ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 24-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
814.7 |
829.4 |
14.7 |
1.8% |
830.2 |
| High |
829.3 |
832.0 |
2.7 |
0.3% |
832.6 |
| Low |
812.4 |
824.6 |
12.2 |
1.5% |
812.4 |
| Close |
828.4 |
825.6 |
-2.8 |
-0.3% |
825.6 |
| Range |
16.9 |
7.4 |
-9.5 |
-56.2% |
20.2 |
| ATR |
14.0 |
13.6 |
-0.5 |
-3.4% |
0.0 |
| Volume |
141,549 |
101,507 |
-40,042 |
-28.3% |
475,426 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
849.5 |
845.0 |
829.8 |
|
| R3 |
842.3 |
837.5 |
827.8 |
|
| R2 |
834.8 |
834.8 |
827.0 |
|
| R1 |
830.3 |
830.3 |
826.3 |
828.8 |
| PP |
827.5 |
827.5 |
827.5 |
826.8 |
| S1 |
822.8 |
822.8 |
825.0 |
821.5 |
| S2 |
820.0 |
820.0 |
824.3 |
|
| S3 |
812.5 |
815.5 |
823.5 |
|
| S4 |
805.3 |
808.0 |
821.5 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
884.3 |
875.0 |
836.8 |
|
| R3 |
864.0 |
854.8 |
831.3 |
|
| R2 |
843.8 |
843.8 |
829.3 |
|
| R1 |
834.8 |
834.8 |
827.5 |
829.0 |
| PP |
823.5 |
823.5 |
823.5 |
820.8 |
| S1 |
814.5 |
814.5 |
823.8 |
809.0 |
| S2 |
803.3 |
803.3 |
822.0 |
|
| S3 |
783.3 |
794.3 |
820.0 |
|
| S4 |
763.0 |
774.0 |
814.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
833.0 |
812.4 |
20.6 |
2.5% |
11.5 |
1.4% |
64% |
False |
False |
114,452 |
| 10 |
833.0 |
806.3 |
26.7 |
3.2% |
13.3 |
1.6% |
72% |
False |
False |
129,720 |
| 20 |
833.0 |
784.6 |
48.4 |
5.9% |
13.3 |
1.6% |
85% |
False |
False |
130,829 |
| 40 |
833.0 |
731.6 |
101.4 |
12.3% |
13.0 |
1.6% |
93% |
False |
False |
118,169 |
| 60 |
833.0 |
688.2 |
144.8 |
17.5% |
15.5 |
1.9% |
95% |
False |
False |
110,933 |
| 80 |
833.0 |
669.1 |
163.9 |
19.9% |
14.3 |
1.7% |
95% |
False |
False |
83,238 |
| 100 |
833.0 |
599.4 |
233.6 |
28.3% |
12.3 |
1.5% |
97% |
False |
False |
66,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
863.5 |
|
2.618 |
851.3 |
|
1.618 |
844.0 |
|
1.000 |
839.5 |
|
0.618 |
836.5 |
|
HIGH |
832.0 |
|
0.618 |
829.3 |
|
0.500 |
828.3 |
|
0.382 |
827.5 |
|
LOW |
824.5 |
|
0.618 |
820.0 |
|
1.000 |
817.3 |
|
1.618 |
812.8 |
|
2.618 |
805.3 |
|
4.250 |
793.3 |
|
|
| Fisher Pivots for day following 24-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
828.3 |
824.5 |
| PP |
827.5 |
823.3 |
| S1 |
826.5 |
822.3 |
|