ICE Russell 2000 Mini Future March 2013
| Trading Metrics calculated at close of trading on 31-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
808.2 |
812.6 |
4.4 |
0.5% |
815.0 |
| High |
808.2 |
812.6 |
4.4 |
0.5% |
815.0 |
| Low |
808.2 |
812.6 |
4.4 |
0.5% |
808.0 |
| Close |
808.2 |
812.6 |
4.4 |
0.5% |
808.2 |
| Range |
|
|
|
|
|
| ATR |
4.5 |
4.5 |
0.0 |
-0.2% |
0.0 |
| Volume |
1 |
1 |
0 |
0.0% |
205 |
|
| Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
812.5 |
812.5 |
812.5 |
|
| R3 |
812.5 |
812.5 |
812.5 |
|
| R2 |
812.5 |
812.5 |
812.5 |
|
| R1 |
812.5 |
812.5 |
812.5 |
812.5 |
| PP |
812.5 |
812.5 |
812.5 |
812.5 |
| S1 |
812.5 |
812.5 |
812.5 |
812.5 |
| S2 |
812.5 |
812.5 |
812.5 |
|
| S3 |
812.5 |
812.5 |
812.5 |
|
| S4 |
812.5 |
812.5 |
812.5 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
831.5 |
826.8 |
812.0 |
|
| R3 |
824.5 |
819.8 |
810.0 |
|
| R2 |
817.5 |
817.5 |
809.5 |
|
| R1 |
812.8 |
812.8 |
808.8 |
811.5 |
| PP |
810.5 |
810.5 |
810.5 |
809.8 |
| S1 |
805.8 |
805.8 |
807.5 |
804.5 |
| S2 |
803.5 |
803.5 |
807.0 |
|
| S3 |
796.5 |
798.8 |
806.3 |
|
| S4 |
789.5 |
791.8 |
804.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
812.5 |
|
2.618 |
812.5 |
|
1.618 |
812.5 |
|
1.000 |
812.5 |
|
0.618 |
812.5 |
|
HIGH |
812.5 |
|
0.618 |
812.5 |
|
0.500 |
812.5 |
|
0.382 |
812.5 |
|
LOW |
812.5 |
|
0.618 |
812.5 |
|
1.000 |
812.5 |
|
1.618 |
812.5 |
|
2.618 |
812.5 |
|
4.250 |
812.5 |
|
|
| Fisher Pivots for day following 31-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
812.5 |
811.8 |
| PP |
812.5 |
811.3 |
| S1 |
812.5 |
810.5 |
|