ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 03-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
809.4 |
811.5 |
2.1 |
0.3% |
798.4 |
| High |
814.9 |
832.0 |
17.1 |
2.1% |
832.0 |
| Low |
806.1 |
809.2 |
3.1 |
0.4% |
784.6 |
| Close |
810.9 |
827.9 |
17.0 |
2.1% |
827.9 |
| Range |
8.8 |
22.8 |
14.0 |
159.1% |
47.4 |
| ATR |
14.3 |
14.9 |
0.6 |
4.2% |
0.0 |
| Volume |
103,177 |
143,410 |
40,233 |
39.0% |
698,522 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
891.5 |
882.5 |
840.5 |
|
| R3 |
868.8 |
859.8 |
834.3 |
|
| R2 |
845.8 |
845.8 |
832.0 |
|
| R1 |
836.8 |
836.8 |
830.0 |
841.3 |
| PP |
823.0 |
823.0 |
823.0 |
825.3 |
| S1 |
814.0 |
814.0 |
825.8 |
818.5 |
| S2 |
800.3 |
800.3 |
823.8 |
|
| S3 |
777.5 |
791.3 |
821.8 |
|
| S4 |
754.8 |
768.5 |
815.3 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
957.0 |
939.8 |
854.0 |
|
| R3 |
909.8 |
892.5 |
841.0 |
|
| R2 |
862.3 |
862.3 |
836.5 |
|
| R1 |
845.0 |
845.0 |
832.3 |
853.8 |
| PP |
814.8 |
814.8 |
814.8 |
819.0 |
| S1 |
797.8 |
797.8 |
823.5 |
806.3 |
| S2 |
767.5 |
767.5 |
819.3 |
|
| S3 |
720.0 |
750.3 |
814.8 |
|
| S4 |
672.8 |
702.8 |
801.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
832.0 |
784.6 |
47.4 |
5.7% |
16.3 |
2.0% |
91% |
True |
False |
139,704 |
| 10 |
832.0 |
772.2 |
59.8 |
7.2% |
15.0 |
1.8% |
93% |
True |
False |
130,957 |
| 20 |
832.0 |
741.3 |
90.7 |
11.0% |
13.5 |
1.6% |
95% |
True |
False |
119,329 |
| 40 |
832.0 |
698.1 |
133.9 |
16.2% |
16.3 |
2.0% |
97% |
True |
False |
121,234 |
| 60 |
832.0 |
669.1 |
162.9 |
19.7% |
15.0 |
1.8% |
97% |
True |
False |
81,185 |
| 80 |
832.0 |
669.1 |
162.9 |
19.7% |
13.0 |
1.6% |
97% |
True |
False |
60,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
929.0 |
|
2.618 |
891.8 |
|
1.618 |
869.0 |
|
1.000 |
854.8 |
|
0.618 |
846.0 |
|
HIGH |
832.0 |
|
0.618 |
823.3 |
|
0.500 |
820.5 |
|
0.382 |
818.0 |
|
LOW |
809.3 |
|
0.618 |
795.0 |
|
1.000 |
786.5 |
|
1.618 |
772.3 |
|
2.618 |
749.5 |
|
4.250 |
712.3 |
|
|
| Fisher Pivots for day following 03-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
825.5 |
821.8 |
| PP |
823.0 |
815.8 |
| S1 |
820.5 |
809.5 |
|