ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 11-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
752.2 |
759.5 |
7.3 |
1.0% |
749.6 |
| High |
763.8 |
766.2 |
2.4 |
0.3% |
759.0 |
| Low |
751.9 |
756.6 |
4.7 |
0.6% |
732.6 |
| Close |
761.6 |
764.9 |
3.3 |
0.4% |
747.6 |
| Range |
11.9 |
9.6 |
-2.3 |
-19.3% |
26.4 |
| ATR |
16.2 |
15.7 |
-0.5 |
-2.9% |
0.0 |
| Volume |
111,095 |
102,739 |
-8,356 |
-7.5% |
461,782 |
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
791.3 |
787.8 |
770.3 |
|
| R3 |
781.8 |
778.3 |
767.5 |
|
| R2 |
772.3 |
772.3 |
766.8 |
|
| R1 |
768.5 |
768.5 |
765.8 |
770.3 |
| PP |
762.5 |
762.5 |
762.5 |
763.5 |
| S1 |
759.0 |
759.0 |
764.0 |
760.8 |
| S2 |
753.0 |
753.0 |
763.3 |
|
| S3 |
743.3 |
749.3 |
762.3 |
|
| S4 |
733.8 |
739.8 |
759.5 |
|
|
| 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 |
766.2 |
732.6 |
33.6 |
4.4% |
12.5 |
1.6% |
96% |
True |
False |
110,724 |
| 10 |
766.2 |
731.6 |
34.6 |
4.5% |
12.5 |
1.6% |
96% |
True |
False |
97,440 |
| 20 |
766.2 |
698.1 |
68.1 |
8.9% |
15.8 |
2.0% |
98% |
True |
False |
117,602 |
| 40 |
766.2 |
669.1 |
97.1 |
12.7% |
15.8 |
2.1% |
99% |
True |
False |
72,614 |
| 60 |
766.2 |
669.1 |
97.1 |
12.7% |
13.5 |
1.8% |
99% |
True |
False |
48,446 |
| 80 |
766.2 |
599.4 |
166.8 |
21.8% |
10.3 |
1.4% |
99% |
True |
False |
36,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
807.0 |
|
2.618 |
791.3 |
|
1.618 |
781.8 |
|
1.000 |
775.8 |
|
0.618 |
772.3 |
|
HIGH |
766.3 |
|
0.618 |
762.5 |
|
0.500 |
761.5 |
|
0.382 |
760.3 |
|
LOW |
756.5 |
|
0.618 |
750.8 |
|
1.000 |
747.0 |
|
1.618 |
741.0 |
|
2.618 |
731.5 |
|
4.250 |
715.8 |
|
|
| Fisher Pivots for day following 11-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
763.8 |
761.5 |
| PP |
762.5 |
758.0 |
| S1 |
761.5 |
754.5 |
|