ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 12-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
759.5 |
764.0 |
4.5 |
0.6% |
749.6 |
| High |
766.2 |
771.0 |
4.8 |
0.6% |
759.0 |
| Low |
756.6 |
758.6 |
2.0 |
0.3% |
732.6 |
| Close |
764.9 |
768.0 |
3.1 |
0.4% |
747.6 |
| Range |
9.6 |
12.4 |
2.8 |
29.2% |
26.4 |
| ATR |
15.7 |
15.5 |
-0.2 |
-1.5% |
0.0 |
| Volume |
102,739 |
110,748 |
8,009 |
7.8% |
461,782 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
803.0 |
798.0 |
774.8 |
|
| R3 |
790.8 |
785.5 |
771.5 |
|
| R2 |
778.3 |
778.3 |
770.3 |
|
| R1 |
773.3 |
773.3 |
769.3 |
775.8 |
| PP |
765.8 |
765.8 |
765.8 |
767.3 |
| S1 |
760.8 |
760.8 |
766.8 |
763.3 |
| S2 |
753.5 |
753.5 |
765.8 |
|
| S3 |
741.0 |
748.3 |
764.5 |
|
| S4 |
728.8 |
736.0 |
761.3 |
|
|
| 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 |
771.0 |
741.3 |
29.7 |
3.9% |
11.0 |
1.4% |
90% |
True |
False |
106,461 |
| 10 |
771.0 |
732.6 |
38.4 |
5.0% |
11.8 |
1.5% |
92% |
True |
False |
100,181 |
| 20 |
771.0 |
698.1 |
72.9 |
9.5% |
14.8 |
1.9% |
96% |
True |
False |
108,244 |
| 40 |
771.0 |
669.1 |
101.9 |
13.3% |
15.8 |
2.0% |
97% |
True |
False |
75,379 |
| 60 |
771.0 |
669.1 |
101.9 |
13.3% |
13.8 |
1.8% |
97% |
True |
False |
50,291 |
| 80 |
771.0 |
599.4 |
171.6 |
22.3% |
10.5 |
1.4% |
98% |
True |
False |
37,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
823.8 |
|
2.618 |
803.5 |
|
1.618 |
791.0 |
|
1.000 |
783.5 |
|
0.618 |
778.8 |
|
HIGH |
771.0 |
|
0.618 |
766.3 |
|
0.500 |
764.8 |
|
0.382 |
763.3 |
|
LOW |
758.5 |
|
0.618 |
751.0 |
|
1.000 |
746.3 |
|
1.618 |
738.5 |
|
2.618 |
726.3 |
|
4.250 |
706.0 |
|
|
| Fisher Pivots for day following 12-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
767.0 |
765.8 |
| PP |
765.8 |
763.8 |
| S1 |
764.8 |
761.5 |
|