ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 07-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
741.1 |
725.3 |
-15.8 |
-2.1% |
745.7 |
| High |
741.1 |
730.5 |
-10.6 |
-1.4% |
746.9 |
| Low |
741.1 |
725.3 |
-15.8 |
-2.1% |
704.5 |
| Close |
741.1 |
740.1 |
-1.0 |
-0.1% |
741.1 |
| Range |
0.0 |
5.2 |
5.2 |
|
42.4 |
| ATR |
14.8 |
14.9 |
0.1 |
0.5% |
0.0 |
| Volume |
18 |
502 |
484 |
2,688.9% |
73 |
|
| Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
747.5 |
749.0 |
743.0 |
|
| R3 |
742.3 |
743.8 |
741.5 |
|
| R2 |
737.3 |
737.3 |
741.0 |
|
| R1 |
738.8 |
738.8 |
740.5 |
738.0 |
| PP |
732.0 |
732.0 |
732.0 |
731.5 |
| S1 |
733.5 |
733.5 |
739.5 |
732.8 |
| S2 |
726.8 |
726.8 |
739.3 |
|
| S3 |
721.5 |
728.3 |
738.8 |
|
| S4 |
716.3 |
723.0 |
737.3 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
858.0 |
842.0 |
764.5 |
|
| R3 |
815.8 |
799.5 |
752.8 |
|
| R2 |
773.3 |
773.3 |
748.8 |
|
| R1 |
757.3 |
757.3 |
745.0 |
744.0 |
| PP |
730.8 |
730.8 |
730.8 |
724.3 |
| S1 |
714.8 |
714.8 |
737.3 |
701.5 |
| S2 |
688.5 |
688.5 |
733.3 |
|
| S3 |
646.0 |
672.3 |
729.5 |
|
| S4 |
603.8 |
630.0 |
717.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
752.5 |
|
2.618 |
744.0 |
|
1.618 |
739.0 |
|
1.000 |
735.8 |
|
0.618 |
733.8 |
|
HIGH |
730.5 |
|
0.618 |
728.5 |
|
0.500 |
728.0 |
|
0.382 |
727.3 |
|
LOW |
725.3 |
|
0.618 |
722.0 |
|
1.000 |
720.0 |
|
1.618 |
717.0 |
|
2.618 |
711.8 |
|
4.250 |
703.3 |
|
|
| Fisher Pivots for day following 07-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
736.0 |
735.8 |
| PP |
732.0 |
731.5 |
| S1 |
728.0 |
727.0 |
|