
686.8 |
|
1.618 |
675.8 |
|
2.618 |
658.0 |
|
4.250 |
628.8 |
|
|
| Fisher Pivots for day following 01-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
714.5 |
732.5 |
| PP |
714.0 |
726.5 |
| S1 |
713.5 |
720.8 |
|