ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 28-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
825.5 |
825.6 |
0.1 |
0.0% |
830.2 |
| High |
829.5 |
831.0 |
1.5 |
0.2% |
832.6 |
| Low |
812.1 |
818.3 |
6.2 |
0.8% |
812.4 |
| Close |
825.5 |
824.0 |
-1.5 |
-0.2% |
825.6 |
| Range |
17.4 |
12.7 |
-4.7 |
-27.0% |
20.2 |
| ATR |
13.8 |
13.8 |
-0.1 |
-0.6% |
0.0 |
| Volume |
164,037 |
135,970 |
-28,067 |
-17.1% |
475,426 |
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
862.5 |
856.0 |
831.0 |
|
| R3 |
849.8 |
843.3 |
827.5 |
|
| R2 |
837.3 |
837.3 |
826.3 |
|
| R1 |
830.5 |
830.5 |
825.3 |
827.5 |
| PP |
824.5 |
824.5 |
824.5 |
823.0 |
| S1 |
817.8 |
817.8 |
822.8 |
814.8 |
| S2 |
811.8 |
811.8 |
821.8 |
|
| S3 |
799.0 |
805.3 |
820.5 |
|
| S4 |
786.3 |
792.5 |
817.0 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
884.3 |
875.0 |
836.8 |
|
| R3 |
864.0 |
854.8 |
831.3 |
|
| R2 |
843.8 |
843.8 |
829.3 |
|
| R1 |
834.8 |
834.8 |
827.5 |
829.0 |
| PP |
823.5 |
823.5 |
823.5 |
820.8 |
| S1 |
814.5 |
814.5 |
823.8 |
809.0 |
| S2 |
803.3 |
803.3 |
822.0 |
|
| S3 |
783.3 |
794.3 |
820.0 |
|
| S4 |
763.0 |
774.0 |
814.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
832.0 |
812.1 |
19.9 |
2.4% |
13.0 |
1.6% |
60% |
False |
False |
132,567 |
| 10 |
833.0 |
806.3 |
26.7 |
3.2% |
14.0 |
1.7% |
66% |
False |
False |
135,115 |
| 20 |
833.0 |
785.1 |
47.9 |
5.8% |
13.5 |
1.7% |
81% |
False |
False |
133,442 |
| 40 |
833.0 |
732.6 |
100.4 |
12.2% |
13.3 |
1.6% |
91% |
False |
False |
122,088 |
| 60 |
833.0 |
698.1 |
134.9 |
16.4% |
15.3 |
1.8% |
93% |
False |
False |
115,911 |
| 80 |
833.0 |
669.1 |
163.9 |
19.9% |
14.3 |
1.7% |
95% |
False |
False |
86,987 |
| 100 |
833.0 |
662.0 |
171.0 |
20.8% |
12.5 |
1.5% |
95% |
False |
False |
69,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
885.0 |
|
2.618 |
864.3 |
|
1.618 |
851.5 |
|
1.000 |
843.8 |
|
0.618 |
838.8 |
|
HIGH |
831.0 |
|
0.618 |
826.3 |
|
0.500 |
824.8 |
|
0.382 |
823.3 |
|
LOW |
818.3 |
|
0.618 |
810.5 |
|
1.000 |
805.5 |
|
1.618 |
797.8 |
|
2.618 |
785.0 |
|
4.250 |
764.3 |
|
|
| Fisher Pivots for day following 28-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
824.8 |
823.3 |
| PP |
824.5 |
822.8 |
| S1 |
824.3 |
822.0 |
|