ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 23-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
737.5 |
744.5 |
7.0 |
0.9% |
720.5 |
| High |
745.9 |
747.9 |
2.0 |
0.3% |
747.9 |
| Low |
734.7 |
739.8 |
5.1 |
0.7% |
702.4 |
| Close |
742.0 |
743.6 |
1.6 |
0.2% |
743.6 |
| Range |
11.2 |
8.1 |
-3.1 |
-27.7% |
45.5 |
| ATR |
20.1 |
19.2 |
-0.9 |
-4.3% |
0.0 |
| Volume |
88,013 |
42,992 |
-45,021 |
-51.2% |
541,398 |
|
| Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
768.0 |
764.0 |
748.0 |
|
| R3 |
760.0 |
755.8 |
745.8 |
|
| R2 |
751.8 |
751.8 |
745.0 |
|
| R1 |
747.8 |
747.8 |
744.3 |
745.8 |
| PP |
743.8 |
743.8 |
743.8 |
742.8 |
| S1 |
739.8 |
739.8 |
742.8 |
737.8 |
| S2 |
735.8 |
735.8 |
742.0 |
|
| S3 |
727.5 |
731.5 |
741.3 |
|
| S4 |
719.5 |
723.5 |
739.3 |
|
|
| 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 |
747.9 |
702.4 |
45.5 |
6.1% |
19.3 |
2.6% |
91% |
True |
False |
108,279 |
| 10 |
747.9 |
698.1 |
49.8 |
6.7% |
20.3 |
2.7% |
91% |
True |
False |
156,470 |
| 20 |
749.5 |
674.9 |
74.6 |
10.0% |
20.5 |
2.8% |
92% |
False |
False |
93,616 |
| 40 |
749.5 |
669.1 |
80.4 |
10.8% |
15.0 |
2.0% |
93% |
False |
False |
46,884 |
| 60 |
765.1 |
599.4 |
165.7 |
22.3% |
11.3 |
1.5% |
87% |
False |
False |
31,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
782.3 |
|
2.618 |
769.0 |
|
1.618 |
761.0 |
|
1.000 |
756.0 |
|
0.618 |
753.0 |
|
HIGH |
748.0 |
|
0.618 |
744.8 |
|
0.500 |
743.8 |
|
0.382 |
743.0 |
|
LOW |
739.8 |
|
0.618 |
734.8 |
|
1.000 |
731.8 |
|
1.618 |
726.8 |
|
2.618 |
718.5 |
|
4.250 |
705.5 |
|
|
| Fisher Pivots for day following 23-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
743.8 |
740.8 |
| PP |
743.8 |
738.0 |
| S1 |
743.8 |
735.3 |
|