ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 22-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
733.5 |
737.5 |
4.0 |
0.5% |
741.7 |
| High |
746.1 |
745.9 |
-0.2 |
0.0% |
743.7 |
| Low |
722.5 |
734.7 |
12.2 |
1.7% |
698.1 |
| Close |
737.7 |
742.0 |
4.3 |
0.6% |
718.4 |
| Range |
23.6 |
11.2 |
-12.4 |
-52.5% |
45.6 |
| ATR |
20.7 |
20.1 |
-0.7 |
-3.3% |
0.0 |
| Volume |
131,141 |
88,013 |
-43,128 |
-32.9% |
1,023,303 |
|
| Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
774.5 |
769.5 |
748.3 |
|
| R3 |
763.3 |
758.3 |
745.0 |
|
| R2 |
752.0 |
752.0 |
744.0 |
|
| R1 |
747.0 |
747.0 |
743.0 |
749.5 |
| PP |
740.8 |
740.8 |
740.8 |
742.0 |
| S1 |
735.8 |
735.8 |
741.0 |
738.3 |
| S2 |
729.8 |
729.8 |
740.0 |
|
| S3 |
718.5 |
724.8 |
739.0 |
|
| S4 |
707.3 |
713.5 |
735.8 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
856.8 |
833.3 |
743.5 |
|
| R3 |
811.3 |
787.8 |
731.0 |
|
| R2 |
765.8 |
765.8 |
726.8 |
|
| R1 |
742.0 |
742.0 |
722.5 |
731.0 |
| PP |
720.0 |
720.0 |
720.0 |
714.5 |
| S1 |
696.5 |
696.5 |
714.3 |
685.5 |
| S2 |
674.5 |
674.5 |
710.0 |
|
| S3 |
628.8 |
650.8 |
705.8 |
|
| S4 |
583.3 |
605.3 |
693.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
746.1 |
702.4 |
43.7 |
5.9% |
20.8 |
2.8% |
91% |
False |
False |
128,270 |
| 10 |
746.1 |
698.1 |
48.0 |
6.5% |
22.8 |
3.1% |
91% |
False |
False |
169,399 |
| 20 |
749.5 |
671.6 |
77.9 |
10.5% |
20.5 |
2.7% |
90% |
False |
False |
91,467 |
| 40 |
760.3 |
669.1 |
91.2 |
12.3% |
15.0 |
2.0% |
80% |
False |
False |
45,810 |
| 60 |
765.1 |
599.4 |
165.7 |
22.3% |
11.3 |
1.5% |
86% |
False |
False |
30,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
793.5 |
|
2.618 |
775.3 |
|
1.618 |
764.0 |
|
1.000 |
757.0 |
|
0.618 |
752.8 |
|
HIGH |
746.0 |
|
0.618 |
741.5 |
|
0.500 |
740.3 |
|
0.382 |
739.0 |
|
LOW |
734.8 |
|
0.618 |
727.8 |
|
1.000 |
723.5 |
|
1.618 |
716.5 |
|
2.618 |
705.5 |
|
4.250 |
687.0 |
|
|
| Fisher Pivots for day following 22-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
741.5 |
736.8 |
| PP |
740.8 |
731.5 |
| S1 |
740.3 |
726.5 |
|