ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 17-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
810.5 |
827.3 |
16.8 |
2.1% |
818.5 |
| High |
828.9 |
833.0 |
4.1 |
0.5% |
833.0 |
| Low |
806.3 |
826.1 |
19.8 |
2.5% |
806.3 |
| Close |
827.5 |
827.6 |
0.1 |
0.0% |
827.6 |
| Range |
22.6 |
6.9 |
-15.7 |
-69.5% |
26.7 |
| ATR |
14.5 |
14.0 |
-0.5 |
-3.8% |
0.0 |
| Volume |
175,374 |
96,836 |
-78,538 |
-44.8% |
686,660 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
849.5 |
845.5 |
831.5 |
|
| R3 |
842.8 |
838.5 |
829.5 |
|
| R2 |
835.8 |
835.8 |
828.8 |
|
| R1 |
831.8 |
831.8 |
828.3 |
833.8 |
| PP |
829.0 |
829.0 |
829.0 |
830.0 |
| S1 |
824.8 |
824.8 |
827.0 |
826.8 |
| S2 |
822.0 |
822.0 |
826.3 |
|
| S3 |
815.0 |
818.0 |
825.8 |
|
| S4 |
808.3 |
811.0 |
823.8 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
902.5 |
891.8 |
842.3 |
|
| R3 |
875.8 |
865.0 |
835.0 |
|
| R2 |
849.0 |
849.0 |
832.5 |
|
| R1 |
838.3 |
838.3 |
830.0 |
843.8 |
| PP |
822.3 |
822.3 |
822.3 |
825.0 |
| S1 |
811.5 |
811.5 |
825.3 |
817.0 |
| S2 |
795.5 |
795.5 |
822.8 |
|
| S3 |
769.0 |
785.0 |
820.3 |
|
| S4 |
742.3 |
758.3 |
813.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
833.0 |
806.3 |
26.7 |
3.2% |
13.8 |
1.7% |
80% |
True |
False |
137,332 |
| 10 |
833.0 |
806.3 |
26.7 |
3.2% |
12.5 |
1.5% |
80% |
True |
False |
131,192 |
| 20 |
833.0 |
772.2 |
60.8 |
7.3% |
13.8 |
1.7% |
91% |
True |
False |
131,074 |
| 40 |
833.0 |
722.5 |
110.5 |
13.4% |
13.3 |
1.6% |
95% |
True |
False |
114,259 |
| 60 |
833.0 |
669.1 |
163.9 |
19.8% |
15.3 |
1.9% |
97% |
True |
False |
103,014 |
| 80 |
833.0 |
669.1 |
163.9 |
19.8% |
14.3 |
1.7% |
97% |
True |
False |
77,295 |
| 100 |
833.0 |
599.4 |
233.6 |
28.2% |
11.8 |
1.4% |
98% |
True |
False |
61,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
862.3 |
|
2.618 |
851.0 |
|
1.618 |
844.3 |
|
1.000 |
840.0 |
|
0.618 |
837.3 |
|
HIGH |
833.0 |
|
0.618 |
830.3 |
|
0.500 |
829.5 |
|
0.382 |
828.8 |
|
LOW |
826.0 |
|
0.618 |
821.8 |
|
1.000 |
819.3 |
|
1.618 |
815.0 |
|
2.618 |
808.0 |
|
4.250 |
796.8 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
829.5 |
825.0 |
| PP |
829.0 |
822.3 |
| S1 |
828.3 |
819.8 |
|