ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
826.3 |
819.1 |
-7.2 |
-0.9% |
827.6 |
| High |
827.5 |
828.9 |
1.4 |
0.2% |
840.5 |
| Low |
812.3 |
811.2 |
-1.1 |
-0.1% |
811.2 |
| Close |
818.7 |
828.4 |
9.7 |
1.2% |
828.4 |
| Range |
15.2 |
17.7 |
2.5 |
16.4% |
29.3 |
| ATR |
12.1 |
12.5 |
0.4 |
3.3% |
0.0 |
| Volume |
133,744 |
109,611 |
-24,133 |
-18.0% |
616,847 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
876.0 |
869.8 |
838.3 |
|
| R3 |
858.3 |
852.3 |
833.3 |
|
| R2 |
840.5 |
840.5 |
831.8 |
|
| R1 |
834.5 |
834.5 |
830.0 |
837.5 |
| PP |
822.8 |
822.8 |
822.8 |
824.3 |
| S1 |
816.8 |
816.8 |
826.8 |
819.8 |
| S2 |
805.3 |
805.3 |
825.3 |
|
| S3 |
787.5 |
799.0 |
823.5 |
|
| S4 |
769.8 |
781.3 |
818.8 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
914.5 |
900.8 |
844.5 |
|
| R3 |
885.3 |
871.5 |
836.5 |
|
| R2 |
856.0 |
856.0 |
833.8 |
|
| R1 |
842.3 |
842.3 |
831.0 |
849.0 |
| PP |
826.8 |
826.8 |
826.8 |
830.3 |
| S1 |
813.0 |
813.0 |
825.8 |
819.8 |
| S2 |
797.5 |
797.5 |
823.0 |
|
| S3 |
768.0 |
783.5 |
820.3 |
|
| S4 |
738.8 |
754.3 |
812.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
840.5 |
811.2 |
29.3 |
3.5% |
14.5 |
1.7% |
59% |
False |
True |
123,369 |
| 10 |
840.5 |
806.6 |
33.9 |
4.1% |
12.8 |
1.5% |
64% |
False |
False |
145,151 |
| 20 |
840.5 |
780.0 |
60.5 |
7.3% |
14.0 |
1.7% |
80% |
False |
False |
87,654 |
| 40 |
840.5 |
780.0 |
60.5 |
7.3% |
10.5 |
1.3% |
80% |
False |
False |
43,851 |
| 60 |
840.5 |
737.9 |
102.6 |
12.4% |
8.0 |
1.0% |
88% |
False |
False |
29,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
904.0 |
|
2.618 |
875.3 |
|
1.618 |
857.5 |
|
1.000 |
846.5 |
|
0.618 |
839.8 |
|
HIGH |
829.0 |
|
0.618 |
822.3 |
|
0.500 |
820.0 |
|
0.382 |
818.0 |
|
LOW |
811.3 |
|
0.618 |
800.3 |
|
1.000 |
793.5 |
|
1.618 |
782.5 |
|
2.618 |
764.8 |
|
4.250 |
736.0 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
825.5 |
826.0 |
| PP |
822.8 |
823.8 |
| S1 |
820.0 |
821.3 |
|