ICE Russell 2000 Mini Future March 2013
Trading Metrics calculated at close of trading on 17-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
828.0 |
837.4 |
9.4 |
1.1% |
832.2 |
High |
828.0 |
837.4 |
9.4 |
1.1% |
837.2 |
Low |
828.0 |
837.4 |
9.4 |
1.1% |
819.0 |
Close |
828.8 |
837.4 |
8.6 |
1.0% |
815.6 |
Range |
|
|
|
|
|
ATR |
|
|
|
|
|
Volume |
1 |
0 |
-1 |
-100.0% |
357 |
|
Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
837.5 |
837.5 |
837.5 |
|
R3 |
837.5 |
837.5 |
837.5 |
|
R2 |
837.5 |
837.5 |
837.5 |
|
R1 |
837.5 |
837.5 |
837.5 |
837.5 |
PP |
837.5 |
837.5 |
837.5 |
837.5 |
S1 |
837.5 |
837.5 |
837.5 |
837.5 |
S2 |
837.5 |
837.5 |
837.5 |
|
S3 |
837.5 |
837.5 |
837.5 |
|
S4 |
837.5 |
837.5 |
837.5 |
|
|
Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
878.5 |
865.3 |
825.5 |
|
R3 |
860.3 |
847.0 |
820.5 |
|
R2 |
842.3 |
842.3 |
819.0 |
|
R1 |
828.8 |
828.8 |
817.3 |
826.5 |
PP |
824.0 |
824.0 |
824.0 |
822.8 |
S1 |
810.8 |
810.8 |
814.0 |
808.3 |
S2 |
805.8 |
805.8 |
812.3 |
|
S3 |
787.5 |
792.5 |
810.5 |
|
S4 |
769.3 |
774.3 |
805.5 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
837.5 |
2.618 |
837.5 |
1.618 |
837.5 |
1.000 |
837.5 |
0.618 |
837.5 |
HIGH |
837.5 |
0.618 |
837.5 |
0.500 |
837.5 |
0.382 |
837.5 |
LOW |
837.5 |
0.618 |
837.5 |
1.000 |
837.5 |
1.618 |
837.5 |
2.618 |
837.5 |
4.250 |
837.5 |
|
|
Fisher Pivots for day following 17-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
837.5 |
835.0 |
PP |
837.5 |
832.5 |
S1 |
837.5 |
830.0 |
|