ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 23-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
822.1 |
814.7 |
-7.4 |
-0.9% |
818.5 |
| High |
825.8 |
829.3 |
3.5 |
0.4% |
833.0 |
| Low |
814.7 |
812.4 |
-2.3 |
-0.3% |
806.3 |
| Close |
815.6 |
828.4 |
12.8 |
1.6% |
827.6 |
| Range |
11.1 |
16.9 |
5.8 |
52.3% |
26.7 |
| ATR |
13.8 |
14.0 |
0.2 |
1.6% |
0.0 |
| Volume |
119,773 |
141,549 |
21,776 |
18.2% |
686,660 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
874.0 |
868.3 |
837.8 |
|
| R3 |
857.3 |
851.3 |
833.0 |
|
| R2 |
840.3 |
840.3 |
831.5 |
|
| R1 |
834.3 |
834.3 |
830.0 |
837.3 |
| PP |
823.3 |
823.3 |
823.3 |
824.8 |
| S1 |
817.5 |
817.5 |
826.8 |
820.5 |
| S2 |
806.5 |
806.5 |
825.3 |
|
| S3 |
789.5 |
800.5 |
823.8 |
|
| S4 |
772.8 |
783.8 |
819.0 |
|
|
| 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% |
14.5 |
1.7% |
83% |
False |
False |
129,225 |
| 10 |
833.0 |
806.3 |
26.7 |
3.2% |
13.8 |
1.7% |
83% |
False |
False |
135,006 |
| 20 |
833.0 |
784.6 |
48.4 |
5.8% |
13.5 |
1.6% |
90% |
False |
False |
131,972 |
| 40 |
833.0 |
731.6 |
101.4 |
12.2% |
13.3 |
1.6% |
95% |
False |
False |
117,053 |
| 60 |
833.0 |
674.9 |
158.1 |
19.1% |
15.8 |
1.9% |
97% |
False |
False |
109,241 |
| 80 |
833.0 |
669.1 |
163.9 |
19.8% |
14.3 |
1.7% |
97% |
False |
False |
81,969 |
| 100 |
833.0 |
599.4 |
233.6 |
28.2% |
12.0 |
1.5% |
98% |
False |
False |
65,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
901.0 |
|
2.618 |
873.5 |
|
1.618 |
856.8 |
|
1.000 |
846.3 |
|
0.618 |
839.8 |
|
HIGH |
829.3 |
|
0.618 |
822.8 |
|
0.500 |
820.8 |
|
0.382 |
818.8 |
|
LOW |
812.5 |
|
0.618 |
802.0 |
|
1.000 |
795.5 |
|
1.618 |
785.0 |
|
2.618 |
768.3 |
|
4.250 |
740.5 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
826.0 |
826.5 |
| PP |
823.3 |
824.5 |
| S1 |
820.8 |
822.5 |
|