ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
804.0 |
817.6 |
13.6 |
1.7% |
801.0 |
| High |
821.7 |
819.9 |
-1.8 |
-0.2% |
821.7 |
| Low |
801.9 |
810.6 |
8.7 |
1.1% |
783.7 |
| Close |
818.4 |
815.6 |
-2.8 |
-0.3% |
818.4 |
| Range |
19.8 |
9.3 |
-10.5 |
-53.0% |
38.0 |
| ATR |
15.2 |
14.7 |
-0.4 |
-2.8% |
0.0 |
| Volume |
113,361 |
106,747 |
-6,614 |
-5.8% |
762,814 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
843.3 |
838.8 |
820.8 |
|
| R3 |
834.0 |
829.5 |
818.3 |
|
| R2 |
824.8 |
824.8 |
817.3 |
|
| R1 |
820.3 |
820.3 |
816.5 |
817.8 |
| PP |
815.3 |
815.3 |
815.3 |
814.3 |
| S1 |
810.8 |
810.8 |
814.8 |
808.5 |
| S2 |
806.0 |
806.0 |
814.0 |
|
| S3 |
796.8 |
801.5 |
813.0 |
|
| S4 |
787.5 |
792.3 |
810.5 |
|
|
| 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 |
4.7% |
14.5 |
1.8% |
84% |
False |
False |
144,885 |
| 10 |
831.0 |
783.7 |
47.3 |
5.8% |
15.8 |
1.9% |
67% |
False |
False |
154,433 |
| 20 |
833.0 |
783.7 |
49.3 |
6.0% |
14.8 |
1.8% |
65% |
False |
False |
143,522 |
| 40 |
833.0 |
755.2 |
77.8 |
9.5% |
14.0 |
1.7% |
78% |
False |
False |
133,750 |
| 60 |
833.0 |
698.1 |
134.9 |
16.5% |
14.3 |
1.8% |
87% |
False |
False |
125,248 |
| 80 |
833.0 |
669.1 |
163.9 |
20.1% |
15.0 |
1.8% |
89% |
False |
False |
104,564 |
| 100 |
833.0 |
669.1 |
163.9 |
20.1% |
13.8 |
1.7% |
89% |
False |
False |
83,675 |
| 120 |
833.0 |
599.4 |
233.6 |
28.6% |
11.8 |
1.4% |
93% |
False |
False |
69,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
859.5 |
|
2.618 |
844.3 |
|
1.618 |
835.0 |
|
1.000 |
829.3 |
|
0.618 |
825.8 |
|
HIGH |
820.0 |
|
0.618 |
816.3 |
|
0.500 |
815.3 |
|
0.382 |
814.3 |
|
LOW |
810.5 |
|
0.618 |
804.8 |
|
1.000 |
801.3 |
|
1.618 |
795.5 |
|
2.618 |
786.3 |
|
4.250 |
771.0 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
815.5 |
813.0 |
| PP |
815.3 |
810.3 |
| S1 |
815.3 |
807.5 |
|