ICE Russell 2000 Mini Future March 2013
Trading Metrics calculated at close of trading on 31-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
808.2 |
812.6 |
4.4 |
0.5% |
815.0 |
High |
808.2 |
812.6 |
4.4 |
0.5% |
815.0 |
Low |
808.2 |
812.6 |
4.4 |
0.5% |
808.0 |
Close |
808.2 |
812.6 |
4.4 |
0.5% |
808.2 |
Range |
|
|
|
|
|
ATR |
4.5 |
4.5 |
0.0 |
-0.2% |
0.0 |
Volume |
1 |
1 |
0 |
0.0% |
205 |
|
Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
812.5 |
812.5 |
812.5 |
|
R3 |
812.5 |
812.5 |
812.5 |
|
R2 |
812.5 |
812.5 |
812.5 |
|
R1 |
812.5 |
812.5 |
812.5 |
812.5 |
PP |
812.5 |
812.5 |
812.5 |
812.5 |
S1 |
812.5 |
812.5 |
812.5 |
812.5 |
S2 |
812.5 |
812.5 |
812.5 |
|
S3 |
812.5 |
812.5 |
812.5 |
|
S4 |
812.5 |
812.5 |
812.5 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
831.5 |
826.8 |
812.0 |
|
R3 |
824.5 |
819.8 |
810.0 |
|
R2 |
817.5 |
817.5 |
809.5 |
|
R1 |
812.8 |
812.8 |
808.8 |
811.5 |
PP |
810.5 |
810.5 |
810.5 |
809.8 |
S1 |
805.8 |
805.8 |
807.5 |
804.5 |
S2 |
803.5 |
803.5 |
807.0 |
|
S3 |
796.5 |
798.8 |
806.3 |
|
S4 |
789.5 |
791.8 |
804.3 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
812.5 |
2.618 |
812.5 |
1.618 |
812.5 |
1.000 |
812.5 |
0.618 |
812.5 |
HIGH |
812.5 |
0.618 |
812.5 |
0.500 |
812.5 |
0.382 |
812.5 |
LOW |
812.5 |
0.618 |
812.5 |
1.000 |
812.5 |
1.618 |
812.5 |
2.618 |
812.5 |
4.250 |
812.5 |
|
|
Fisher Pivots for day following 31-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
812.5 |
811.8 |
PP |
812.5 |
811.3 |
S1 |
812.5 |
810.5 |
|