ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 22-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
700.4 |
693.0 |
-7.4 |
-1.1% |
739.9 |
| High |
700.4 |
700.0 |
-0.4 |
-0.1% |
739.9 |
| Low |
693.0 |
691.9 |
-1.1 |
-0.2% |
712.7 |
| Close |
697.4 |
690.0 |
-7.4 |
-1.1% |
714.9 |
| Range |
7.4 |
8.1 |
0.7 |
9.5% |
27.2 |
| ATR |
15.0 |
14.5 |
-0.5 |
-3.3% |
0.0 |
| Volume |
188 |
9 |
-179 |
-95.2% |
1,354 |
|
| Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
718.3 |
712.3 |
694.5 |
|
| R3 |
710.3 |
704.3 |
692.3 |
|
| R2 |
702.0 |
702.0 |
691.5 |
|
| R1 |
696.0 |
696.0 |
690.8 |
695.0 |
| PP |
694.0 |
694.0 |
694.0 |
693.5 |
| S1 |
688.0 |
688.0 |
689.3 |
687.0 |
| S2 |
685.8 |
685.8 |
688.5 |
|
| S3 |
677.8 |
679.8 |
687.8 |
|
| S4 |
669.8 |
671.8 |
685.5 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
804.0 |
786.8 |
729.8 |
|
| R3 |
777.0 |
759.5 |
722.5 |
|
| R2 |
749.8 |
749.8 |
720.0 |
|
| R1 |
732.3 |
732.3 |
717.5 |
727.5 |
| PP |
722.5 |
722.5 |
722.5 |
720.0 |
| S1 |
705.0 |
705.0 |
712.5 |
700.3 |
| S2 |
695.3 |
695.3 |
710.0 |
|
| S3 |
668.0 |
678.0 |
707.5 |
|
| S4 |
641.0 |
650.8 |
700.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
734.5 |
|
2.618 |
721.3 |
|
1.618 |
713.0 |
|
1.000 |
708.0 |
|
0.618 |
705.0 |
|
HIGH |
700.0 |
|
0.618 |
697.0 |
|
0.500 |
696.0 |
|
0.382 |
695.0 |
|
LOW |
692.0 |
|
0.618 |
687.0 |
|
1.000 |
683.8 |
|
1.618 |
678.8 |
|
2.618 |
670.8 |
|
4.250 |
657.5 |
|
|
| Fisher Pivots for day following 22-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
696.0 |
708.3 |
| PP |
694.0 |
702.3 |
| S1 |
692.0 |
696.0 |
|