ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 18-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
766.7 |
762.7 |
-4.0 |
-0.5% |
743.9 |
| High |
775.0 |
776.7 |
1.7 |
0.2% |
771.0 |
| Low |
760.6 |
760.8 |
0.2 |
0.0% |
742.6 |
| Close |
762.5 |
775.4 |
12.9 |
1.7% |
763.6 |
| Range |
14.4 |
15.9 |
1.5 |
10.4% |
28.4 |
| ATR |
15.4 |
15.4 |
0.0 |
0.2% |
0.0 |
| Volume |
106,344 |
120,275 |
13,931 |
13.1% |
543,632 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
818.8 |
813.0 |
784.3 |
|
| R3 |
802.8 |
797.0 |
779.8 |
|
| R2 |
786.8 |
786.8 |
778.3 |
|
| R1 |
781.3 |
781.3 |
776.8 |
784.0 |
| PP |
771.0 |
771.0 |
771.0 |
772.5 |
| S1 |
765.3 |
765.3 |
774.0 |
768.0 |
| S2 |
755.0 |
755.0 |
772.5 |
|
| S3 |
739.3 |
749.3 |
771.0 |
|
| S4 |
723.3 |
733.5 |
766.8 |
|
|
| 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 |
776.7 |
755.2 |
21.5 |
2.8% |
13.5 |
1.7% |
94% |
True |
False |
112,397 |
| 10 |
776.7 |
732.6 |
44.1 |
5.7% |
13.3 |
1.7% |
97% |
True |
False |
111,099 |
| 20 |
776.7 |
702.4 |
74.3 |
9.6% |
14.5 |
1.9% |
98% |
True |
False |
101,596 |
| 40 |
776.7 |
669.1 |
107.6 |
13.9% |
16.0 |
2.1% |
99% |
True |
False |
84,083 |
| 60 |
776.7 |
669.1 |
107.6 |
13.9% |
14.3 |
1.9% |
99% |
True |
False |
56,100 |
| 80 |
776.7 |
599.4 |
177.3 |
22.9% |
11.0 |
1.4% |
99% |
True |
False |
42,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
844.3 |
|
2.618 |
818.3 |
|
1.618 |
802.5 |
|
1.000 |
792.5 |
|
0.618 |
786.5 |
|
HIGH |
776.8 |
|
0.618 |
770.8 |
|
0.500 |
768.8 |
|
0.382 |
766.8 |
|
LOW |
760.8 |
|
0.618 |
751.0 |
|
1.000 |
745.0 |
|
1.618 |
735.0 |
|
2.618 |
719.3 |
|
4.250 |
693.3 |
|
|
| Fisher Pivots for day following 18-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
773.3 |
772.3 |
| PP |
771.0 |
769.0 |
| S1 |
768.8 |
766.0 |
|