ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 02-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
808.5 |
817.2 |
8.7 |
1.1% |
825.5 |
| High |
823.7 |
817.6 |
-6.1 |
-0.7% |
831.0 |
| Low |
805.5 |
798.1 |
-7.4 |
-0.9% |
798.1 |
| Close |
816.2 |
801.1 |
-15.1 |
-1.9% |
801.1 |
| Range |
18.2 |
19.5 |
1.3 |
7.1% |
32.9 |
| ATR |
14.8 |
15.1 |
0.3 |
2.3% |
0.0 |
| Volume |
175,294 |
175,157 |
-137 |
-0.1% |
838,810 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
864.0 |
852.0 |
811.8 |
|
| R3 |
844.5 |
832.5 |
806.5 |
|
| R2 |
825.0 |
825.0 |
804.8 |
|
| R1 |
813.0 |
813.0 |
803.0 |
809.3 |
| PP |
805.5 |
805.5 |
805.5 |
803.8 |
| S1 |
793.5 |
793.5 |
799.3 |
789.8 |
| S2 |
786.0 |
786.0 |
797.5 |
|
| S3 |
766.5 |
774.0 |
795.8 |
|
| S4 |
747.0 |
754.5 |
790.5 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
908.8 |
887.8 |
819.3 |
|
| R3 |
875.8 |
855.0 |
810.3 |
|
| R2 |
843.0 |
843.0 |
807.3 |
|
| R1 |
822.0 |
822.0 |
804.0 |
816.0 |
| PP |
810.0 |
810.0 |
810.0 |
807.0 |
| S1 |
789.3 |
789.3 |
798.0 |
783.3 |
| S2 |
777.3 |
777.3 |
795.0 |
|
| S3 |
744.3 |
756.3 |
792.0 |
|
| S4 |
711.3 |
723.3 |
783.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
831.0 |
798.1 |
32.9 |
4.1% |
18.5 |
2.3% |
9% |
False |
True |
167,762 |
| 10 |
833.0 |
798.1 |
34.9 |
4.4% |
15.0 |
1.9% |
9% |
False |
True |
141,107 |
| 20 |
833.0 |
798.1 |
34.9 |
4.4% |
14.5 |
1.8% |
9% |
False |
True |
138,478 |
| 40 |
833.0 |
732.6 |
100.4 |
12.5% |
13.8 |
1.7% |
68% |
False |
False |
128,620 |
| 60 |
833.0 |
698.1 |
134.9 |
16.8% |
15.5 |
1.9% |
76% |
False |
False |
124,693 |
| 80 |
833.0 |
669.1 |
163.9 |
20.5% |
14.8 |
1.8% |
81% |
False |
False |
93,716 |
| 100 |
833.0 |
669.1 |
163.9 |
20.5% |
13.0 |
1.6% |
81% |
False |
False |
74,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
900.5 |
|
2.618 |
868.8 |
|
1.618 |
849.3 |
|
1.000 |
837.0 |
|
0.618 |
829.8 |
|
HIGH |
817.5 |
|
0.618 |
810.3 |
|
0.500 |
807.8 |
|
0.382 |
805.5 |
|
LOW |
798.0 |
|
0.618 |
786.0 |
|
1.000 |
778.5 |
|
1.618 |
766.5 |
|
2.618 |
747.0 |
|
4.250 |
715.3 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
807.8 |
813.8 |
| PP |
805.5 |
809.5 |
| S1 |
803.3 |
805.3 |
|