ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
815.8 |
829.4 |
13.6 |
1.7% |
801.0 |
| High |
832.3 |
832.5 |
0.2 |
0.0% |
821.7 |
| Low |
815.8 |
820.2 |
4.4 |
0.5% |
783.7 |
| Close |
831.1 |
823.2 |
-7.9 |
-1.0% |
818.4 |
| Range |
16.5 |
12.3 |
-4.2 |
-25.5% |
38.0 |
| ATR |
14.9 |
14.7 |
-0.2 |
-1.2% |
0.0 |
| Volume |
81,696 |
65,933 |
-15,763 |
-19.3% |
762,814 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
862.3 |
855.0 |
830.0 |
|
| R3 |
850.0 |
842.8 |
826.5 |
|
| R2 |
837.5 |
837.5 |
825.5 |
|
| R1 |
830.5 |
830.5 |
824.3 |
827.8 |
| PP |
825.3 |
825.3 |
825.3 |
824.0 |
| S1 |
818.0 |
818.0 |
822.0 |
815.5 |
| S2 |
813.0 |
813.0 |
821.0 |
|
| S3 |
800.8 |
805.8 |
819.8 |
|
| S4 |
788.5 |
793.5 |
816.5 |
|
|
| 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 |
832.5 |
793.3 |
39.2 |
4.8% |
14.3 |
1.7% |
76% |
True |
False |
114,179 |
| 10 |
832.5 |
783.7 |
48.8 |
5.9% |
15.0 |
1.8% |
81% |
True |
False |
136,764 |
| 20 |
833.0 |
783.7 |
49.3 |
6.0% |
15.3 |
1.8% |
80% |
False |
False |
138,749 |
| 40 |
833.0 |
760.8 |
72.2 |
8.8% |
14.0 |
1.7% |
86% |
False |
False |
131,735 |
| 60 |
833.0 |
702.4 |
130.6 |
15.9% |
14.3 |
1.7% |
92% |
False |
False |
122,066 |
| 80 |
833.0 |
669.1 |
163.9 |
19.9% |
15.0 |
1.8% |
94% |
False |
False |
106,407 |
| 100 |
833.0 |
669.1 |
163.9 |
19.9% |
14.0 |
1.7% |
94% |
False |
False |
85,151 |
| 120 |
833.0 |
599.4 |
233.6 |
28.4% |
12.0 |
1.4% |
96% |
False |
False |
70,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
884.8 |
|
2.618 |
864.8 |
|
1.618 |
852.5 |
|
1.000 |
844.8 |
|
0.618 |
840.0 |
|
HIGH |
832.5 |
|
0.618 |
827.8 |
|
0.500 |
826.3 |
|
0.382 |
825.0 |
|
LOW |
820.3 |
|
0.618 |
812.5 |
|
1.000 |
808.0 |
|
1.618 |
800.3 |
|
2.618 |
788.0 |
|
4.250 |
768.0 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
826.3 |
822.8 |
| PP |
825.3 |
822.0 |
| S1 |
824.3 |
821.5 |
|