ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 04-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
600.0 |
599.4 |
-0.6 |
-0.1% |
658.3 |
| High |
600.0 |
605.4 |
5.4 |
0.9% |
673.2 |
| Low |
600.0 |
599.4 |
-0.6 |
-0.1% |
637.9 |
| Close |
600.6 |
636.1 |
35.5 |
5.9% |
637.9 |
| Range |
0.0 |
6.0 |
6.0 |
|
35.3 |
| ATR |
15.4 |
14.7 |
-0.7 |
-4.4% |
0.0 |
| Volume |
1 |
20 |
19 |
1,900.0% |
142 |
|
| Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
631.8 |
639.8 |
639.5 |
|
| R3 |
625.8 |
633.8 |
637.8 |
|
| R2 |
619.8 |
619.8 |
637.3 |
|
| R1 |
627.8 |
627.8 |
636.8 |
623.8 |
| PP |
613.8 |
613.8 |
613.8 |
611.5 |
| S1 |
621.8 |
621.8 |
635.5 |
617.8 |
| S2 |
607.8 |
607.8 |
635.0 |
|
| S3 |
601.8 |
615.8 |
634.5 |
|
| S4 |
595.8 |
609.8 |
632.8 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
755.5 |
732.0 |
657.3 |
|
| R3 |
720.3 |
696.8 |
647.5 |
|
| R2 |
685.0 |
685.0 |
644.3 |
|
| R1 |
661.5 |
661.5 |
641.3 |
655.5 |
| PP |
649.8 |
649.8 |
649.8 |
646.8 |
| S1 |
626.3 |
626.3 |
634.8 |
620.3 |
| S2 |
614.3 |
614.3 |
631.5 |
|
| S3 |
579.0 |
590.8 |
628.3 |
|
| S4 |
543.8 |
555.5 |
618.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
631.0 |
|
2.618 |
621.0 |
|
1.618 |
615.0 |
|
1.000 |
611.5 |
|
0.618 |
609.0 |
|
HIGH |
605.5 |
|
0.618 |
603.0 |
|
0.500 |
602.5 |
|
0.382 |
601.8 |
|
LOW |
599.5 |
|
0.618 |
595.8 |
|
1.000 |
593.5 |
|
1.618 |
589.8 |
|
2.618 |
583.8 |
|
4.250 |
574.0 |
|
|
| Fisher Pivots for day following 04-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
624.8 |
630.3 |
| PP |
613.8 |
624.5 |
| S1 |
602.5 |
618.8 |
|