ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 01-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
824.3 |
808.5 |
-15.8 |
-1.9% |
830.2 |
| High |
829.6 |
823.7 |
-5.9 |
-0.7% |
832.6 |
| Low |
805.5 |
805.5 |
0.0 |
0.0% |
812.4 |
| Close |
810.0 |
816.2 |
6.2 |
0.8% |
825.6 |
| Range |
24.1 |
18.2 |
-5.9 |
-24.5% |
20.2 |
| ATR |
14.5 |
14.8 |
0.3 |
1.8% |
0.0 |
| Volume |
188,352 |
175,294 |
-13,058 |
-6.9% |
475,426 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
869.8 |
861.3 |
826.3 |
|
| R3 |
851.5 |
843.0 |
821.3 |
|
| R2 |
833.3 |
833.3 |
819.5 |
|
| R1 |
824.8 |
824.8 |
817.8 |
829.0 |
| PP |
815.3 |
815.3 |
815.3 |
817.3 |
| S1 |
806.5 |
806.5 |
814.5 |
810.8 |
| S2 |
797.0 |
797.0 |
812.8 |
|
| S3 |
778.8 |
788.3 |
811.3 |
|
| S4 |
760.5 |
770.3 |
806.3 |
|
|
| 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 |
805.5 |
26.5 |
3.2% |
16.0 |
2.0% |
40% |
False |
True |
153,032 |
| 10 |
833.0 |
805.5 |
27.5 |
3.4% |
15.3 |
1.9% |
39% |
False |
True |
141,128 |
| 20 |
833.0 |
805.5 |
27.5 |
3.4% |
14.0 |
1.7% |
39% |
False |
True |
134,879 |
| 40 |
833.0 |
732.6 |
100.4 |
12.3% |
13.8 |
1.7% |
83% |
False |
False |
126,694 |
| 60 |
833.0 |
698.1 |
134.9 |
16.5% |
15.5 |
1.9% |
88% |
False |
False |
121,926 |
| 80 |
833.0 |
669.1 |
163.9 |
20.1% |
14.5 |
1.8% |
90% |
False |
False |
91,532 |
| 100 |
833.0 |
669.1 |
163.9 |
20.1% |
12.8 |
1.6% |
90% |
False |
False |
73,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
901.0 |
|
2.618 |
871.3 |
|
1.618 |
853.3 |
|
1.000 |
842.0 |
|
0.618 |
835.0 |
|
HIGH |
823.8 |
|
0.618 |
816.8 |
|
0.500 |
814.5 |
|
0.382 |
812.5 |
|
LOW |
805.5 |
|
0.618 |
794.3 |
|
1.000 |
787.3 |
|
1.618 |
776.0 |
|
2.618 |
757.8 |
|
4.250 |
728.3 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
815.8 |
818.3 |
| PP |
815.3 |
817.5 |
| S1 |
814.5 |
817.0 |
|