ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 17-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
768.8 |
766.7 |
-2.1 |
-0.3% |
743.9 |
| High |
770.0 |
775.0 |
5.0 |
0.6% |
771.0 |
| Low |
755.2 |
760.6 |
5.4 |
0.7% |
742.6 |
| Close |
763.6 |
762.5 |
-1.1 |
-0.1% |
763.6 |
| Range |
14.8 |
14.4 |
-0.4 |
-2.7% |
28.4 |
| ATR |
15.5 |
15.4 |
-0.1 |
-0.5% |
0.0 |
| Volume |
121,882 |
106,344 |
-15,538 |
-12.7% |
543,632 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
809.3 |
800.3 |
770.5 |
|
| R3 |
794.8 |
785.8 |
766.5 |
|
| R2 |
780.5 |
780.5 |
765.3 |
|
| R1 |
771.5 |
771.5 |
763.8 |
768.8 |
| PP |
766.0 |
766.0 |
766.0 |
764.8 |
| S1 |
757.0 |
757.0 |
761.3 |
754.3 |
| S2 |
751.8 |
751.8 |
759.8 |
|
| S3 |
737.3 |
742.8 |
758.5 |
|
| S4 |
722.8 |
728.3 |
754.5 |
|
|
| 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 |
775.0 |
751.9 |
23.1 |
3.0% |
12.5 |
1.7% |
46% |
True |
False |
110,561 |
| 10 |
775.0 |
732.6 |
42.4 |
5.6% |
13.0 |
1.7% |
71% |
True |
False |
111,175 |
| 20 |
775.0 |
702.4 |
72.6 |
9.5% |
14.5 |
1.9% |
83% |
True |
False |
102,730 |
| 40 |
775.0 |
669.1 |
105.9 |
13.9% |
16.0 |
2.1% |
88% |
True |
False |
81,080 |
| 60 |
775.0 |
669.1 |
105.9 |
13.9% |
14.0 |
1.8% |
88% |
True |
False |
54,095 |
| 80 |
775.0 |
599.4 |
175.6 |
23.0% |
10.8 |
1.4% |
93% |
True |
False |
40,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
836.3 |
|
2.618 |
812.8 |
|
1.618 |
798.3 |
|
1.000 |
789.5 |
|
0.618 |
784.0 |
|
HIGH |
775.0 |
|
0.618 |
769.5 |
|
0.500 |
767.8 |
|
0.382 |
766.0 |
|
LOW |
760.5 |
|
0.618 |
751.8 |
|
1.000 |
746.3 |
|
1.618 |
737.3 |
|
2.618 |
723.0 |
|
4.250 |
699.5 |
|
|
| Fisher Pivots for day following 17-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
767.8 |
765.0 |
| PP |
766.0 |
764.3 |
| S1 |
764.3 |
763.3 |
|