ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 06-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
801.0 |
805.4 |
4.4 |
0.5% |
825.5 |
| High |
805.6 |
805.4 |
-0.2 |
0.0% |
831.0 |
| Low |
793.8 |
783.7 |
-10.1 |
-1.3% |
798.1 |
| Close |
805.2 |
786.6 |
-18.6 |
-2.3% |
801.1 |
| Range |
11.8 |
21.7 |
9.9 |
83.9% |
32.9 |
| ATR |
14.9 |
15.4 |
0.5 |
3.3% |
0.0 |
| Volume |
145,136 |
165,663 |
20,527 |
14.1% |
838,810 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
857.0 |
843.5 |
798.5 |
|
| R3 |
835.3 |
821.8 |
792.5 |
|
| R2 |
813.5 |
813.5 |
790.5 |
|
| R1 |
800.0 |
800.0 |
788.5 |
796.0 |
| PP |
792.0 |
792.0 |
792.0 |
789.8 |
| S1 |
778.5 |
778.5 |
784.5 |
774.3 |
| S2 |
770.3 |
770.3 |
782.5 |
|
| S3 |
748.5 |
756.8 |
780.8 |
|
| S4 |
726.8 |
735.0 |
774.8 |
|
|
| 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 |
829.6 |
783.7 |
45.9 |
5.8% |
19.0 |
2.4% |
6% |
False |
True |
169,920 |
| 10 |
832.0 |
783.7 |
48.3 |
6.1% |
16.0 |
2.0% |
6% |
False |
True |
151,243 |
| 20 |
833.0 |
783.7 |
49.3 |
6.3% |
14.8 |
1.9% |
6% |
False |
True |
141,963 |
| 40 |
833.0 |
742.6 |
90.4 |
11.5% |
14.0 |
1.8% |
49% |
False |
False |
130,324 |
| 60 |
833.0 |
698.1 |
134.9 |
17.1% |
15.5 |
2.0% |
66% |
False |
False |
129,395 |
| 80 |
833.0 |
669.1 |
163.9 |
20.8% |
15.0 |
1.9% |
72% |
False |
False |
97,601 |
| 100 |
833.0 |
669.1 |
163.9 |
20.8% |
13.3 |
1.7% |
72% |
False |
False |
78,087 |
| 120 |
833.0 |
599.4 |
233.6 |
29.7% |
11.3 |
1.4% |
80% |
False |
False |
65,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
897.5 |
|
2.618 |
862.3 |
|
1.618 |
840.5 |
|
1.000 |
827.0 |
|
0.618 |
818.8 |
|
HIGH |
805.5 |
|
0.618 |
797.0 |
|
0.500 |
794.5 |
|
0.382 |
792.0 |
|
LOW |
783.8 |
|
0.618 |
770.3 |
|
1.000 |
762.0 |
|
1.618 |
748.5 |
|
2.618 |
727.0 |
|
4.250 |
691.5 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
794.5 |
800.8 |
| PP |
792.0 |
796.0 |
| S1 |
789.3 |
791.3 |
|