ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 21-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
717.8 |
700.4 |
-17.4 |
-2.4% |
739.9 |
| High |
724.7 |
700.4 |
-24.3 |
-3.4% |
739.9 |
| Low |
715.5 |
693.0 |
-22.5 |
-3.1% |
712.7 |
| Close |
714.9 |
697.4 |
-17.5 |
-2.4% |
714.9 |
| Range |
9.2 |
7.4 |
-1.8 |
-19.6% |
27.2 |
| ATR |
14.5 |
15.0 |
0.5 |
3.6% |
0.0 |
| Volume |
158 |
188 |
30 |
19.0% |
1,354 |
|
| Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
719.3 |
715.8 |
701.5 |
|
| R3 |
711.8 |
708.3 |
699.5 |
|
| R2 |
704.3 |
704.3 |
698.8 |
|
| R1 |
700.8 |
700.8 |
698.0 |
699.0 |
| PP |
697.0 |
697.0 |
697.0 |
696.0 |
| S1 |
693.5 |
693.5 |
696.8 |
691.5 |
| S2 |
689.5 |
689.5 |
696.0 |
|
| S3 |
682.3 |
686.0 |
695.3 |
|
| S4 |
674.8 |
678.8 |
693.3 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
804.0 |
786.8 |
729.8 |
|
| R3 |
777.0 |
759.5 |
722.5 |
|
| R2 |
749.8 |
749.8 |
720.0 |
|
| R1 |
732.3 |
732.3 |
717.5 |
727.5 |
| PP |
722.5 |
722.5 |
722.5 |
720.0 |
| S1 |
705.0 |
705.0 |
712.5 |
700.3 |
| S2 |
695.3 |
695.3 |
710.0 |
|
| S3 |
668.0 |
678.0 |
707.5 |
|
| S4 |
641.0 |
650.8 |
700.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
731.8 |
|
2.618 |
719.8 |
|
1.618 |
712.3 |
|
1.000 |
707.8 |
|
0.618 |
705.0 |
|
HIGH |
700.5 |
|
0.618 |
697.5 |
|
0.500 |
696.8 |
|
0.382 |
695.8 |
|
LOW |
693.0 |
|
0.618 |
688.5 |
|
1.000 |
685.5 |
|
1.618 |
681.0 |
|
2.618 |
673.8 |
|
4.250 |
661.5 |
|
|
| Fisher Pivots for day following 21-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
697.3 |
708.8 |
| PP |
697.0 |
705.0 |
| S1 |
696.8 |
701.3 |
|