ICE Russell 2000 Mini Future March 2013
| Trading Metrics calculated at close of trading on 19-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
828.8 |
811.5 |
-17.3 |
-2.1% |
822.8 |
| High |
828.8 |
811.5 |
-17.3 |
-2.1% |
837.4 |
| Low |
828.8 |
811.5 |
-17.3 |
-2.1% |
811.5 |
| Close |
828.8 |
811.1 |
-17.7 |
-2.1% |
811.1 |
| Range |
|
|
|
|
|
| ATR |
|
|
|
|
|
| Volume |
0 |
2 |
2 |
|
27 |
|
| Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
811.3 |
811.3 |
811.0 |
|
| R3 |
811.3 |
811.3 |
811.0 |
|
| R2 |
811.3 |
811.3 |
811.0 |
|
| R1 |
811.3 |
811.3 |
811.0 |
811.3 |
| PP |
811.3 |
811.3 |
811.3 |
811.5 |
| S1 |
811.3 |
811.3 |
811.0 |
811.3 |
| S2 |
811.3 |
811.3 |
811.0 |
|
| S3 |
811.3 |
811.3 |
811.0 |
|
| S4 |
811.3 |
811.3 |
811.0 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
897.8 |
880.3 |
825.3 |
|
| R3 |
871.8 |
854.5 |
818.3 |
|
| R2 |
846.0 |
846.0 |
815.8 |
|
| R1 |
828.5 |
828.5 |
813.5 |
824.3 |
| PP |
820.0 |
820.0 |
820.0 |
818.0 |
| S1 |
802.5 |
802.5 |
808.8 |
798.3 |
| S2 |
794.0 |
794.0 |
806.3 |
|
| S3 |
768.3 |
776.8 |
804.0 |
|
| S4 |
742.3 |
750.8 |
796.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
811.5 |
|
2.618 |
811.5 |
|
1.618 |
811.5 |
|
1.000 |
811.5 |
|
0.618 |
811.5 |
|
HIGH |
811.5 |
|
0.618 |
811.5 |
|
0.500 |
811.5 |
|
0.382 |
811.5 |
|
LOW |
811.5 |
|
0.618 |
811.5 |
|
1.000 |
811.5 |
|
1.618 |
811.5 |
|
2.618 |
811.5 |
|
4.250 |
811.5 |
|
|
| Fisher Pivots for day following 19-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
811.5 |
824.5 |
| PP |
811.3 |
820.0 |
| S1 |
811.3 |
815.5 |
|