ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 03-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
720.2 |
718.9 |
-1.3 |
-0.2% |
713.2 |
| High |
729.2 |
734.0 |
4.8 |
0.7% |
765.1 |
| Low |
718.1 |
713.0 |
-5.1 |
-0.7% |
700.1 |
| Close |
726.5 |
741.8 |
15.3 |
2.1% |
756.1 |
| Range |
11.1 |
21.0 |
9.9 |
89.2% |
65.0 |
| ATR |
15.5 |
15.9 |
0.4 |
2.5% |
0.0 |
| Volume |
7 |
18 |
11 |
157.1% |
78 |
|
| Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
792.5 |
788.3 |
753.3 |
|
| R3 |
771.5 |
767.3 |
747.5 |
|
| R2 |
750.5 |
750.5 |
745.8 |
|
| R1 |
746.3 |
746.3 |
743.8 |
748.5 |
| PP |
729.5 |
729.5 |
729.5 |
730.8 |
| S1 |
725.3 |
725.3 |
740.0 |
727.5 |
| S2 |
708.5 |
708.5 |
738.0 |
|
| S3 |
687.5 |
704.3 |
736.0 |
|
| S4 |
666.5 |
683.3 |
730.3 |
|
|
| 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 |
823.3 |
|
2.618 |
789.0 |
|
1.618 |
768.0 |
|
1.000 |
755.0 |
|
0.618 |
747.0 |
|
HIGH |
734.0 |
|
0.618 |
726.0 |
|
0.500 |
723.5 |
|
0.382 |
721.0 |
|
LOW |
713.0 |
|
0.618 |
700.0 |
|
1.000 |
692.0 |
|
1.618 |
679.0 |
|
2.618 |
658.0 |
|
4.250 |
623.8 |
|
|
| Fisher Pivots for day following 03-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
735.8 |
734.3 |
| PP |
729.5 |
726.8 |
| S1 |
723.5 |
719.3 |
|