ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 24-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
24-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
683.3 |
673.0 |
-10.3 |
-1.5% |
739.9 |
| High |
686.6 |
673.0 |
-13.6 |
-2.0% |
739.9 |
| Low |
669.6 |
669.1 |
-0.5 |
-0.1% |
712.7 |
| Close |
668.4 |
668.4 |
0.0 |
0.0% |
714.9 |
| Range |
17.0 |
3.9 |
-13.1 |
-77.1% |
27.2 |
| ATR |
15.0 |
14.2 |
-0.7 |
-4.9% |
0.0 |
| Volume |
269 |
6 |
-263 |
-97.8% |
1,354 |
|
| Daily Pivots for day following 24-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
681.8 |
679.0 |
670.5 |
|
| R3 |
678.0 |
675.3 |
669.5 |
|
| R2 |
674.0 |
674.0 |
669.0 |
|
| R1 |
671.3 |
671.3 |
668.8 |
670.8 |
| PP |
670.3 |
670.3 |
670.3 |
670.0 |
| S1 |
667.3 |
667.3 |
668.0 |
666.8 |
| S2 |
666.3 |
666.3 |
667.8 |
|
| S3 |
662.3 |
663.5 |
667.3 |
|
| S4 |
658.5 |
659.5 |
666.3 |
|
|
| 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 |
689.5 |
|
2.618 |
683.3 |
|
1.618 |
679.3 |
|
1.000 |
677.0 |
|
0.618 |
675.5 |
|
HIGH |
673.0 |
|
0.618 |
671.5 |
|
0.500 |
671.0 |
|
0.382 |
670.5 |
|
LOW |
669.0 |
|
0.618 |
666.8 |
|
1.000 |
665.3 |
|
1.618 |
662.8 |
|
2.618 |
659.0 |
|
4.250 |
652.5 |
|
|
| Fisher Pivots for day following 24-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
671.0 |
684.5 |
| PP |
670.3 |
679.3 |
| S1 |
669.3 |
673.8 |
|