ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
825.6 |
824.3 |
-1.3 |
-0.2% |
830.2 |
| High |
831.0 |
829.6 |
-1.4 |
-0.2% |
832.6 |
| Low |
818.3 |
805.5 |
-12.8 |
-1.6% |
812.4 |
| Close |
824.0 |
810.0 |
-14.0 |
-1.7% |
825.6 |
| Range |
12.7 |
24.1 |
11.4 |
89.8% |
20.2 |
| ATR |
13.8 |
14.5 |
0.7 |
5.4% |
0.0 |
| Volume |
135,970 |
188,352 |
52,382 |
38.5% |
475,426 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
887.3 |
872.8 |
823.3 |
|
| R3 |
863.3 |
848.8 |
816.8 |
|
| R2 |
839.3 |
839.3 |
814.5 |
|
| R1 |
824.5 |
824.5 |
812.3 |
819.8 |
| PP |
815.0 |
815.0 |
815.0 |
812.8 |
| S1 |
800.5 |
800.5 |
807.8 |
795.8 |
| S2 |
791.0 |
791.0 |
805.5 |
|
| S3 |
766.8 |
776.3 |
803.3 |
|
| S4 |
742.8 |
752.3 |
796.8 |
|
|
| 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 |
832.0 |
805.5 |
26.5 |
3.3% |
15.8 |
1.9% |
17% |
False |
True |
146,283 |
| 10 |
833.0 |
805.5 |
27.5 |
3.4% |
15.3 |
1.9% |
16% |
False |
True |
140,734 |
| 20 |
833.0 |
787.1 |
45.9 |
5.7% |
14.0 |
1.7% |
50% |
False |
False |
132,998 |
| 40 |
833.0 |
732.6 |
100.4 |
12.4% |
13.5 |
1.7% |
77% |
False |
False |
125,338 |
| 60 |
833.0 |
698.1 |
134.9 |
16.7% |
15.3 |
1.9% |
83% |
False |
False |
119,027 |
| 80 |
833.0 |
669.1 |
163.9 |
20.2% |
14.3 |
1.8% |
86% |
False |
False |
89,341 |
| 100 |
833.0 |
662.0 |
171.0 |
21.1% |
12.8 |
1.6% |
87% |
False |
False |
71,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
932.0 |
|
2.618 |
892.8 |
|
1.618 |
868.5 |
|
1.000 |
853.8 |
|
0.618 |
844.5 |
|
HIGH |
829.5 |
|
0.618 |
820.5 |
|
0.500 |
817.5 |
|
0.382 |
814.8 |
|
LOW |
805.5 |
|
0.618 |
790.5 |
|
1.000 |
781.5 |
|
1.618 |
766.5 |
|
2.618 |
742.5 |
|
4.250 |
703.0 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
817.5 |
818.3 |
| PP |
815.0 |
815.5 |
| S1 |
812.5 |
812.8 |
|