ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 03-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
741.6 |
749.6 |
8.0 |
1.1% |
743.9 |
| High |
744.3 |
759.0 |
14.7 |
2.0% |
750.8 |
| Low |
736.0 |
746.8 |
10.8 |
1.5% |
731.6 |
| Close |
738.8 |
749.5 |
10.7 |
1.4% |
738.8 |
| Range |
8.3 |
12.2 |
3.9 |
47.0% |
19.2 |
| ATR |
17.3 |
17.5 |
0.2 |
1.2% |
0.0 |
| Volume |
58,384 |
121,034 |
62,650 |
107.3% |
258,498 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
788.3 |
781.3 |
756.3 |
|
| R3 |
776.3 |
769.0 |
752.8 |
|
| R2 |
764.0 |
764.0 |
751.8 |
|
| R1 |
756.8 |
756.8 |
750.5 |
754.3 |
| PP |
751.8 |
751.8 |
751.8 |
750.5 |
| S1 |
744.5 |
744.5 |
748.5 |
742.0 |
| S2 |
739.5 |
739.5 |
747.3 |
|
| S3 |
727.3 |
732.3 |
746.3 |
|
| S4 |
715.3 |
720.3 |
742.8 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
798.0 |
787.5 |
749.3 |
|
| R3 |
778.8 |
768.5 |
744.0 |
|
| R2 |
759.5 |
759.5 |
742.3 |
|
| R1 |
749.3 |
749.3 |
740.5 |
744.8 |
| PP |
740.5 |
740.5 |
740.5 |
738.3 |
| S1 |
730.0 |
730.0 |
737.0 |
725.5 |
| S2 |
721.3 |
721.3 |
735.3 |
|
| S3 |
702.0 |
710.8 |
733.5 |
|
| S4 |
682.8 |
691.5 |
728.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
759.0 |
731.6 |
27.4 |
3.7% |
12.0 |
1.6% |
65% |
True |
False |
75,906 |
| 10 |
759.0 |
702.4 |
56.6 |
7.6% |
15.8 |
2.1% |
83% |
True |
False |
92,093 |
| 20 |
759.0 |
698.1 |
60.9 |
8.1% |
19.0 |
2.5% |
84% |
True |
False |
112,389 |
| 40 |
759.0 |
669.1 |
89.9 |
12.0% |
15.3 |
2.0% |
89% |
True |
False |
56,371 |
| 60 |
765.1 |
669.1 |
96.0 |
12.8% |
12.3 |
1.6% |
84% |
False |
False |
37,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
810.8 |
|
2.618 |
791.0 |
|
1.618 |
778.8 |
|
1.000 |
771.3 |
|
0.618 |
766.5 |
|
HIGH |
759.0 |
|
0.618 |
754.3 |
|
0.500 |
753.0 |
|
0.382 |
751.5 |
|
LOW |
746.8 |
|
0.618 |
739.3 |
|
1.000 |
734.5 |
|
1.618 |
727.0 |
|
2.618 |
714.8 |
|
4.250 |
695.0 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
753.0 |
748.5 |
| PP |
751.8 |
747.3 |
| S1 |
750.8 |
746.3 |
|