ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
794.1 |
804.0 |
9.9 |
1.2% |
801.0 |
| High |
806.8 |
821.7 |
14.9 |
1.8% |
821.7 |
| Low |
793.3 |
801.9 |
8.6 |
1.1% |
783.7 |
| Close |
805.2 |
818.4 |
13.2 |
1.6% |
818.4 |
| Range |
13.5 |
19.8 |
6.3 |
46.7% |
38.0 |
| ATR |
14.8 |
15.2 |
0.4 |
2.4% |
0.0 |
| Volume |
203,159 |
113,361 |
-89,798 |
-44.2% |
762,814 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
873.5 |
865.8 |
829.3 |
|
| R3 |
853.5 |
846.0 |
823.8 |
|
| R2 |
833.8 |
833.8 |
822.0 |
|
| R1 |
826.0 |
826.0 |
820.3 |
830.0 |
| PP |
814.0 |
814.0 |
814.0 |
816.0 |
| S1 |
806.3 |
806.3 |
816.5 |
810.3 |
| S2 |
794.3 |
794.3 |
814.8 |
|
| S3 |
774.5 |
786.5 |
813.0 |
|
| S4 |
754.5 |
766.8 |
807.5 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
922.0 |
908.3 |
839.3 |
|
| R3 |
884.0 |
870.3 |
828.8 |
|
| R2 |
846.0 |
846.0 |
825.3 |
|
| R1 |
832.3 |
832.3 |
822.0 |
839.0 |
| PP |
808.0 |
808.0 |
808.0 |
811.5 |
| S1 |
794.3 |
794.3 |
815.0 |
801.0 |
| S2 |
770.0 |
770.0 |
811.5 |
|
| S3 |
732.0 |
756.3 |
808.0 |
|
| S4 |
694.0 |
718.3 |
797.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
821.7 |
783.7 |
38.0 |
4.6% |
15.0 |
1.8% |
91% |
True |
False |
152,562 |
| 10 |
831.0 |
783.7 |
47.3 |
5.8% |
16.8 |
2.0% |
73% |
False |
False |
160,162 |
| 20 |
833.0 |
783.7 |
49.3 |
6.0% |
15.0 |
1.8% |
70% |
False |
False |
144,941 |
| 40 |
833.0 |
755.2 |
77.8 |
9.5% |
14.3 |
1.7% |
81% |
False |
False |
133,850 |
| 60 |
833.0 |
698.1 |
134.9 |
16.5% |
14.8 |
1.8% |
89% |
False |
False |
128,434 |
| 80 |
833.0 |
669.1 |
163.9 |
20.0% |
15.0 |
1.8% |
91% |
False |
False |
103,232 |
| 100 |
833.0 |
669.1 |
163.9 |
20.0% |
13.8 |
1.7% |
91% |
False |
False |
82,607 |
| 120 |
833.0 |
599.4 |
233.6 |
28.5% |
11.5 |
1.4% |
94% |
False |
False |
68,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
905.8 |
|
2.618 |
873.5 |
|
1.618 |
853.8 |
|
1.000 |
841.5 |
|
0.618 |
834.0 |
|
HIGH |
821.8 |
|
0.618 |
814.3 |
|
0.500 |
811.8 |
|
0.382 |
809.5 |
|
LOW |
802.0 |
|
0.618 |
789.8 |
|
1.000 |
782.0 |
|
1.618 |
769.8 |
|
2.618 |
750.0 |
|
4.250 |
717.8 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
816.3 |
813.8 |
| PP |
814.0 |
809.3 |
| S1 |
811.8 |
804.8 |
|