ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 09-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
826.9 |
825.3 |
-1.6 |
-0.2% |
798.4 |
| High |
831.9 |
831.2 |
-0.7 |
-0.1% |
832.0 |
| Low |
819.0 |
818.0 |
-1.0 |
-0.1% |
784.6 |
| Close |
827.9 |
824.0 |
-3.9 |
-0.5% |
827.9 |
| Range |
12.9 |
13.2 |
0.3 |
2.3% |
47.4 |
| ATR |
13.9 |
13.9 |
-0.1 |
-0.4% |
0.0 |
| Volume |
128,613 |
154,365 |
25,752 |
20.0% |
698,522 |
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
864.0 |
857.3 |
831.3 |
|
| R3 |
850.8 |
844.0 |
827.8 |
|
| R2 |
837.5 |
837.5 |
826.5 |
|
| R1 |
830.8 |
830.8 |
825.3 |
827.5 |
| PP |
824.5 |
824.5 |
824.5 |
822.8 |
| S1 |
817.5 |
817.5 |
822.8 |
814.5 |
| S2 |
811.3 |
811.3 |
821.5 |
|
| S3 |
798.0 |
804.5 |
820.3 |
|
| S4 |
784.8 |
791.3 |
816.8 |
|
|
| 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 |
809.2 |
22.8 |
2.8% |
13.0 |
1.6% |
65% |
False |
False |
126,709 |
| 10 |
832.0 |
784.6 |
47.4 |
5.8% |
13.5 |
1.6% |
83% |
False |
False |
131,938 |
| 20 |
832.0 |
755.2 |
76.8 |
9.3% |
13.5 |
1.6% |
90% |
False |
False |
122,758 |
| 40 |
832.0 |
698.1 |
133.9 |
16.3% |
14.5 |
1.8% |
94% |
False |
False |
120,180 |
| 60 |
832.0 |
669.1 |
162.9 |
19.8% |
15.0 |
1.8% |
95% |
False |
False |
89,329 |
| 80 |
832.0 |
669.1 |
162.9 |
19.8% |
13.5 |
1.6% |
95% |
False |
False |
67,024 |
| 100 |
832.0 |
599.4 |
232.6 |
28.2% |
11.0 |
1.3% |
97% |
False |
False |
53,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
887.3 |
|
2.618 |
865.8 |
|
1.618 |
852.5 |
|
1.000 |
844.5 |
|
0.618 |
839.3 |
|
HIGH |
831.3 |
|
0.618 |
826.3 |
|
0.500 |
824.5 |
|
0.382 |
823.0 |
|
LOW |
818.0 |
|
0.618 |
809.8 |
|
1.000 |
804.8 |
|
1.618 |
796.8 |
|
2.618 |
783.5 |
|
4.250 |
762.0 |
|
|
| Fisher Pivots for day following 09-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
824.5 |
825.0 |
| PP |
824.5 |
824.8 |
| S1 |
824.3 |
824.3 |
|