ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 08-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
826.2 |
826.9 |
0.7 |
0.1% |
798.4 |
| High |
829.7 |
831.9 |
2.2 |
0.3% |
832.0 |
| Low |
820.3 |
819.0 |
-1.3 |
-0.2% |
784.6 |
| Close |
827.7 |
827.9 |
0.2 |
0.0% |
827.9 |
| Range |
9.4 |
12.9 |
3.5 |
37.2% |
47.4 |
| ATR |
14.0 |
13.9 |
-0.1 |
-0.6% |
0.0 |
| Volume |
109,481 |
128,613 |
19,132 |
17.5% |
698,522 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
865.0 |
859.3 |
835.0 |
|
| R3 |
852.0 |
846.5 |
831.5 |
|
| R2 |
839.3 |
839.3 |
830.3 |
|
| R1 |
833.5 |
833.5 |
829.0 |
836.3 |
| PP |
826.3 |
826.3 |
826.3 |
827.8 |
| S1 |
820.8 |
820.8 |
826.8 |
823.5 |
| S2 |
813.3 |
813.3 |
825.5 |
|
| S3 |
800.5 |
807.8 |
824.3 |
|
| S4 |
787.5 |
794.8 |
820.8 |
|
|
| 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 |
806.1 |
25.9 |
3.1% |
12.3 |
1.5% |
84% |
False |
False |
116,472 |
| 10 |
832.0 |
784.6 |
47.4 |
5.7% |
13.3 |
1.6% |
91% |
False |
False |
128,938 |
| 20 |
832.0 |
755.2 |
76.8 |
9.3% |
13.3 |
1.6% |
95% |
False |
False |
120,177 |
| 40 |
832.0 |
698.1 |
133.9 |
16.2% |
14.8 |
1.8% |
97% |
False |
False |
122,419 |
| 60 |
832.0 |
669.1 |
162.9 |
19.7% |
15.0 |
1.8% |
97% |
False |
False |
86,770 |
| 80 |
832.0 |
669.1 |
162.9 |
19.7% |
13.3 |
1.6% |
97% |
False |
False |
65,094 |
| 100 |
832.0 |
599.4 |
232.6 |
28.1% |
10.8 |
1.3% |
98% |
False |
False |
52,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
886.8 |
|
2.618 |
865.8 |
|
1.618 |
852.8 |
|
1.000 |
844.8 |
|
0.618 |
839.8 |
|
HIGH |
832.0 |
|
0.618 |
827.0 |
|
0.500 |
825.5 |
|
0.382 |
824.0 |
|
LOW |
819.0 |
|
0.618 |
811.0 |
|
1.000 |
806.0 |
|
1.618 |
798.3 |
|
2.618 |
785.3 |
|
4.250 |
764.3 |
|
|
| Fisher Pivots for day following 08-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
827.0 |
827.0 |
| PP |
826.3 |
826.3 |
| S1 |
825.5 |
825.5 |
|