ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 02-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
789.3 |
809.4 |
20.1 |
2.5% |
779.3 |
| High |
809.2 |
814.9 |
5.7 |
0.7% |
798.7 |
| Low |
787.1 |
806.1 |
19.0 |
2.4% |
772.2 |
| Close |
807.4 |
810.9 |
3.5 |
0.4% |
796.2 |
| Range |
22.1 |
8.8 |
-13.3 |
-60.2% |
26.5 |
| ATR |
14.7 |
14.3 |
-0.4 |
-2.9% |
0.0 |
| Volume |
137,686 |
103,177 |
-34,509 |
-25.1% |
611,051 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
837.0 |
832.8 |
815.8 |
|
| R3 |
828.3 |
824.0 |
813.3 |
|
| R2 |
819.5 |
819.5 |
812.5 |
|
| R1 |
815.3 |
815.3 |
811.8 |
817.3 |
| PP |
810.8 |
810.8 |
810.8 |
811.8 |
| S1 |
806.3 |
806.3 |
810.0 |
808.5 |
| S2 |
801.8 |
801.8 |
809.3 |
|
| S3 |
793.0 |
797.5 |
808.5 |
|
| S4 |
784.3 |
788.8 |
806.0 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
868.5 |
858.8 |
810.8 |
|
| R3 |
842.0 |
832.3 |
803.5 |
|
| R2 |
815.5 |
815.5 |
801.0 |
|
| R1 |
805.8 |
805.8 |
798.8 |
810.8 |
| PP |
789.0 |
789.0 |
789.0 |
791.5 |
| S1 |
779.3 |
779.3 |
793.8 |
784.3 |
| S2 |
762.5 |
762.5 |
791.3 |
|
| S3 |
736.0 |
752.8 |
789.0 |
|
| S4 |
709.5 |
726.3 |
781.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
814.9 |
784.6 |
30.3 |
3.7% |
14.0 |
1.7% |
87% |
True |
False |
137,167 |
| 10 |
814.9 |
772.2 |
42.7 |
5.3% |
13.5 |
1.7% |
91% |
True |
False |
126,056 |
| 20 |
814.9 |
732.6 |
82.3 |
10.1% |
13.3 |
1.6% |
95% |
True |
False |
118,762 |
| 40 |
814.9 |
698.1 |
116.8 |
14.4% |
16.0 |
2.0% |
97% |
True |
False |
117,800 |
| 60 |
814.9 |
669.1 |
145.8 |
18.0% |
14.8 |
1.8% |
97% |
True |
False |
78,795 |
| 80 |
814.9 |
669.1 |
145.8 |
18.0% |
12.8 |
1.6% |
97% |
True |
False |
59,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
852.3 |
|
2.618 |
838.0 |
|
1.618 |
829.3 |
|
1.000 |
823.8 |
|
0.618 |
820.3 |
|
HIGH |
815.0 |
|
0.618 |
811.5 |
|
0.500 |
810.5 |
|
0.382 |
809.5 |
|
LOW |
806.0 |
|
0.618 |
800.8 |
|
1.000 |
797.3 |
|
1.618 |
791.8 |
|
2.618 |
783.0 |
|
4.250 |
768.8 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
810.8 |
807.3 |
| PP |
810.8 |
803.8 |
| S1 |
810.5 |
800.0 |
|