ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 24-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
779.3 |
780.6 |
1.3 |
0.2% |
766.7 |
| High |
787.9 |
791.3 |
3.4 |
0.4% |
784.5 |
| Low |
774.9 |
772.2 |
-2.7 |
-0.3% |
760.6 |
| Close |
781.1 |
790.3 |
9.2 |
1.2% |
782.8 |
| Range |
13.0 |
19.1 |
6.1 |
46.9% |
23.9 |
| ATR |
14.4 |
14.7 |
0.3 |
2.3% |
0.0 |
| Volume |
98,477 |
115,972 |
17,495 |
17.8% |
422,829 |
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
842.0 |
835.3 |
800.8 |
|
| R3 |
822.8 |
816.0 |
795.5 |
|
| R2 |
803.8 |
803.8 |
793.8 |
|
| R1 |
797.0 |
797.0 |
792.0 |
800.3 |
| PP |
784.5 |
784.5 |
784.5 |
786.3 |
| S1 |
778.0 |
778.0 |
788.5 |
781.3 |
| S2 |
765.5 |
765.5 |
786.8 |
|
| S3 |
746.5 |
758.8 |
785.0 |
|
| S4 |
727.3 |
739.8 |
779.8 |
|
|
| 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 |
791.3 |
760.8 |
30.5 |
3.9% |
13.0 |
1.7% |
97% |
True |
False |
106,186 |
| 10 |
791.3 |
751.9 |
39.4 |
5.0% |
12.8 |
1.6% |
97% |
True |
False |
108,374 |
| 20 |
791.3 |
731.6 |
59.7 |
7.6% |
12.5 |
1.6% |
98% |
True |
False |
97,209 |
| 40 |
791.3 |
671.6 |
119.7 |
15.1% |
16.5 |
2.1% |
99% |
True |
False |
94,338 |
| 60 |
791.3 |
669.1 |
122.2 |
15.5% |
14.0 |
1.8% |
99% |
True |
False |
62,943 |
| 80 |
791.3 |
599.4 |
191.9 |
24.3% |
11.5 |
1.5% |
99% |
True |
False |
47,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
872.5 |
|
2.618 |
841.3 |
|
1.618 |
822.3 |
|
1.000 |
810.5 |
|
0.618 |
803.0 |
|
HIGH |
791.3 |
|
0.618 |
784.0 |
|
0.500 |
781.8 |
|
0.382 |
779.5 |
|
LOW |
772.3 |
|
0.618 |
760.5 |
|
1.000 |
753.0 |
|
1.618 |
741.3 |
|
2.618 |
722.3 |
|
4.250 |
691.0 |
|
|
| Fisher Pivots for day following 24-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
787.5 |
787.5 |
| PP |
784.5 |
784.5 |
| S1 |
781.8 |
781.8 |
|