ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 19-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
762.7 |
776.3 |
13.6 |
1.8% |
743.9 |
| High |
776.7 |
783.0 |
6.3 |
0.8% |
771.0 |
| Low |
760.8 |
773.0 |
12.2 |
1.6% |
742.6 |
| Close |
775.4 |
780.7 |
5.3 |
0.7% |
763.6 |
| Range |
15.9 |
10.0 |
-5.9 |
-37.1% |
28.4 |
| ATR |
15.4 |
15.0 |
-0.4 |
-2.5% |
0.0 |
| Volume |
120,275 |
101,805 |
-18,470 |
-15.4% |
543,632 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
809.0 |
804.8 |
786.3 |
|
| R3 |
799.0 |
794.8 |
783.5 |
|
| R2 |
789.0 |
789.0 |
782.5 |
|
| R1 |
784.8 |
784.8 |
781.5 |
786.8 |
| PP |
779.0 |
779.0 |
779.0 |
780.0 |
| S1 |
774.8 |
774.8 |
779.8 |
776.8 |
| S2 |
769.0 |
769.0 |
778.8 |
|
| S3 |
759.0 |
764.8 |
778.0 |
|
| S4 |
749.0 |
754.8 |
775.3 |
|
|
| 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 |
783.0 |
755.2 |
27.8 |
3.6% |
13.5 |
1.7% |
92% |
True |
False |
112,210 |
| 10 |
783.0 |
732.6 |
50.4 |
6.5% |
13.0 |
1.7% |
95% |
True |
False |
111,467 |
| 20 |
783.0 |
706.7 |
76.3 |
9.8% |
13.8 |
1.8% |
97% |
True |
False |
100,352 |
| 40 |
783.0 |
669.1 |
113.9 |
14.6% |
16.3 |
2.1% |
98% |
True |
False |
86,624 |
| 60 |
783.0 |
669.1 |
113.9 |
14.6% |
14.3 |
1.8% |
98% |
True |
False |
57,796 |
| 80 |
783.0 |
599.4 |
183.6 |
23.5% |
11.0 |
1.4% |
99% |
True |
False |
43,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
825.5 |
|
2.618 |
809.3 |
|
1.618 |
799.3 |
|
1.000 |
793.0 |
|
0.618 |
789.3 |
|
HIGH |
783.0 |
|
0.618 |
779.3 |
|
0.500 |
778.0 |
|
0.382 |
776.8 |
|
LOW |
773.0 |
|
0.618 |
766.8 |
|
1.000 |
763.0 |
|
1.618 |
756.8 |
|
2.618 |
746.8 |
|
4.250 |
730.5 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
779.8 |
777.8 |
| PP |
779.0 |
774.8 |
| S1 |
778.0 |
771.8 |
|