ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 25-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
780.6 |
789.8 |
9.2 |
1.2% |
766.7 |
| High |
791.3 |
795.3 |
4.0 |
0.5% |
784.5 |
| Low |
772.2 |
781.4 |
9.2 |
1.2% |
760.6 |
| Close |
790.3 |
794.1 |
3.8 |
0.5% |
782.8 |
| Range |
19.1 |
13.9 |
-5.2 |
-27.2% |
23.9 |
| ATR |
14.7 |
14.7 |
-0.1 |
-0.4% |
0.0 |
| Volume |
115,972 |
141,513 |
25,541 |
22.0% |
422,829 |
|
| Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
832.0 |
827.0 |
801.8 |
|
| R3 |
818.0 |
813.0 |
798.0 |
|
| R2 |
804.3 |
804.3 |
796.8 |
|
| R1 |
799.3 |
799.3 |
795.3 |
801.8 |
| PP |
790.3 |
790.3 |
790.3 |
791.5 |
| S1 |
785.3 |
785.3 |
792.8 |
787.8 |
| S2 |
776.3 |
776.3 |
791.5 |
|
| S3 |
762.5 |
771.3 |
790.3 |
|
| S4 |
748.5 |
757.5 |
786.5 |
|
|
| 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 |
795.3 |
772.2 |
23.1 |
2.9% |
12.8 |
1.6% |
95% |
True |
False |
110,434 |
| 10 |
795.3 |
755.2 |
40.1 |
5.0% |
13.0 |
1.6% |
97% |
True |
False |
111,416 |
| 20 |
795.3 |
731.6 |
63.7 |
8.0% |
12.8 |
1.6% |
98% |
True |
False |
102,135 |
| 40 |
795.3 |
674.9 |
120.4 |
15.2% |
16.8 |
2.1% |
99% |
True |
False |
97,875 |
| 60 |
795.3 |
669.1 |
126.2 |
15.9% |
14.3 |
1.8% |
99% |
True |
False |
65,301 |
| 80 |
795.3 |
599.4 |
195.9 |
24.7% |
11.8 |
1.5% |
99% |
True |
False |
48,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
854.5 |
|
2.618 |
831.8 |
|
1.618 |
817.8 |
|
1.000 |
809.3 |
|
0.618 |
804.0 |
|
HIGH |
795.3 |
|
0.618 |
790.0 |
|
0.500 |
788.3 |
|
0.382 |
786.8 |
|
LOW |
781.5 |
|
0.618 |
772.8 |
|
1.000 |
767.5 |
|
1.618 |
759.0 |
|
2.618 |
745.0 |
|
4.250 |
722.3 |
|
|
| Fisher Pivots for day following 25-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
792.3 |
790.8 |
| PP |
790.3 |
787.3 |
| S1 |
788.3 |
783.8 |
|