ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 01-Mar-2012
Day Change Summary
Previous Current
29-Feb-2012 01-Mar-2012 Change Change % Previous Week
Open 824.3 808.5 -15.8 -1.9% 830.2
High 829.6 823.7 -5.9 -0.7% 832.6
Low 805.5 805.5 0.0 0.0% 812.4
Close 810.0 816.2 6.2 0.8% 825.6
Range 24.1 18.2 -5.9 -24.5% 20.2
ATR 14.5 14.8 0.3 1.8% 0.0
Volume 188,352 175,294 -13,058 -6.9% 475,426
Daily Pivots for day following 01-Mar-2012
Classic Woodie Camarilla DeMark
R4 869.8 861.3 826.3
R3 851.5 843.0 821.3
R2 833.3 833.3 819.5
R1 824.8 824.8 817.8 829.0
PP 815.3 815.3 815.3 817.3
S1 806.5 806.5 814.5 810.8
S2 797.0 797.0 812.8
S3 778.8 788.3 811.3
S4 760.5 770.3 806.3
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 3.2% 16.0 2.0% 40% False True 153,032
10 833.0 805.5 27.5 3.4% 15.3 1.9% 39% False True 141,128
20 833.0 805.5 27.5 3.4% 14.0 1.7% 39% False True 134,879
40 833.0 732.6 100.4 12.3% 13.8 1.7% 83% False False 126,694
60 833.0 698.1 134.9 16.5% 15.5 1.9% 88% False False 121,926
80 833.0 669.1 163.9 20.1% 14.5 1.8% 90% False False 91,532
100 833.0 669.1 163.9 20.1% 12.8 1.6% 90% False False 73,228
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 901.0
2.618 871.3
1.618 853.3
1.000 842.0
0.618 835.0
HIGH 823.8
0.618 816.8
0.500 814.5
0.382 812.5
LOW 805.5
0.618 794.3
1.000 787.3
1.618 776.0
2.618 757.8
4.250 728.3
Fisher Pivots for day following 01-Mar-2012
Pivot 1 day 3 day
R1 815.8 818.3
PP 815.3 817.5
S1 814.5 817.0

These figures are updated between 7pm and 10pm EST after a trading day.

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