ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
817.6 |
815.8 |
-1.8 |
-0.2% |
801.0 |
| High |
819.9 |
832.3 |
12.4 |
1.5% |
821.7 |
| Low |
810.6 |
815.8 |
5.2 |
0.6% |
783.7 |
| Close |
815.6 |
831.1 |
15.5 |
1.9% |
818.4 |
| Range |
9.3 |
16.5 |
7.2 |
77.4% |
38.0 |
| ATR |
14.7 |
14.9 |
0.1 |
1.0% |
0.0 |
| Volume |
106,747 |
81,696 |
-25,051 |
-23.5% |
762,814 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
876.0 |
870.0 |
840.3 |
|
| R3 |
859.5 |
853.5 |
835.8 |
|
| R2 |
843.0 |
843.0 |
834.0 |
|
| R1 |
837.0 |
837.0 |
832.5 |
840.0 |
| PP |
826.5 |
826.5 |
826.5 |
828.0 |
| S1 |
820.5 |
820.5 |
829.5 |
823.5 |
| S2 |
810.0 |
810.0 |
828.0 |
|
| S3 |
793.5 |
804.0 |
826.5 |
|
| S4 |
777.0 |
787.5 |
822.0 |
|
|
| 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 |
832.3 |
787.6 |
44.7 |
5.4% |
13.5 |
1.6% |
97% |
True |
False |
128,091 |
| 10 |
832.3 |
783.7 |
48.6 |
5.8% |
16.3 |
2.0% |
98% |
True |
False |
149,006 |
| 20 |
833.0 |
783.7 |
49.3 |
5.9% |
15.3 |
1.8% |
96% |
False |
False |
142,060 |
| 40 |
833.0 |
760.6 |
72.4 |
8.7% |
14.0 |
1.7% |
97% |
False |
False |
132,745 |
| 60 |
833.0 |
698.1 |
134.9 |
16.2% |
14.3 |
1.7% |
99% |
False |
False |
123,501 |
| 80 |
833.0 |
669.1 |
163.9 |
19.7% |
15.0 |
1.8% |
99% |
False |
False |
105,585 |
| 100 |
833.0 |
669.1 |
163.9 |
19.7% |
14.0 |
1.7% |
99% |
False |
False |
84,492 |
| 120 |
833.0 |
599.4 |
233.6 |
28.1% |
11.8 |
1.4% |
99% |
False |
False |
70,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
902.5 |
|
2.618 |
875.5 |
|
1.618 |
859.0 |
|
1.000 |
848.8 |
|
0.618 |
842.5 |
|
HIGH |
832.3 |
|
0.618 |
826.0 |
|
0.500 |
824.0 |
|
0.382 |
822.0 |
|
LOW |
815.8 |
|
0.618 |
805.5 |
|
1.000 |
799.3 |
|
1.618 |
789.0 |
|
2.618 |
772.5 |
|
4.250 |
745.8 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
828.8 |
826.5 |
| PP |
826.5 |
821.8 |
| S1 |
824.0 |
817.0 |
|