ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 28-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
675.0 |
674.9 |
-0.1 |
0.0% |
700.4 |
| High |
675.0 |
693.2 |
18.2 |
2.7% |
700.4 |
| Low |
671.6 |
674.9 |
3.3 |
0.5% |
669.1 |
| Close |
660.4 |
693.5 |
33.1 |
5.0% |
660.4 |
| Range |
3.4 |
18.3 |
14.9 |
438.2% |
31.3 |
| ATR |
13.7 |
15.0 |
1.4 |
10.0% |
0.0 |
| Volume |
6 |
12 |
6 |
100.0% |
478 |
|
| Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
742.0 |
736.0 |
703.5 |
|
| R3 |
723.8 |
717.8 |
698.5 |
|
| R2 |
705.5 |
705.5 |
696.8 |
|
| R1 |
699.5 |
699.5 |
695.3 |
702.5 |
| PP |
687.3 |
687.3 |
687.3 |
688.8 |
| S1 |
681.3 |
681.3 |
691.8 |
684.3 |
| S2 |
669.0 |
669.0 |
690.3 |
|
| S3 |
650.5 |
663.0 |
688.5 |
|
| S4 |
632.3 |
644.5 |
683.5 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
770.5 |
746.8 |
677.5 |
|
| R3 |
739.3 |
715.5 |
669.0 |
|
| R2 |
708.0 |
708.0 |
666.3 |
|
| R1 |
684.3 |
684.3 |
663.3 |
680.5 |
| PP |
676.8 |
676.8 |
676.8 |
674.8 |
| S1 |
652.8 |
652.8 |
657.5 |
649.0 |
| S2 |
645.3 |
645.3 |
654.8 |
|
| S3 |
614.0 |
621.5 |
651.8 |
|
| S4 |
582.8 |
590.3 |
643.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
771.0 |
|
2.618 |
741.0 |
|
1.618 |
722.8 |
|
1.000 |
711.5 |
|
0.618 |
704.5 |
|
HIGH |
693.3 |
|
0.618 |
686.3 |
|
0.500 |
684.0 |
|
0.382 |
682.0 |
|
LOW |
675.0 |
|
0.618 |
663.5 |
|
1.000 |
656.5 |
|
1.618 |
645.3 |
|
2.618 |
627.0 |
|
4.250 |
597.0 |
|
|
| Fisher Pivots for day following 28-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
690.3 |
689.5 |
| PP |
687.3 |
685.3 |
| S1 |
684.0 |
681.3 |
|