ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 02-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
830.0 |
831.0 |
1.0 |
0.1% |
831.0 |
| High |
836.0 |
838.0 |
2.0 |
0.2% |
850.6 |
| Low |
824.1 |
822.5 |
-1.6 |
-0.2% |
819.0 |
| Close |
827.7 |
837.7 |
10.0 |
1.2% |
827.7 |
| Range |
11.9 |
15.5 |
3.6 |
30.3% |
31.6 |
| ATR |
13.4 |
13.6 |
0.1 |
1.1% |
0.0 |
| Volume |
133,053 |
129,952 |
-3,101 |
-2.3% |
620,806 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
879.3 |
874.0 |
846.3 |
|
| R3 |
863.8 |
858.5 |
842.0 |
|
| R2 |
848.3 |
848.3 |
840.5 |
|
| R1 |
843.0 |
843.0 |
839.0 |
845.5 |
| PP |
832.8 |
832.8 |
832.8 |
834.0 |
| S1 |
827.5 |
827.5 |
836.3 |
830.0 |
| S2 |
817.3 |
817.3 |
834.8 |
|
| S3 |
801.8 |
812.0 |
833.5 |
|
| S4 |
786.3 |
796.5 |
829.3 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
927.3 |
909.0 |
845.0 |
|
| R3 |
895.8 |
877.5 |
836.5 |
|
| R2 |
864.0 |
864.0 |
833.5 |
|
| R1 |
845.8 |
845.8 |
830.5 |
839.3 |
| PP |
832.5 |
832.5 |
832.5 |
829.0 |
| S1 |
814.3 |
814.3 |
824.8 |
807.5 |
| S2 |
800.8 |
800.8 |
822.0 |
|
| S3 |
769.3 |
782.8 |
819.0 |
|
| S4 |
737.8 |
751.0 |
810.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
850.6 |
819.0 |
31.6 |
3.8% |
15.3 |
1.8% |
59% |
False |
False |
125,200 |
| 10 |
850.6 |
811.2 |
39.4 |
4.7% |
14.8 |
1.8% |
67% |
False |
False |
123,038 |
| 20 |
850.6 |
780.0 |
70.6 |
8.4% |
14.3 |
1.7% |
82% |
False |
False |
124,998 |
| 40 |
850.6 |
780.0 |
70.6 |
8.4% |
12.3 |
1.4% |
82% |
False |
False |
62,619 |
| 60 |
850.6 |
758.0 |
92.6 |
11.1% |
9.3 |
1.1% |
86% |
False |
False |
41,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
904.0 |
|
2.618 |
878.5 |
|
1.618 |
863.0 |
|
1.000 |
853.5 |
|
0.618 |
847.5 |
|
HIGH |
838.0 |
|
0.618 |
832.0 |
|
0.500 |
830.3 |
|
0.382 |
828.5 |
|
LOW |
822.5 |
|
0.618 |
813.0 |
|
1.000 |
807.0 |
|
1.618 |
797.5 |
|
2.618 |
782.0 |
|
4.250 |
756.5 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
835.3 |
834.8 |
| PP |
832.8 |
831.5 |
| S1 |
830.3 |
828.5 |
|