ICE Russell 2000 Mini Future March 2013
Trading Metrics calculated at close of trading on 14-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
787.0 |
789.1 |
2.1 |
0.3% |
813.1 |
High |
788.2 |
789.9 |
1.7 |
0.2% |
821.0 |
Low |
786.0 |
775.0 |
-11.0 |
-1.4% |
790.7 |
Close |
782.7 |
768.7 |
-14.0 |
-1.8% |
790.6 |
Range |
2.2 |
14.9 |
12.7 |
577.3% |
30.3 |
ATR |
6.2 |
6.8 |
0.6 |
10.0% |
0.0 |
Volume |
4 |
13 |
9 |
225.0% |
16 |
|
Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
822.5 |
810.5 |
777.0 |
|
R3 |
807.8 |
795.8 |
772.8 |
|
R2 |
792.8 |
792.8 |
771.5 |
|
R1 |
780.8 |
780.8 |
770.0 |
779.3 |
PP |
777.8 |
777.8 |
777.8 |
777.3 |
S1 |
765.8 |
765.8 |
767.3 |
764.5 |
S2 |
763.0 |
763.0 |
766.0 |
|
S3 |
748.0 |
751.0 |
764.5 |
|
S4 |
733.3 |
736.0 |
760.5 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
891.8 |
871.5 |
807.3 |
|
R3 |
861.3 |
841.3 |
799.0 |
|
R2 |
831.0 |
831.0 |
796.3 |
|
R1 |
810.8 |
810.8 |
793.5 |
805.8 |
PP |
800.8 |
800.8 |
800.8 |
798.3 |
S1 |
780.5 |
780.5 |
787.8 |
775.5 |
S2 |
770.5 |
770.5 |
785.0 |
|
S3 |
740.3 |
750.3 |
782.3 |
|
S4 |
709.8 |
720.0 |
774.0 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
853.3 |
2.618 |
829.0 |
1.618 |
814.0 |
1.000 |
804.8 |
0.618 |
799.0 |
HIGH |
790.0 |
0.618 |
784.3 |
0.500 |
782.5 |
0.382 |
780.8 |
LOW |
775.0 |
0.618 |
765.8 |
1.000 |
760.0 |
1.618 |
751.0 |
2.618 |
736.0 |
4.250 |
711.8 |
|
|
Fisher Pivots for day following 14-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
782.5 |
782.5 |
PP |
777.8 |
777.8 |
S1 |
773.3 |
773.3 |
|