ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 28-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
743.9 |
746.1 |
2.2 |
0.3% |
720.5 |
| High |
750.8 |
750.1 |
-0.7 |
-0.1% |
747.9 |
| Low |
739.8 |
731.6 |
-8.2 |
-1.1% |
702.4 |
| Close |
746.5 |
734.1 |
-12.4 |
-1.7% |
743.6 |
| Range |
11.0 |
18.5 |
7.5 |
68.2% |
45.5 |
| ATR |
18.6 |
18.6 |
0.0 |
0.0% |
0.0 |
| Volume |
56,879 |
83,338 |
26,459 |
46.5% |
541,398 |
|
| Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
794.0 |
782.5 |
744.3 |
|
| R3 |
775.5 |
764.0 |
739.3 |
|
| R2 |
757.0 |
757.0 |
737.5 |
|
| R1 |
745.5 |
745.5 |
735.8 |
742.0 |
| PP |
738.5 |
738.5 |
738.5 |
736.8 |
| S1 |
727.0 |
727.0 |
732.5 |
723.5 |
| S2 |
720.0 |
720.0 |
730.8 |
|
| S3 |
701.5 |
708.5 |
729.0 |
|
| S4 |
683.0 |
690.0 |
724.0 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
867.8 |
851.3 |
768.5 |
|
| R3 |
822.3 |
805.8 |
756.0 |
|
| R2 |
776.8 |
776.8 |
752.0 |
|
| R1 |
760.3 |
760.3 |
747.8 |
768.5 |
| PP |
731.3 |
731.3 |
731.3 |
735.5 |
| S1 |
714.8 |
714.8 |
739.5 |
723.0 |
| S2 |
685.8 |
685.8 |
735.3 |
|
| S3 |
640.3 |
669.3 |
731.0 |
|
| S4 |
594.8 |
623.8 |
718.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
750.8 |
722.5 |
28.3 |
3.9% |
14.5 |
2.0% |
41% |
False |
False |
80,472 |
| 10 |
750.8 |
698.1 |
52.7 |
7.2% |
17.8 |
2.4% |
68% |
False |
False |
116,308 |
| 20 |
750.8 |
689.5 |
61.3 |
8.4% |
20.8 |
2.8% |
73% |
False |
False |
100,621 |
| 40 |
750.8 |
669.1 |
81.7 |
11.1% |
15.3 |
2.1% |
80% |
False |
False |
50,389 |
| 60 |
765.1 |
644.3 |
120.8 |
16.5% |
11.8 |
1.6% |
74% |
False |
False |
33,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
828.8 |
|
2.618 |
798.5 |
|
1.618 |
780.0 |
|
1.000 |
768.5 |
|
0.618 |
761.5 |
|
HIGH |
750.0 |
|
0.618 |
743.0 |
|
0.500 |
740.8 |
|
0.382 |
738.8 |
|
LOW |
731.5 |
|
0.618 |
720.3 |
|
1.000 |
713.0 |
|
1.618 |
701.8 |
|
2.618 |
683.3 |
|
4.250 |
653.0 |
|
|
| Fisher Pivots for day following 28-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
740.8 |
741.3 |
| PP |
738.5 |
738.8 |
| S1 |
736.3 |
736.5 |
|