ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 15-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
822.3 |
819.6 |
-2.7 |
-0.3% |
826.0 |
| High |
825.0 |
828.9 |
3.9 |
0.5% |
831.9 |
| Low |
813.2 |
809.7 |
-3.5 |
-0.4% |
810.3 |
| Close |
820.1 |
813.3 |
-6.8 |
-0.8% |
813.4 |
| Range |
11.8 |
19.2 |
7.4 |
62.7% |
21.6 |
| ATR |
13.5 |
13.9 |
0.4 |
3.0% |
0.0 |
| Volume |
132,163 |
171,353 |
39,190 |
29.7% |
625,260 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
875.0 |
863.3 |
823.8 |
|
| R3 |
855.8 |
844.0 |
818.5 |
|
| R2 |
836.5 |
836.5 |
816.8 |
|
| R1 |
825.0 |
825.0 |
815.0 |
821.0 |
| PP |
817.3 |
817.3 |
817.3 |
815.5 |
| S1 |
805.8 |
805.8 |
811.5 |
802.0 |
| S2 |
798.0 |
798.0 |
809.8 |
|
| S3 |
779.0 |
786.5 |
808.0 |
|
| S4 |
759.8 |
767.3 |
802.8 |
|
|
| 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 |
831.2 |
809.7 |
21.5 |
2.6% |
13.0 |
1.6% |
17% |
False |
True |
140,787 |
| 10 |
832.0 |
806.1 |
25.9 |
3.2% |
12.8 |
1.6% |
28% |
False |
False |
128,629 |
| 20 |
832.0 |
772.2 |
59.8 |
7.4% |
13.3 |
1.6% |
69% |
False |
False |
127,274 |
| 40 |
832.0 |
702.4 |
129.6 |
15.9% |
13.8 |
1.7% |
86% |
False |
False |
114,435 |
| 60 |
832.0 |
669.1 |
162.9 |
20.0% |
15.0 |
1.9% |
89% |
False |
False |
98,480 |
| 80 |
832.0 |
669.1 |
162.9 |
20.0% |
14.0 |
1.7% |
89% |
False |
False |
73,893 |
| 100 |
832.0 |
599.4 |
232.6 |
28.6% |
11.5 |
1.4% |
92% |
False |
False |
59,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
910.5 |
|
2.618 |
879.3 |
|
1.618 |
860.0 |
|
1.000 |
848.0 |
|
0.618 |
840.8 |
|
HIGH |
829.0 |
|
0.618 |
821.5 |
|
0.500 |
819.3 |
|
0.382 |
817.0 |
|
LOW |
809.8 |
|
0.618 |
797.8 |
|
1.000 |
790.5 |
|
1.618 |
778.8 |
|
2.618 |
759.5 |
|
4.250 |
728.0 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
819.3 |
819.3 |
| PP |
817.3 |
817.3 |
| S1 |
815.3 |
815.3 |
|