ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 22-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
825.9 |
826.3 |
0.4 |
0.0% |
813.3 |
| High |
831.4 |
827.5 |
-3.9 |
-0.5% |
829.3 |
| Low |
822.6 |
812.3 |
-10.3 |
-1.3% |
806.6 |
| Close |
824.7 |
818.7 |
-6.0 |
-0.7% |
826.7 |
| Range |
8.8 |
15.2 |
6.4 |
72.7% |
22.7 |
| ATR |
11.9 |
12.1 |
0.2 |
2.0% |
0.0 |
| Volume |
114,254 |
133,744 |
19,490 |
17.1% |
834,669 |
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
865.0 |
857.0 |
827.0 |
|
| R3 |
850.0 |
842.0 |
823.0 |
|
| R2 |
834.8 |
834.8 |
821.5 |
|
| R1 |
826.8 |
826.8 |
820.0 |
823.0 |
| PP |
819.5 |
819.5 |
819.5 |
817.8 |
| S1 |
811.5 |
811.5 |
817.3 |
808.0 |
| S2 |
804.3 |
804.3 |
816.0 |
|
| S3 |
789.0 |
796.3 |
814.5 |
|
| S4 |
774.0 |
781.0 |
810.3 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
889.0 |
880.5 |
839.3 |
|
| R3 |
866.3 |
857.8 |
833.0 |
|
| R2 |
843.5 |
843.5 |
830.8 |
|
| R1 |
835.3 |
835.3 |
828.8 |
839.3 |
| PP |
820.8 |
820.8 |
820.8 |
823.0 |
| S1 |
812.5 |
812.5 |
824.5 |
816.8 |
| S2 |
798.3 |
798.3 |
822.5 |
|
| S3 |
775.5 |
789.8 |
820.5 |
|
| S4 |
752.8 |
767.0 |
814.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
840.5 |
812.3 |
28.2 |
3.4% |
12.3 |
1.5% |
23% |
False |
True |
122,608 |
| 10 |
840.5 |
798.3 |
42.2 |
5.2% |
13.0 |
1.6% |
48% |
False |
False |
149,088 |
| 20 |
840.5 |
780.0 |
60.5 |
7.4% |
13.0 |
1.6% |
64% |
False |
False |
82,175 |
| 40 |
840.5 |
780.0 |
60.5 |
7.4% |
10.0 |
1.2% |
64% |
False |
False |
41,112 |
| 60 |
840.5 |
737.9 |
102.6 |
12.5% |
7.8 |
0.9% |
79% |
False |
False |
27,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
892.0 |
|
2.618 |
867.3 |
|
1.618 |
852.0 |
|
1.000 |
842.8 |
|
0.618 |
837.0 |
|
HIGH |
827.5 |
|
0.618 |
821.8 |
|
0.500 |
820.0 |
|
0.382 |
818.0 |
|
LOW |
812.3 |
|
0.618 |
803.0 |
|
1.000 |
797.0 |
|
1.618 |
787.8 |
|
2.618 |
772.5 |
|
4.250 |
747.8 |
|
|
| Fisher Pivots for day following 22-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
820.0 |
823.0 |
| PP |
819.5 |
821.8 |
| S1 |
819.0 |
820.3 |
|