ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
829.4 |
825.5 |
-3.9 |
-0.5% |
830.2 |
| High |
832.0 |
829.5 |
-2.5 |
-0.3% |
832.6 |
| Low |
824.6 |
812.1 |
-12.5 |
-1.5% |
812.4 |
| Close |
825.6 |
825.5 |
-0.1 |
0.0% |
825.6 |
| Range |
7.4 |
17.4 |
10.0 |
135.1% |
20.2 |
| ATR |
13.6 |
13.8 |
0.3 |
2.0% |
0.0 |
| Volume |
101,507 |
164,037 |
62,530 |
61.6% |
475,426 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
874.5 |
867.5 |
835.0 |
|
| R3 |
857.3 |
850.0 |
830.3 |
|
| R2 |
839.8 |
839.8 |
828.8 |
|
| R1 |
832.8 |
832.8 |
827.0 |
834.3 |
| PP |
822.3 |
822.3 |
822.3 |
823.3 |
| S1 |
815.3 |
815.3 |
824.0 |
816.8 |
| S2 |
805.0 |
805.0 |
822.3 |
|
| S3 |
787.5 |
797.8 |
820.8 |
|
| S4 |
770.3 |
780.5 |
816.0 |
|
|
| 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 |
832.6 |
812.1 |
20.5 |
2.5% |
13.5 |
1.6% |
65% |
False |
True |
127,892 |
| 10 |
833.0 |
806.3 |
26.7 |
3.2% |
13.8 |
1.7% |
72% |
False |
False |
132,612 |
| 20 |
833.0 |
784.6 |
48.4 |
5.9% |
13.8 |
1.7% |
85% |
False |
False |
132,495 |
| 40 |
833.0 |
732.6 |
100.4 |
12.2% |
13.0 |
1.6% |
93% |
False |
False |
120,187 |
| 60 |
833.0 |
689.5 |
143.5 |
17.4% |
15.8 |
1.9% |
95% |
False |
False |
113,665 |
| 80 |
833.0 |
669.1 |
163.9 |
19.9% |
14.3 |
1.7% |
95% |
False |
False |
85,288 |
| 100 |
833.0 |
644.3 |
188.7 |
22.9% |
12.3 |
1.5% |
96% |
False |
False |
68,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
903.5 |
|
2.618 |
875.0 |
|
1.618 |
857.8 |
|
1.000 |
847.0 |
|
0.618 |
840.3 |
|
HIGH |
829.5 |
|
0.618 |
822.8 |
|
0.500 |
820.8 |
|
0.382 |
818.8 |
|
LOW |
812.0 |
|
0.618 |
801.3 |
|
1.000 |
794.8 |
|
1.618 |
784.0 |
|
2.618 |
766.5 |
|
4.250 |
738.3 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
824.0 |
824.3 |
| PP |
822.3 |
823.3 |
| S1 |
820.8 |
822.0 |
|