ICE Russell 2000 Mini Future June 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 |
785.7 |
790.7 |
5.0 |
0.6% |
809.5 |
| High |
791.4 |
803.0 |
11.6 |
1.5% |
825.0 |
| Low |
784.0 |
789.4 |
5.4 |
0.7% |
794.5 |
| Close |
791.3 |
801.3 |
10.0 |
1.3% |
797.2 |
| Range |
7.4 |
13.6 |
6.2 |
83.8% |
30.5 |
| ATR |
11.1 |
11.3 |
0.2 |
1.6% |
0.0 |
| Volume |
24,090 |
121,730 |
97,640 |
405.3% |
1,395 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
838.8 |
833.5 |
808.8 |
|
| R3 |
825.0 |
820.0 |
805.0 |
|
| R2 |
811.5 |
811.5 |
803.8 |
|
| R1 |
806.5 |
806.5 |
802.5 |
809.0 |
| PP |
798.0 |
798.0 |
798.0 |
799.3 |
| S1 |
792.8 |
792.8 |
800.0 |
795.3 |
| S2 |
784.3 |
784.3 |
798.8 |
|
| S3 |
770.8 |
779.3 |
797.5 |
|
| S4 |
757.0 |
765.5 |
793.8 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
897.0 |
877.8 |
814.0 |
|
| R3 |
866.5 |
847.3 |
805.5 |
|
| R2 |
836.0 |
836.0 |
802.8 |
|
| R1 |
816.8 |
816.8 |
800.0 |
811.0 |
| PP |
805.5 |
805.5 |
805.5 |
802.8 |
| S1 |
786.3 |
786.3 |
794.5 |
780.5 |
| S2 |
775.0 |
775.0 |
791.5 |
|
| S3 |
744.5 |
755.8 |
788.8 |
|
| S4 |
714.0 |
725.3 |
780.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
860.8 |
|
2.618 |
838.5 |
|
1.618 |
825.0 |
|
1.000 |
816.5 |
|
0.618 |
811.5 |
|
HIGH |
803.0 |
|
0.618 |
797.8 |
|
0.500 |
796.3 |
|
0.382 |
794.5 |
|
LOW |
789.5 |
|
0.618 |
781.0 |
|
1.000 |
775.8 |
|
1.618 |
767.5 |
|
2.618 |
753.8 |
|
4.250 |
731.5 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
799.5 |
798.0 |
| PP |
798.0 |
794.8 |
| S1 |
796.3 |
791.5 |
|