ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 20-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
776.3 |
780.6 |
4.3 |
0.6% |
766.7 |
| High |
783.0 |
784.5 |
1.5 |
0.2% |
784.5 |
| Low |
773.0 |
776.9 |
3.9 |
0.5% |
760.6 |
| Close |
780.7 |
782.8 |
2.1 |
0.3% |
782.8 |
| Range |
10.0 |
7.6 |
-2.4 |
-24.0% |
23.9 |
| ATR |
15.0 |
14.5 |
-0.5 |
-3.5% |
0.0 |
| Volume |
101,805 |
94,405 |
-7,400 |
-7.3% |
422,829 |
|
| Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
804.3 |
801.0 |
787.0 |
|
| R3 |
796.5 |
793.5 |
785.0 |
|
| R2 |
789.0 |
789.0 |
784.3 |
|
| R1 |
786.0 |
786.0 |
783.5 |
787.5 |
| PP |
781.5 |
781.5 |
781.5 |
782.3 |
| S1 |
778.3 |
778.3 |
782.0 |
779.8 |
| S2 |
773.8 |
773.8 |
781.5 |
|
| S3 |
766.3 |
770.8 |
780.8 |
|
| S4 |
758.5 |
763.0 |
778.5 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
847.8 |
839.3 |
796.0 |
|
| R3 |
823.8 |
815.3 |
789.3 |
|
| R2 |
799.8 |
799.8 |
787.3 |
|
| R1 |
791.3 |
791.3 |
785.0 |
795.5 |
| PP |
776.0 |
776.0 |
776.0 |
778.0 |
| S1 |
767.5 |
767.5 |
780.5 |
771.8 |
| S2 |
752.0 |
752.0 |
778.5 |
|
| S3 |
728.3 |
743.5 |
776.3 |
|
| S4 |
704.3 |
719.8 |
769.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
784.5 |
755.2 |
29.3 |
3.7% |
12.5 |
1.6% |
94% |
True |
False |
108,942 |
| 10 |
784.5 |
741.3 |
43.2 |
5.5% |
11.8 |
1.5% |
96% |
True |
False |
107,701 |
| 20 |
784.5 |
722.5 |
62.0 |
7.9% |
12.8 |
1.6% |
97% |
True |
False |
97,444 |
| 40 |
784.5 |
669.1 |
115.4 |
14.7% |
16.3 |
2.1% |
99% |
True |
False |
88,983 |
| 60 |
784.5 |
669.1 |
115.4 |
14.7% |
14.3 |
1.8% |
99% |
True |
False |
59,369 |
| 80 |
784.5 |
599.4 |
185.1 |
23.6% |
11.3 |
1.4% |
99% |
True |
False |
44,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
816.8 |
|
2.618 |
804.5 |
|
1.618 |
796.8 |
|
1.000 |
792.0 |
|
0.618 |
789.3 |
|
HIGH |
784.5 |
|
0.618 |
781.5 |
|
0.500 |
780.8 |
|
0.382 |
779.8 |
|
LOW |
777.0 |
|
0.618 |
772.3 |
|
1.000 |
769.3 |
|
1.618 |
764.5 |
|
2.618 |
757.0 |
|
4.250 |
744.5 |
|
|
| Fisher Pivots for day following 20-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
782.0 |
779.5 |
| PP |
781.5 |
776.0 |
| S1 |
780.8 |
772.8 |
|