ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 23-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
780.6 |
779.3 |
-1.3 |
-0.2% |
766.7 |
| High |
784.5 |
787.9 |
3.4 |
0.4% |
784.5 |
| Low |
776.9 |
774.9 |
-2.0 |
-0.3% |
760.6 |
| Close |
782.8 |
781.1 |
-1.7 |
-0.2% |
782.8 |
| Range |
7.6 |
13.0 |
5.4 |
71.1% |
23.9 |
| ATR |
14.5 |
14.4 |
-0.1 |
-0.7% |
0.0 |
| Volume |
94,405 |
98,477 |
4,072 |
4.3% |
422,829 |
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
820.3 |
813.8 |
788.3 |
|
| R3 |
807.3 |
800.8 |
784.8 |
|
| R2 |
794.3 |
794.3 |
783.5 |
|
| R1 |
787.8 |
787.8 |
782.3 |
791.0 |
| PP |
781.3 |
781.3 |
781.3 |
783.0 |
| S1 |
774.8 |
774.8 |
780.0 |
778.0 |
| S2 |
768.3 |
768.3 |
778.8 |
|
| S3 |
755.3 |
761.8 |
777.5 |
|
| S4 |
742.3 |
748.8 |
774.0 |
|
|
| 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 |
787.9 |
760.6 |
27.3 |
3.5% |
12.3 |
1.6% |
75% |
True |
False |
104,261 |
| 10 |
787.9 |
742.6 |
45.3 |
5.8% |
12.0 |
1.5% |
85% |
True |
False |
106,493 |
| 20 |
787.9 |
731.6 |
56.3 |
7.2% |
12.3 |
1.6% |
88% |
True |
False |
95,811 |
| 40 |
787.9 |
669.1 |
118.8 |
15.2% |
16.0 |
2.1% |
94% |
True |
False |
91,439 |
| 60 |
787.9 |
669.1 |
118.8 |
15.2% |
14.3 |
1.8% |
94% |
True |
False |
61,010 |
| 80 |
787.9 |
599.4 |
188.5 |
24.1% |
11.3 |
1.5% |
96% |
True |
False |
45,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
843.3 |
|
2.618 |
822.0 |
|
1.618 |
809.0 |
|
1.000 |
801.0 |
|
0.618 |
796.0 |
|
HIGH |
788.0 |
|
0.618 |
783.0 |
|
0.500 |
781.5 |
|
0.382 |
779.8 |
|
LOW |
775.0 |
|
0.618 |
766.8 |
|
1.000 |
762.0 |
|
1.618 |
753.8 |
|
2.618 |
740.8 |
|
4.250 |
719.8 |
|
|
| Fisher Pivots for day following 23-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
781.5 |
781.0 |
| PP |
781.3 |
780.8 |
| S1 |
781.3 |
780.5 |
|