ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 29-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2011 |
29-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
648.2 |
649.5 |
1.3 |
0.2% |
694.0 |
| High |
648.2 |
655.0 |
6.8 |
1.0% |
704.2 |
| Low |
648.2 |
649.5 |
1.3 |
0.2% |
638.1 |
| Close |
648.2 |
658.6 |
10.4 |
1.6% |
645.2 |
| Range |
0.0 |
5.5 |
5.5 |
|
66.1 |
| ATR |
|
|
|
|
|
| Volume |
0 |
23 |
23 |
|
194 |
|
| Daily Pivots for day following 29-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
670.8 |
670.3 |
661.5 |
|
| R3 |
665.3 |
664.8 |
660.0 |
|
| R2 |
659.8 |
659.8 |
659.5 |
|
| R1 |
659.3 |
659.3 |
659.0 |
659.5 |
| PP |
654.3 |
654.3 |
654.3 |
654.5 |
| S1 |
653.8 |
653.8 |
658.0 |
654.0 |
| S2 |
648.8 |
648.8 |
657.5 |
|
| S3 |
643.3 |
648.3 |
657.0 |
|
| S4 |
637.8 |
642.8 |
655.5 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
860.8 |
819.0 |
681.5 |
|
| R3 |
794.8 |
753.0 |
663.5 |
|
| R2 |
728.5 |
728.5 |
657.3 |
|
| R1 |
687.0 |
687.0 |
651.3 |
674.8 |
| PP |
662.5 |
662.5 |
662.5 |
656.5 |
| S1 |
620.8 |
620.8 |
639.3 |
608.5 |
| S2 |
596.5 |
596.5 |
633.0 |
|
| S3 |
530.3 |
554.8 |
627.0 |
|
| S4 |
464.3 |
488.5 |
608.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
678.5 |
|
2.618 |
669.5 |
|
1.618 |
664.0 |
|
1.000 |
660.5 |
|
0.618 |
658.5 |
|
HIGH |
655.0 |
|
0.618 |
653.0 |
|
0.500 |
652.3 |
|
0.382 |
651.5 |
|
LOW |
649.5 |
|
0.618 |
646.0 |
|
1.000 |
644.0 |
|
1.618 |
640.5 |
|
2.618 |
635.0 |
|
4.250 |
626.0 |
|
|
| Fisher Pivots for day following 29-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
656.5 |
660.8 |
| PP |
654.3 |
660.0 |
| S1 |
652.3 |
659.3 |
|