ICE Russell 2000 Mini Future March 2013
Trading Metrics calculated at close of trading on 18-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
837.4 |
828.8 |
-8.6 |
-1.0% |
832.2 |
High |
837.4 |
828.8 |
-8.6 |
-1.0% |
837.2 |
Low |
837.4 |
828.8 |
-8.6 |
-1.0% |
819.0 |
Close |
837.4 |
828.8 |
-8.6 |
-1.0% |
815.6 |
Range |
|
|
|
|
|
ATR |
|
|
|
|
|
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
828.8 |
828.8 |
828.8 |
|
R3 |
828.8 |
828.8 |
828.8 |
|
R2 |
828.8 |
828.8 |
828.8 |
|
R1 |
828.8 |
828.8 |
828.8 |
828.8 |
PP |
828.8 |
828.8 |
828.8 |
828.8 |
S1 |
828.8 |
828.8 |
828.8 |
828.8 |
S2 |
828.8 |
828.8 |
828.8 |
|
S3 |
828.8 |
828.8 |
828.8 |
|
S4 |
828.8 |
828.8 |
828.8 |
|
|
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 |
828.8 |
2.618 |
828.8 |
1.618 |
828.8 |
1.000 |
828.8 |
0.618 |
828.8 |
HIGH |
828.8 |
0.618 |
828.8 |
0.500 |
828.8 |
0.382 |
828.8 |
LOW |
828.8 |
0.618 |
828.8 |
1.000 |
828.8 |
1.618 |
828.8 |
2.618 |
828.8 |
4.250 |
828.8 |
|
|
Fisher Pivots for day following 18-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
828.8 |
832.8 |
PP |
828.8 |
831.5 |
S1 |
828.8 |
830.0 |
|