ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 04-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
749.6 |
749.0 |
-0.6 |
-0.1% |
743.9 |
| High |
759.0 |
751.8 |
-7.2 |
-0.9% |
750.8 |
| Low |
746.8 |
739.8 |
-7.0 |
-0.9% |
731.6 |
| Close |
749.5 |
745.9 |
-3.6 |
-0.5% |
738.8 |
| Range |
12.2 |
12.0 |
-0.2 |
-1.6% |
19.2 |
| ATR |
17.5 |
17.1 |
-0.4 |
-2.3% |
0.0 |
| Volume |
121,034 |
98,126 |
-22,908 |
-18.9% |
258,498 |
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
781.8 |
775.8 |
752.5 |
|
| R3 |
769.8 |
763.8 |
749.3 |
|
| R2 |
757.8 |
757.8 |
748.0 |
|
| R1 |
751.8 |
751.8 |
747.0 |
748.8 |
| PP |
745.8 |
745.8 |
745.8 |
744.3 |
| S1 |
739.8 |
739.8 |
744.8 |
736.8 |
| S2 |
733.8 |
733.8 |
743.8 |
|
| S3 |
721.8 |
727.8 |
742.5 |
|
| S4 |
709.8 |
715.8 |
739.3 |
|
|
| 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% |
12.3 |
1.6% |
52% |
False |
False |
84,155 |
| 10 |
759.0 |
706.7 |
52.3 |
7.0% |
14.3 |
1.9% |
75% |
False |
False |
89,236 |
| 20 |
759.0 |
698.1 |
60.9 |
8.2% |
18.8 |
2.5% |
78% |
False |
False |
116,839 |
| 40 |
759.0 |
669.1 |
89.9 |
12.1% |
15.5 |
2.1% |
85% |
False |
False |
58,811 |
| 60 |
765.1 |
669.1 |
96.0 |
12.9% |
12.5 |
1.7% |
80% |
False |
False |
39,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
802.8 |
|
2.618 |
783.3 |
|
1.618 |
771.3 |
|
1.000 |
763.8 |
|
0.618 |
759.3 |
|
HIGH |
751.8 |
|
0.618 |
747.3 |
|
0.500 |
745.8 |
|
0.382 |
744.5 |
|
LOW |
739.8 |
|
0.618 |
732.5 |
|
1.000 |
727.8 |
|
1.618 |
720.5 |
|
2.618 |
708.5 |
|
4.250 |
688.8 |
|
|
| Fisher Pivots for day following 04-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
745.8 |
747.5 |
| PP |
745.8 |
747.0 |
| S1 |
745.8 |
746.5 |
|