ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
827.3 |
830.2 |
2.9 |
0.4% |
818.5 |
| High |
833.0 |
832.6 |
-0.4 |
0.0% |
833.0 |
| Low |
826.1 |
818.0 |
-8.1 |
-1.0% |
806.3 |
| Close |
827.6 |
822.6 |
-5.0 |
-0.6% |
827.6 |
| Range |
6.9 |
14.6 |
7.7 |
111.6% |
26.7 |
| ATR |
14.0 |
14.0 |
0.0 |
0.3% |
0.0 |
| Volume |
96,836 |
112,597 |
15,761 |
16.3% |
686,660 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
868.3 |
860.0 |
830.8 |
|
| R3 |
853.5 |
845.5 |
826.5 |
|
| R2 |
839.0 |
839.0 |
825.3 |
|
| R1 |
830.8 |
830.8 |
824.0 |
827.5 |
| PP |
824.5 |
824.5 |
824.5 |
822.8 |
| S1 |
816.3 |
816.3 |
821.3 |
813.0 |
| S2 |
809.8 |
809.8 |
820.0 |
|
| S3 |
795.3 |
801.5 |
818.5 |
|
| S4 |
780.5 |
787.0 |
814.5 |
|
|
| 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% |
15.0 |
1.8% |
61% |
False |
False |
137,664 |
| 10 |
833.0 |
806.3 |
26.7 |
3.2% |
13.3 |
1.6% |
61% |
False |
False |
132,683 |
| 20 |
833.0 |
772.2 |
60.8 |
7.4% |
13.8 |
1.7% |
83% |
False |
False |
131,780 |
| 40 |
833.0 |
731.6 |
101.4 |
12.3% |
13.0 |
1.6% |
90% |
False |
False |
113,795 |
| 60 |
833.0 |
669.1 |
163.9 |
19.9% |
15.3 |
1.9% |
94% |
False |
False |
104,886 |
| 80 |
833.0 |
669.1 |
163.9 |
19.9% |
14.0 |
1.7% |
94% |
False |
False |
78,702 |
| 100 |
833.0 |
599.4 |
233.6 |
28.4% |
11.8 |
1.4% |
96% |
False |
False |
62,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
894.8 |
|
2.618 |
870.8 |
|
1.618 |
856.3 |
|
1.000 |
847.3 |
|
0.618 |
841.5 |
|
HIGH |
832.5 |
|
0.618 |
827.0 |
|
0.500 |
825.3 |
|
0.382 |
823.5 |
|
LOW |
818.0 |
|
0.618 |
809.0 |
|
1.000 |
803.5 |
|
1.618 |
794.5 |
|
2.618 |
779.8 |
|
4.250 |
756.0 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
825.3 |
821.5 |
| PP |
824.5 |
820.8 |
| S1 |
823.5 |
819.8 |
|