ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 31-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
798.4 |
793.0 |
-5.4 |
-0.7% |
779.3 |
| High |
798.4 |
799.0 |
0.6 |
0.1% |
798.7 |
| Low |
784.6 |
785.1 |
0.5 |
0.1% |
772.2 |
| Close |
790.5 |
791.2 |
0.7 |
0.1% |
796.2 |
| Range |
13.8 |
13.9 |
0.1 |
0.7% |
26.5 |
| ATR |
14.2 |
14.2 |
0.0 |
-0.1% |
0.0 |
| Volume |
117,030 |
197,219 |
80,189 |
68.5% |
611,051 |
|
| Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
833.5 |
826.3 |
798.8 |
|
| R3 |
819.5 |
812.3 |
795.0 |
|
| R2 |
805.8 |
805.8 |
793.8 |
|
| R1 |
798.5 |
798.5 |
792.5 |
795.0 |
| PP |
791.8 |
791.8 |
791.8 |
790.0 |
| S1 |
784.5 |
784.5 |
790.0 |
781.3 |
| S2 |
777.8 |
777.8 |
788.8 |
|
| S3 |
764.0 |
770.8 |
787.5 |
|
| S4 |
750.0 |
756.8 |
783.5 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
868.5 |
858.8 |
810.8 |
|
| R3 |
842.0 |
832.3 |
803.5 |
|
| R2 |
815.5 |
815.5 |
801.0 |
|
| R1 |
805.8 |
805.8 |
798.8 |
810.8 |
| PP |
789.0 |
789.0 |
789.0 |
791.5 |
| S1 |
779.3 |
779.3 |
793.8 |
784.3 |
| S2 |
762.5 |
762.5 |
791.3 |
|
| S3 |
736.0 |
752.8 |
789.0 |
|
| S4 |
709.5 |
726.3 |
781.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
799.0 |
781.4 |
17.6 |
2.2% |
13.0 |
1.6% |
56% |
True |
False |
142,170 |
| 10 |
799.0 |
760.8 |
38.2 |
4.8% |
13.0 |
1.6% |
80% |
True |
False |
124,178 |
| 20 |
799.0 |
732.6 |
66.4 |
8.4% |
13.0 |
1.6% |
88% |
True |
False |
117,677 |
| 40 |
799.0 |
698.1 |
100.9 |
12.8% |
16.0 |
2.0% |
92% |
True |
False |
112,042 |
| 60 |
799.0 |
669.1 |
129.9 |
16.4% |
14.3 |
1.8% |
94% |
True |
False |
74,789 |
| 80 |
799.0 |
662.0 |
137.0 |
17.3% |
12.3 |
1.5% |
94% |
True |
False |
56,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
858.0 |
|
2.618 |
835.5 |
|
1.618 |
821.5 |
|
1.000 |
813.0 |
|
0.618 |
807.5 |
|
HIGH |
799.0 |
|
0.618 |
793.8 |
|
0.500 |
792.0 |
|
0.382 |
790.5 |
|
LOW |
785.0 |
|
0.618 |
776.5 |
|
1.000 |
771.3 |
|
1.618 |
762.5 |
|
2.618 |
748.8 |
|
4.250 |
726.0 |
|
|
| Fisher Pivots for day following 31-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
792.0 |
791.8 |
| PP |
791.8 |
791.5 |
| S1 |
791.5 |
791.5 |
|