ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 08-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
788.4 |
794.1 |
5.7 |
0.7% |
825.5 |
| High |
795.5 |
806.8 |
11.3 |
1.4% |
831.0 |
| Low |
787.6 |
793.3 |
5.7 |
0.7% |
798.1 |
| Close |
795.1 |
805.2 |
10.1 |
1.3% |
801.1 |
| Range |
7.9 |
13.5 |
5.6 |
70.9% |
32.9 |
| ATR |
14.9 |
14.8 |
-0.1 |
-0.7% |
0.0 |
| Volume |
135,495 |
203,159 |
67,664 |
49.9% |
838,810 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
842.3 |
837.3 |
812.5 |
|
| R3 |
828.8 |
823.8 |
809.0 |
|
| R2 |
815.3 |
815.3 |
807.8 |
|
| R1 |
810.3 |
810.3 |
806.5 |
812.8 |
| PP |
801.8 |
801.8 |
801.8 |
803.0 |
| S1 |
796.8 |
796.8 |
804.0 |
799.3 |
| S2 |
788.3 |
788.3 |
802.8 |
|
| S3 |
774.8 |
783.3 |
801.5 |
|
| S4 |
761.3 |
769.8 |
797.8 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
908.8 |
887.8 |
819.3 |
|
| R3 |
875.8 |
855.0 |
810.3 |
|
| R2 |
843.0 |
843.0 |
807.3 |
|
| R1 |
822.0 |
822.0 |
804.0 |
816.0 |
| PP |
810.0 |
810.0 |
810.0 |
807.0 |
| S1 |
789.3 |
789.3 |
798.0 |
783.3 |
| S2 |
777.3 |
777.3 |
795.0 |
|
| S3 |
744.3 |
756.3 |
792.0 |
|
| S4 |
711.3 |
723.3 |
783.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
817.6 |
783.7 |
33.9 |
4.2% |
15.0 |
1.8% |
63% |
False |
False |
164,922 |
| 10 |
832.0 |
783.7 |
48.3 |
6.0% |
15.5 |
1.9% |
45% |
False |
False |
158,977 |
| 20 |
833.0 |
783.7 |
49.3 |
6.1% |
14.5 |
1.8% |
44% |
False |
False |
146,991 |
| 40 |
833.0 |
755.2 |
77.8 |
9.7% |
14.0 |
1.7% |
64% |
False |
False |
133,584 |
| 60 |
833.0 |
698.1 |
134.9 |
16.8% |
14.8 |
1.8% |
79% |
False |
False |
130,610 |
| 80 |
833.0 |
669.1 |
163.9 |
20.4% |
15.0 |
1.9% |
83% |
False |
False |
101,826 |
| 100 |
833.0 |
669.1 |
163.9 |
20.4% |
13.5 |
1.7% |
83% |
False |
False |
81,474 |
| 120 |
833.0 |
599.4 |
233.6 |
29.0% |
11.5 |
1.4% |
88% |
False |
False |
67,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
864.3 |
|
2.618 |
842.3 |
|
1.618 |
828.8 |
|
1.000 |
820.3 |
|
0.618 |
815.3 |
|
HIGH |
806.8 |
|
0.618 |
801.8 |
|
0.500 |
800.0 |
|
0.382 |
798.5 |
|
LOW |
793.3 |
|
0.618 |
785.0 |
|
1.000 |
779.8 |
|
1.618 |
771.5 |
|
2.618 |
758.0 |
|
4.250 |
736.0 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
803.5 |
802.0 |
| PP |
801.8 |
798.5 |
| S1 |
800.0 |
795.3 |
|