ICE Russell 2000 Mini Future March 2013
| Trading Metrics calculated at close of trading on 16-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
766.0 |
760.1 |
-5.9 |
-0.8% |
788.6 |
| High |
768.3 |
769.4 |
1.1 |
0.1% |
789.9 |
| Low |
760.1 |
760.1 |
0.0 |
0.0% |
760.1 |
| Close |
763.9 |
771.2 |
7.3 |
1.0% |
771.2 |
| Range |
8.2 |
9.3 |
1.1 |
13.4% |
29.8 |
| ATR |
7.0 |
7.1 |
0.2 |
2.4% |
0.0 |
| Volume |
5 |
5 |
0 |
0.0% |
29 |
|
| Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
794.8 |
792.3 |
776.3 |
|
| R3 |
785.5 |
783.0 |
773.8 |
|
| R2 |
776.3 |
776.3 |
773.0 |
|
| R1 |
773.8 |
773.8 |
772.0 |
775.0 |
| PP |
767.0 |
767.0 |
767.0 |
767.5 |
| S1 |
764.5 |
764.5 |
770.3 |
765.8 |
| S2 |
757.5 |
757.5 |
769.5 |
|
| S3 |
748.3 |
755.0 |
768.8 |
|
| S4 |
739.0 |
745.8 |
766.0 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
863.3 |
847.0 |
787.5 |
|
| R3 |
833.3 |
817.3 |
779.5 |
|
| R2 |
803.5 |
803.5 |
776.8 |
|
| R1 |
787.3 |
787.3 |
774.0 |
780.5 |
| PP |
773.8 |
773.8 |
773.8 |
770.3 |
| S1 |
757.5 |
757.5 |
768.5 |
750.8 |
| S2 |
744.0 |
744.0 |
765.8 |
|
| S3 |
714.3 |
727.8 |
763.0 |
|
| S4 |
684.3 |
698.0 |
754.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
809.0 |
|
2.618 |
793.8 |
|
1.618 |
784.5 |
|
1.000 |
778.8 |
|
0.618 |
775.3 |
|
HIGH |
769.5 |
|
0.618 |
765.8 |
|
0.500 |
764.8 |
|
0.382 |
763.8 |
|
LOW |
760.0 |
|
0.618 |
754.3 |
|
1.000 |
750.8 |
|
1.618 |
745.0 |
|
2.618 |
735.8 |
|
4.250 |
720.5 |
|
|
| Fisher Pivots for day following 16-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
769.0 |
775.0 |
| PP |
767.0 |
773.8 |
| S1 |
764.8 |
772.5 |
|