ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 22-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
830.2 |
822.1 |
-8.1 |
-1.0% |
818.5 |
| High |
832.6 |
825.8 |
-6.8 |
-0.8% |
833.0 |
| Low |
818.0 |
814.7 |
-3.3 |
-0.4% |
806.3 |
| Close |
822.6 |
815.6 |
-7.0 |
-0.9% |
827.6 |
| Range |
14.6 |
11.1 |
-3.5 |
-24.0% |
26.7 |
| ATR |
14.0 |
13.8 |
-0.2 |
-1.5% |
0.0 |
| Volume |
112,597 |
119,773 |
7,176 |
6.4% |
686,660 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
852.0 |
845.0 |
821.8 |
|
| R3 |
841.0 |
833.8 |
818.8 |
|
| R2 |
829.8 |
829.8 |
817.8 |
|
| R1 |
822.8 |
822.8 |
816.5 |
820.8 |
| PP |
818.8 |
818.8 |
818.8 |
817.8 |
| S1 |
811.5 |
811.5 |
814.5 |
809.5 |
| S2 |
807.5 |
807.5 |
813.5 |
|
| S3 |
796.5 |
800.5 |
812.5 |
|
| S4 |
785.5 |
789.5 |
809.5 |
|
|
| 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 |
3.3% |
15.0 |
1.8% |
35% |
False |
False |
135,186 |
| 10 |
833.0 |
806.3 |
26.7 |
3.3% |
13.3 |
1.6% |
35% |
False |
False |
133,712 |
| 20 |
833.0 |
781.4 |
51.6 |
6.3% |
13.5 |
1.6% |
66% |
False |
False |
131,970 |
| 40 |
833.0 |
731.6 |
101.4 |
12.4% |
13.0 |
1.6% |
83% |
False |
False |
114,589 |
| 60 |
833.0 |
671.6 |
161.4 |
19.8% |
15.5 |
1.9% |
89% |
False |
False |
106,882 |
| 80 |
833.0 |
669.1 |
163.9 |
20.1% |
14.0 |
1.7% |
89% |
False |
False |
80,200 |
| 100 |
833.0 |
599.4 |
233.6 |
28.6% |
12.0 |
1.5% |
93% |
False |
False |
64,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
873.0 |
|
2.618 |
854.8 |
|
1.618 |
843.8 |
|
1.000 |
837.0 |
|
0.618 |
832.8 |
|
HIGH |
825.8 |
|
0.618 |
821.5 |
|
0.500 |
820.3 |
|
0.382 |
819.0 |
|
LOW |
814.8 |
|
0.618 |
807.8 |
|
1.000 |
803.5 |
|
1.618 |
796.8 |
|
2.618 |
785.8 |
|
4.250 |
767.5 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
820.3 |
823.8 |
| PP |
818.8 |
821.0 |
| S1 |
817.3 |
818.3 |
|