ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 05-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
817.2 |
801.0 |
-16.2 |
-2.0% |
825.5 |
| High |
817.6 |
805.6 |
-12.0 |
-1.5% |
831.0 |
| Low |
798.1 |
793.8 |
-4.3 |
-0.5% |
798.1 |
| Close |
801.1 |
805.2 |
4.1 |
0.5% |
801.1 |
| Range |
19.5 |
11.8 |
-7.7 |
-39.5% |
32.9 |
| ATR |
15.1 |
14.9 |
-0.2 |
-1.6% |
0.0 |
| Volume |
175,157 |
145,136 |
-30,021 |
-17.1% |
838,810 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
837.0 |
832.8 |
811.8 |
|
| R3 |
825.3 |
821.0 |
808.5 |
|
| R2 |
813.3 |
813.3 |
807.3 |
|
| R1 |
809.3 |
809.3 |
806.3 |
811.3 |
| PP |
801.5 |
801.5 |
801.5 |
802.5 |
| S1 |
797.5 |
797.5 |
804.0 |
799.5 |
| S2 |
789.8 |
789.8 |
803.0 |
|
| S3 |
778.0 |
785.8 |
802.0 |
|
| S4 |
766.3 |
773.8 |
798.8 |
|
|
| 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 |
793.8 |
37.2 |
4.6% |
17.3 |
2.1% |
31% |
False |
True |
163,981 |
| 10 |
832.6 |
793.8 |
38.8 |
4.8% |
15.3 |
1.9% |
29% |
False |
True |
145,937 |
| 20 |
833.0 |
793.8 |
39.2 |
4.9% |
14.0 |
1.7% |
29% |
False |
True |
138,564 |
| 40 |
833.0 |
741.3 |
91.7 |
11.4% |
13.8 |
1.7% |
70% |
False |
False |
128,947 |
| 60 |
833.0 |
698.1 |
134.9 |
16.8% |
15.5 |
1.9% |
79% |
False |
False |
127,010 |
| 80 |
833.0 |
669.1 |
163.9 |
20.4% |
14.8 |
1.8% |
83% |
False |
False |
95,530 |
| 100 |
833.0 |
669.1 |
163.9 |
20.4% |
13.0 |
1.6% |
83% |
False |
False |
76,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
855.8 |
|
2.618 |
836.5 |
|
1.618 |
824.8 |
|
1.000 |
817.5 |
|
0.618 |
813.0 |
|
HIGH |
805.5 |
|
0.618 |
801.0 |
|
0.500 |
799.8 |
|
0.382 |
798.3 |
|
LOW |
793.8 |
|
0.618 |
786.5 |
|
1.000 |
782.0 |
|
1.618 |
774.8 |
|
2.618 |
763.0 |
|
4.250 |
743.8 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
803.3 |
808.8 |
| PP |
801.5 |
807.5 |
| S1 |
799.8 |
806.5 |
|