ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 26-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
819.1 |
831.0 |
11.9 |
1.5% |
827.6 |
| High |
828.9 |
845.7 |
16.8 |
2.0% |
840.5 |
| Low |
811.2 |
828.1 |
16.9 |
2.1% |
811.2 |
| Close |
828.4 |
845.1 |
16.7 |
2.0% |
828.4 |
| Range |
17.7 |
17.6 |
-0.1 |
-0.6% |
29.3 |
| ATR |
12.5 |
12.9 |
0.4 |
2.9% |
0.0 |
| Volume |
109,611 |
124,758 |
15,147 |
13.8% |
616,847 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
892.5 |
886.3 |
854.8 |
|
| R3 |
874.8 |
868.8 |
850.0 |
|
| R2 |
857.3 |
857.3 |
848.3 |
|
| R1 |
851.3 |
851.3 |
846.8 |
854.3 |
| PP |
839.8 |
839.8 |
839.8 |
841.3 |
| S1 |
833.5 |
833.5 |
843.5 |
836.5 |
| S2 |
822.0 |
822.0 |
841.8 |
|
| S3 |
804.5 |
816.0 |
840.3 |
|
| S4 |
786.8 |
798.3 |
835.5 |
|
|
| 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 |
845.7 |
811.2 |
34.5 |
4.1% |
14.3 |
1.7% |
98% |
True |
False |
120,876 |
| 10 |
845.7 |
811.2 |
34.5 |
4.1% |
13.8 |
1.6% |
98% |
True |
False |
140,196 |
| 20 |
845.7 |
780.0 |
65.7 |
7.8% |
14.0 |
1.7% |
99% |
True |
False |
93,891 |
| 40 |
845.7 |
780.0 |
65.7 |
7.8% |
11.0 |
1.3% |
99% |
True |
False |
46,970 |
| 60 |
845.7 |
737.9 |
107.8 |
12.8% |
8.3 |
1.0% |
99% |
True |
False |
31,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
920.5 |
|
2.618 |
891.8 |
|
1.618 |
874.3 |
|
1.000 |
863.3 |
|
0.618 |
856.5 |
|
HIGH |
845.8 |
|
0.618 |
839.0 |
|
0.500 |
837.0 |
|
0.382 |
834.8 |
|
LOW |
828.0 |
|
0.618 |
817.3 |
|
1.000 |
810.5 |
|
1.618 |
799.5 |
|
2.618 |
782.0 |
|
4.250 |
753.3 |
|
|
| Fisher Pivots for day following 26-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
842.3 |
839.5 |
| PP |
839.8 |
834.0 |
| S1 |
837.0 |
828.5 |
|