ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 07-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
805.4 |
788.4 |
-17.0 |
-2.1% |
825.5 |
| High |
805.4 |
795.5 |
-9.9 |
-1.2% |
831.0 |
| Low |
783.7 |
787.6 |
3.9 |
0.5% |
798.1 |
| Close |
786.6 |
795.1 |
8.5 |
1.1% |
801.1 |
| Range |
21.7 |
7.9 |
-13.8 |
-63.6% |
32.9 |
| ATR |
15.4 |
14.9 |
-0.5 |
-3.0% |
0.0 |
| Volume |
165,663 |
135,495 |
-30,168 |
-18.2% |
838,810 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
816.5 |
813.8 |
799.5 |
|
| R3 |
808.5 |
805.8 |
797.3 |
|
| R2 |
800.8 |
800.8 |
796.5 |
|
| R1 |
797.8 |
797.8 |
795.8 |
799.3 |
| PP |
792.8 |
792.8 |
792.8 |
793.5 |
| S1 |
790.0 |
790.0 |
794.5 |
791.3 |
| S2 |
784.8 |
784.8 |
793.8 |
|
| S3 |
777.0 |
782.0 |
793.0 |
|
| S4 |
769.0 |
774.3 |
790.8 |
|
|
| 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 |
823.7 |
783.7 |
40.0 |
5.0% |
15.8 |
2.0% |
29% |
False |
False |
159,349 |
| 10 |
832.0 |
783.7 |
48.3 |
6.1% |
15.8 |
2.0% |
24% |
False |
False |
152,816 |
| 20 |
833.0 |
783.7 |
49.3 |
6.2% |
14.5 |
1.8% |
23% |
False |
False |
143,264 |
| 40 |
833.0 |
751.9 |
81.1 |
10.2% |
13.8 |
1.7% |
53% |
False |
False |
131,282 |
| 60 |
833.0 |
698.1 |
134.9 |
17.0% |
15.0 |
1.9% |
72% |
False |
False |
130,095 |
| 80 |
833.0 |
669.1 |
163.9 |
20.6% |
15.0 |
1.9% |
77% |
False |
False |
99,290 |
| 100 |
833.0 |
669.1 |
163.9 |
20.6% |
13.5 |
1.7% |
77% |
False |
False |
79,442 |
| 120 |
833.0 |
599.4 |
233.6 |
29.4% |
11.3 |
1.4% |
84% |
False |
False |
66,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
829.0 |
|
2.618 |
816.3 |
|
1.618 |
808.3 |
|
1.000 |
803.5 |
|
0.618 |
800.5 |
|
HIGH |
795.5 |
|
0.618 |
792.5 |
|
0.500 |
791.5 |
|
0.382 |
790.5 |
|
LOW |
787.5 |
|
0.618 |
782.8 |
|
1.000 |
779.8 |
|
1.618 |
774.8 |
|
2.618 |
767.0 |
|
4.250 |
754.0 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
794.0 |
795.0 |
| PP |
792.8 |
794.8 |
| S1 |
791.5 |
794.8 |
|