ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 14-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
818.5 |
822.3 |
3.8 |
0.5% |
826.0 |
| High |
824.1 |
825.0 |
0.9 |
0.1% |
831.9 |
| Low |
815.3 |
813.2 |
-2.1 |
-0.3% |
810.3 |
| Close |
822.8 |
820.1 |
-2.7 |
-0.3% |
813.4 |
| Range |
8.8 |
11.8 |
3.0 |
34.1% |
21.6 |
| ATR |
13.6 |
13.5 |
-0.1 |
-1.0% |
0.0 |
| Volume |
110,934 |
132,163 |
21,229 |
19.1% |
625,260 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
854.8 |
849.3 |
826.5 |
|
| R3 |
843.0 |
837.5 |
823.3 |
|
| R2 |
831.3 |
831.3 |
822.3 |
|
| R1 |
825.8 |
825.8 |
821.3 |
822.5 |
| PP |
819.5 |
819.5 |
819.5 |
818.0 |
| S1 |
813.8 |
813.8 |
819.0 |
810.8 |
| S2 |
807.8 |
807.8 |
818.0 |
|
| S3 |
795.8 |
802.0 |
816.8 |
|
| S4 |
784.0 |
790.3 |
813.5 |
|
|
| 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% |
11.8 |
1.4% |
45% |
False |
False |
132,239 |
| 10 |
832.0 |
787.1 |
44.9 |
5.5% |
13.0 |
1.6% |
73% |
False |
False |
125,263 |
| 20 |
832.0 |
760.8 |
71.2 |
8.7% |
13.0 |
1.6% |
83% |
False |
False |
124,720 |
| 40 |
832.0 |
702.4 |
129.6 |
15.8% |
13.8 |
1.7% |
91% |
False |
False |
113,725 |
| 60 |
832.0 |
669.1 |
162.9 |
19.9% |
15.0 |
1.8% |
93% |
False |
False |
95,627 |
| 80 |
832.0 |
669.1 |
162.9 |
19.9% |
13.8 |
1.7% |
93% |
False |
False |
71,751 |
| 100 |
832.0 |
599.4 |
232.6 |
28.4% |
11.3 |
1.4% |
95% |
False |
False |
57,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
875.3 |
|
2.618 |
856.0 |
|
1.618 |
844.0 |
|
1.000 |
836.8 |
|
0.618 |
832.3 |
|
HIGH |
825.0 |
|
0.618 |
820.5 |
|
0.500 |
819.0 |
|
0.382 |
817.8 |
|
LOW |
813.3 |
|
0.618 |
806.0 |
|
1.000 |
801.5 |
|
1.618 |
794.0 |
|
2.618 |
782.3 |
|
4.250 |
763.0 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
819.8 |
819.3 |
| PP |
819.5 |
818.5 |
| S1 |
819.0 |
817.8 |
|