ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
749.0 |
746.0 |
-3.0 |
-0.4% |
743.9 |
| High |
751.8 |
752.7 |
0.9 |
0.1% |
750.8 |
| Low |
739.8 |
732.6 |
-7.2 |
-1.0% |
731.6 |
| Close |
745.9 |
746.0 |
0.1 |
0.0% |
738.8 |
| Range |
12.0 |
20.1 |
8.1 |
67.5% |
19.2 |
| ATR |
17.1 |
17.3 |
0.2 |
1.2% |
0.0 |
| Volume |
98,126 |
132,064 |
33,938 |
34.6% |
258,498 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
804.0 |
795.3 |
757.0 |
|
| R3 |
784.0 |
775.0 |
751.5 |
|
| R2 |
763.8 |
763.8 |
749.8 |
|
| R1 |
755.0 |
755.0 |
747.8 |
756.0 |
| PP |
743.8 |
743.8 |
743.8 |
744.3 |
| S1 |
734.8 |
734.8 |
744.3 |
736.0 |
| S2 |
723.8 |
723.8 |
742.3 |
|
| S3 |
703.5 |
714.8 |
740.5 |
|
| S4 |
683.5 |
694.8 |
735.0 |
|
|
| 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 |
732.6 |
26.4 |
3.5% |
12.5 |
1.7% |
51% |
False |
True |
93,901 |
| 10 |
759.0 |
722.5 |
36.5 |
4.9% |
13.5 |
1.8% |
64% |
False |
False |
87,186 |
| 20 |
759.0 |
698.1 |
60.9 |
8.2% |
19.0 |
2.6% |
79% |
False |
False |
123,138 |
| 40 |
759.0 |
669.1 |
89.9 |
12.1% |
16.0 |
2.1% |
86% |
False |
False |
62,113 |
| 60 |
765.1 |
669.1 |
96.0 |
12.9% |
12.8 |
1.7% |
80% |
False |
False |
41,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
838.0 |
|
2.618 |
805.3 |
|
1.618 |
785.3 |
|
1.000 |
772.8 |
|
0.618 |
765.0 |
|
HIGH |
752.8 |
|
0.618 |
745.0 |
|
0.500 |
742.8 |
|
0.382 |
740.3 |
|
LOW |
732.5 |
|
0.618 |
720.3 |
|
1.000 |
712.5 |
|
1.618 |
700.0 |
|
2.618 |
680.0 |
|
4.250 |
647.3 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
745.0 |
746.0 |
| PP |
743.8 |
745.8 |
| S1 |
742.8 |
745.8 |
|