ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 02-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
722.3 |
720.2 |
-2.1 |
-0.3% |
713.2 |
| High |
722.3 |
729.2 |
6.9 |
1.0% |
765.1 |
| Low |
704.5 |
718.1 |
13.6 |
1.9% |
700.1 |
| Close |
714.9 |
726.5 |
11.6 |
1.6% |
756.1 |
| Range |
17.8 |
11.1 |
-6.7 |
-37.6% |
65.0 |
| ATR |
15.6 |
15.5 |
-0.1 |
-0.6% |
0.0 |
| Volume |
26 |
7 |
-19 |
-73.1% |
78 |
|
| Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
758.0 |
753.3 |
732.5 |
|
| R3 |
746.8 |
742.3 |
729.5 |
|
| R2 |
735.8 |
735.8 |
728.5 |
|
| R1 |
731.0 |
731.0 |
727.5 |
733.5 |
| PP |
724.5 |
724.5 |
724.5 |
725.8 |
| S1 |
720.0 |
720.0 |
725.5 |
722.3 |
| S2 |
713.5 |
713.5 |
724.5 |
|
| S3 |
702.5 |
709.0 |
723.5 |
|
| S4 |
691.3 |
697.8 |
720.5 |
|
|
| 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 |
776.5 |
|
2.618 |
758.3 |
|
1.618 |
747.3 |
|
1.000 |
740.3 |
|
0.618 |
736.0 |
|
HIGH |
729.3 |
|
0.618 |
725.0 |
|
0.500 |
723.8 |
|
0.382 |
722.3 |
|
LOW |
718.0 |
|
0.618 |
711.3 |
|
1.000 |
707.0 |
|
1.618 |
700.3 |
|
2.618 |
689.0 |
|
4.250 |
671.0 |
|
|
| Fisher Pivots for day following 02-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
725.5 |
726.3 |
| PP |
724.5 |
726.0 |
| S1 |
723.8 |
725.8 |
|