ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 13-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
764.0 |
768.8 |
4.8 |
0.6% |
743.9 |
| High |
771.0 |
770.0 |
-1.0 |
-0.1% |
771.0 |
| Low |
758.6 |
755.2 |
-3.4 |
-0.4% |
742.6 |
| Close |
768.0 |
763.6 |
-4.4 |
-0.6% |
763.6 |
| Range |
12.4 |
14.8 |
2.4 |
19.4% |
28.4 |
| ATR |
15.5 |
15.5 |
-0.1 |
-0.3% |
0.0 |
| Volume |
110,748 |
121,882 |
11,134 |
10.1% |
543,632 |
|
| Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
807.3 |
800.3 |
771.8 |
|
| R3 |
792.5 |
785.5 |
767.8 |
|
| R2 |
777.8 |
777.8 |
766.3 |
|
| R1 |
770.8 |
770.8 |
765.0 |
766.8 |
| PP |
763.0 |
763.0 |
763.0 |
761.0 |
| S1 |
755.8 |
755.8 |
762.3 |
752.0 |
| S2 |
748.3 |
748.3 |
761.0 |
|
| S3 |
733.3 |
741.0 |
759.5 |
|
| S4 |
718.5 |
726.3 |
755.5 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
844.3 |
832.3 |
779.3 |
|
| R3 |
815.8 |
804.0 |
771.5 |
|
| R2 |
787.5 |
787.5 |
768.8 |
|
| R1 |
775.5 |
775.5 |
766.3 |
781.5 |
| PP |
759.0 |
759.0 |
759.0 |
762.0 |
| S1 |
747.3 |
747.3 |
761.0 |
753.0 |
| S2 |
730.8 |
730.8 |
758.5 |
|
| S3 |
702.3 |
718.8 |
755.8 |
|
| S4 |
673.8 |
690.3 |
748.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
771.0 |
742.6 |
28.4 |
3.7% |
11.8 |
1.5% |
74% |
False |
False |
108,726 |
| 10 |
771.0 |
732.6 |
38.4 |
5.0% |
12.3 |
1.6% |
81% |
False |
False |
106,379 |
| 20 |
771.0 |
698.1 |
72.9 |
9.5% |
14.8 |
1.9% |
90% |
False |
False |
105,013 |
| 40 |
771.0 |
669.1 |
101.9 |
13.3% |
15.8 |
2.1% |
93% |
False |
False |
78,426 |
| 60 |
771.0 |
669.1 |
101.9 |
13.3% |
13.8 |
1.8% |
93% |
False |
False |
52,323 |
| 80 |
771.0 |
599.4 |
171.6 |
22.5% |
10.5 |
1.4% |
96% |
False |
False |
39,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
833.0 |
|
2.618 |
808.8 |
|
1.618 |
794.0 |
|
1.000 |
784.8 |
|
0.618 |
779.3 |
|
HIGH |
770.0 |
|
0.618 |
764.3 |
|
0.500 |
762.5 |
|
0.382 |
760.8 |
|
LOW |
755.3 |
|
0.618 |
746.0 |
|
1.000 |
740.5 |
|
1.618 |
731.3 |
|
2.618 |
716.5 |
|
4.250 |
692.3 |
|
|
| Fisher Pivots for day following 13-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
763.3 |
763.5 |
| PP |
763.0 |
763.3 |
| S1 |
762.5 |
763.0 |
|