ICE Russell 2000 Mini Future March 2013
| Trading Metrics calculated at close of trading on 25-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
809.6 |
809.0 |
-0.6 |
-0.1% |
822.8 |
| High |
809.6 |
810.0 |
0.4 |
0.0% |
837.4 |
| Low |
809.6 |
809.0 |
-0.6 |
-0.1% |
811.5 |
| Close |
809.1 |
812.0 |
2.9 |
0.4% |
811.1 |
| Range |
0.0 |
1.0 |
1.0 |
|
25.9 |
| ATR |
5.7 |
5.4 |
-0.3 |
-5.9% |
0.0 |
| Volume |
1 |
2 |
1 |
100.0% |
27 |
|
| Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
813.3 |
813.8 |
812.5 |
|
| R3 |
812.3 |
812.8 |
812.3 |
|
| R2 |
811.3 |
811.3 |
812.3 |
|
| R1 |
811.8 |
811.8 |
812.0 |
811.5 |
| PP |
810.3 |
810.3 |
810.3 |
810.3 |
| S1 |
810.8 |
810.8 |
812.0 |
810.5 |
| S2 |
809.3 |
809.3 |
811.8 |
|
| S3 |
808.3 |
809.8 |
811.8 |
|
| S4 |
807.3 |
808.8 |
811.5 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
897.8 |
880.3 |
825.3 |
|
| R3 |
871.8 |
854.5 |
818.3 |
|
| R2 |
846.0 |
846.0 |
815.8 |
|
| R1 |
828.5 |
828.5 |
813.5 |
824.3 |
| PP |
820.0 |
820.0 |
820.0 |
818.0 |
| S1 |
802.5 |
802.5 |
808.8 |
798.3 |
| S2 |
794.0 |
794.0 |
806.3 |
|
| S3 |
768.3 |
776.8 |
804.0 |
|
| S4 |
742.3 |
750.8 |
796.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
814.3 |
|
2.618 |
812.5 |
|
1.618 |
811.5 |
|
1.000 |
811.0 |
|
0.618 |
810.5 |
|
HIGH |
810.0 |
|
0.618 |
809.5 |
|
0.500 |
809.5 |
|
0.382 |
809.5 |
|
LOW |
809.0 |
|
0.618 |
808.5 |
|
1.000 |
808.0 |
|
1.618 |
807.5 |
|
2.618 |
806.5 |
|
4.250 |
804.8 |
|
|
| Fisher Pivots for day following 25-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
811.3 |
811.3 |
| PP |
810.3 |
810.8 |
| S1 |
809.5 |
810.0 |
|