ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 06-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
746.0 |
745.9 |
-0.1 |
0.0% |
749.6 |
| High |
752.7 |
753.0 |
0.3 |
0.0% |
759.0 |
| Low |
732.6 |
741.3 |
8.7 |
1.2% |
732.6 |
| Close |
746.0 |
747.6 |
1.6 |
0.2% |
747.6 |
| Range |
20.1 |
11.7 |
-8.4 |
-41.8% |
26.4 |
| ATR |
17.3 |
16.9 |
-0.4 |
-2.3% |
0.0 |
| Volume |
132,064 |
110,558 |
-21,506 |
-16.3% |
461,782 |
|
| Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
782.5 |
776.8 |
754.0 |
|
| R3 |
770.8 |
765.0 |
750.8 |
|
| R2 |
759.0 |
759.0 |
749.8 |
|
| R1 |
753.3 |
753.3 |
748.8 |
756.3 |
| PP |
747.3 |
747.3 |
747.3 |
748.8 |
| S1 |
741.5 |
741.5 |
746.5 |
744.5 |
| S2 |
735.5 |
735.5 |
745.5 |
|
| S3 |
724.0 |
730.0 |
744.5 |
|
| S4 |
712.3 |
718.3 |
741.3 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
825.5 |
813.0 |
762.0 |
|
| R3 |
799.3 |
786.5 |
754.8 |
|
| R2 |
772.8 |
772.8 |
752.5 |
|
| R1 |
760.3 |
760.3 |
750.0 |
753.3 |
| PP |
746.5 |
746.5 |
746.5 |
743.0 |
| S1 |
733.8 |
733.8 |
745.3 |
727.0 |
| S2 |
720.0 |
720.0 |
742.8 |
|
| S3 |
693.5 |
707.5 |
740.3 |
|
| S4 |
667.3 |
681.0 |
733.0 |
|
|
| 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% |
12.8 |
1.7% |
57% |
False |
False |
104,033 |
| 10 |
759.0 |
731.6 |
27.4 |
3.7% |
12.3 |
1.6% |
58% |
False |
False |
85,128 |
| 20 |
759.0 |
698.1 |
60.9 |
8.1% |
18.8 |
2.5% |
81% |
False |
False |
127,538 |
| 40 |
759.0 |
669.1 |
89.9 |
12.0% |
16.3 |
2.2% |
87% |
False |
False |
64,877 |
| 60 |
765.1 |
669.1 |
96.0 |
12.8% |
13.0 |
1.7% |
82% |
False |
False |
43,262 |
| 80 |
765.1 |
599.4 |
165.7 |
22.2% |
10.0 |
1.3% |
89% |
False |
False |
32,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
802.8 |
|
2.618 |
783.8 |
|
1.618 |
772.0 |
|
1.000 |
764.8 |
|
0.618 |
760.3 |
|
HIGH |
753.0 |
|
0.618 |
748.5 |
|
0.500 |
747.3 |
|
0.382 |
745.8 |
|
LOW |
741.3 |
|
0.618 |
734.0 |
|
1.000 |
729.5 |
|
1.618 |
722.3 |
|
2.618 |
710.8 |
|
4.250 |
691.5 |
|
|
| Fisher Pivots for day following 06-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
747.5 |
746.0 |
| PP |
747.3 |
744.5 |
| S1 |
747.3 |
742.8 |
|