ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 13-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
822.7 |
818.5 |
-4.2 |
-0.5% |
826.0 |
| High |
822.8 |
824.1 |
1.3 |
0.2% |
831.9 |
| Low |
810.3 |
815.3 |
5.0 |
0.6% |
810.3 |
| Close |
813.4 |
822.8 |
9.4 |
1.2% |
813.4 |
| Range |
12.5 |
8.8 |
-3.7 |
-29.6% |
21.6 |
| ATR |
13.9 |
13.6 |
-0.2 |
-1.6% |
0.0 |
| Volume |
135,121 |
110,934 |
-24,187 |
-17.9% |
625,260 |
|
| Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
847.3 |
843.8 |
827.8 |
|
| R3 |
838.3 |
835.0 |
825.3 |
|
| R2 |
829.5 |
829.5 |
824.5 |
|
| R1 |
826.3 |
826.3 |
823.5 |
827.8 |
| PP |
820.8 |
820.8 |
820.8 |
821.5 |
| S1 |
817.3 |
817.3 |
822.0 |
819.0 |
| S2 |
812.0 |
812.0 |
821.3 |
|
| S3 |
803.3 |
808.5 |
820.5 |
|
| S4 |
794.3 |
799.8 |
818.0 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
883.3 |
870.0 |
825.3 |
|
| R3 |
861.8 |
848.3 |
819.3 |
|
| R2 |
840.3 |
840.3 |
817.3 |
|
| R1 |
826.8 |
826.8 |
815.5 |
822.8 |
| PP |
818.5 |
818.5 |
818.5 |
816.5 |
| S1 |
805.3 |
805.3 |
811.5 |
801.0 |
| S2 |
797.0 |
797.0 |
809.5 |
|
| S3 |
775.3 |
783.5 |
807.5 |
|
| S4 |
753.8 |
762.0 |
801.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
831.9 |
810.3 |
21.6 |
2.6% |
11.3 |
1.4% |
58% |
False |
False |
127,702 |
| 10 |
832.0 |
785.1 |
46.9 |
5.7% |
13.3 |
1.6% |
80% |
False |
False |
131,768 |
| 20 |
832.0 |
760.6 |
71.4 |
8.7% |
13.0 |
1.6% |
87% |
False |
False |
123,429 |
| 40 |
832.0 |
698.1 |
133.9 |
16.3% |
13.8 |
1.7% |
93% |
False |
False |
114,221 |
| 60 |
832.0 |
669.1 |
162.9 |
19.8% |
15.0 |
1.8% |
94% |
False |
False |
93,427 |
| 80 |
832.0 |
669.1 |
162.9 |
19.8% |
13.8 |
1.7% |
94% |
False |
False |
70,099 |
| 100 |
832.0 |
599.4 |
232.6 |
28.3% |
11.0 |
1.3% |
96% |
False |
False |
56,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
861.5 |
|
2.618 |
847.3 |
|
1.618 |
838.3 |
|
1.000 |
833.0 |
|
0.618 |
829.5 |
|
HIGH |
824.0 |
|
0.618 |
820.8 |
|
0.500 |
819.8 |
|
0.382 |
818.8 |
|
LOW |
815.3 |
|
0.618 |
809.8 |
|
1.000 |
806.5 |
|
1.618 |
801.0 |
|
2.618 |
792.3 |
|
4.250 |
778.0 |
|
|
| Fisher Pivots for day following 13-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
821.8 |
822.0 |
| PP |
820.8 |
821.5 |
| S1 |
819.8 |
820.8 |
|