ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
789.8 |
792.6 |
2.8 |
0.4% |
766.7 |
| High |
795.3 |
798.7 |
3.4 |
0.4% |
784.5 |
| Low |
781.4 |
787.1 |
5.7 |
0.7% |
760.6 |
| Close |
794.1 |
792.3 |
-1.8 |
-0.2% |
782.8 |
| Range |
13.9 |
11.6 |
-2.3 |
-16.5% |
23.9 |
| ATR |
14.7 |
14.5 |
-0.2 |
-1.5% |
0.0 |
| Volume |
141,513 |
124,362 |
-17,151 |
-12.1% |
422,829 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
827.5 |
821.5 |
798.8 |
|
| R3 |
816.0 |
810.0 |
795.5 |
|
| R2 |
804.3 |
804.3 |
794.5 |
|
| R1 |
798.3 |
798.3 |
793.3 |
795.5 |
| PP |
792.8 |
792.8 |
792.8 |
791.3 |
| S1 |
786.8 |
786.8 |
791.3 |
784.0 |
| S2 |
781.0 |
781.0 |
790.3 |
|
| S3 |
769.5 |
775.0 |
789.0 |
|
| S4 |
758.0 |
763.5 |
786.0 |
|
|
| 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 |
798.7 |
772.2 |
26.5 |
3.3% |
13.0 |
1.6% |
76% |
True |
False |
114,945 |
| 10 |
798.7 |
755.2 |
43.5 |
5.5% |
13.3 |
1.7% |
85% |
True |
False |
113,578 |
| 20 |
798.7 |
731.6 |
67.1 |
8.5% |
12.8 |
1.6% |
90% |
True |
False |
105,509 |
| 40 |
798.7 |
688.2 |
110.5 |
13.9% |
16.5 |
2.1% |
94% |
True |
False |
100,984 |
| 60 |
798.7 |
669.1 |
129.6 |
16.4% |
14.5 |
1.8% |
95% |
True |
False |
67,374 |
| 80 |
798.7 |
599.4 |
199.3 |
25.2% |
11.8 |
1.5% |
97% |
True |
False |
50,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
848.0 |
|
2.618 |
829.0 |
|
1.618 |
817.5 |
|
1.000 |
810.3 |
|
0.618 |
805.8 |
|
HIGH |
798.8 |
|
0.618 |
794.3 |
|
0.500 |
793.0 |
|
0.382 |
791.5 |
|
LOW |
787.0 |
|
0.618 |
780.0 |
|
1.000 |
775.5 |
|
1.618 |
768.3 |
|
2.618 |
756.8 |
|
4.250 |
737.8 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
793.0 |
790.0 |
| PP |
792.8 |
787.8 |
| S1 |
792.5 |
785.5 |
|