ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 09-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
793.6 |
790.1 |
-3.5 |
-0.4% |
824.8 |
| High |
794.1 |
791.6 |
-2.5 |
-0.3% |
829.0 |
| Low |
778.6 |
778.6 |
0.0 |
0.0% |
785.4 |
| Close |
790.6 |
785.6 |
-5.0 |
-0.6% |
786.6 |
| Range |
15.5 |
13.0 |
-2.5 |
-16.1% |
43.6 |
| ATR |
16.3 |
16.0 |
-0.2 |
-1.4% |
0.0 |
| Volume |
146,435 |
161,375 |
14,940 |
10.2% |
624,921 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
824.3 |
818.0 |
792.8 |
|
| R3 |
811.3 |
805.0 |
789.3 |
|
| R2 |
798.3 |
798.3 |
788.0 |
|
| R1 |
792.0 |
792.0 |
786.8 |
788.5 |
| PP |
785.3 |
785.3 |
785.3 |
783.5 |
| S1 |
779.0 |
779.0 |
784.5 |
775.5 |
| S2 |
772.3 |
772.3 |
783.3 |
|
| S3 |
759.3 |
766.0 |
782.0 |
|
| S4 |
746.3 |
753.0 |
778.5 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
931.3 |
902.5 |
810.5 |
|
| R3 |
887.5 |
858.8 |
798.5 |
|
| R2 |
844.0 |
844.0 |
794.5 |
|
| R1 |
815.3 |
815.3 |
790.5 |
807.8 |
| PP |
800.3 |
800.3 |
800.3 |
796.5 |
| S1 |
771.8 |
771.8 |
782.5 |
764.3 |
| S2 |
756.8 |
756.8 |
778.5 |
|
| S3 |
713.3 |
728.0 |
774.5 |
|
| S4 |
669.5 |
684.5 |
762.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
818.5 |
772.8 |
45.7 |
5.8% |
18.5 |
2.4% |
28% |
False |
False |
141,037 |
| 10 |
829.0 |
772.8 |
56.2 |
7.2% |
16.5 |
2.1% |
23% |
False |
False |
128,043 |
| 20 |
829.0 |
772.8 |
56.2 |
7.2% |
16.3 |
2.1% |
23% |
False |
False |
134,037 |
| 40 |
850.6 |
772.8 |
77.8 |
9.9% |
15.0 |
1.9% |
16% |
False |
False |
134,840 |
| 60 |
850.6 |
772.8 |
77.8 |
9.9% |
14.0 |
1.8% |
16% |
False |
False |
101,240 |
| 80 |
850.6 |
769.2 |
81.4 |
10.4% |
11.8 |
1.5% |
20% |
False |
False |
75,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
846.8 |
|
2.618 |
825.8 |
|
1.618 |
812.8 |
|
1.000 |
804.5 |
|
0.618 |
799.8 |
|
HIGH |
791.5 |
|
0.618 |
786.8 |
|
0.500 |
785.0 |
|
0.382 |
783.5 |
|
LOW |
778.5 |
|
0.618 |
770.5 |
|
1.000 |
765.5 |
|
1.618 |
757.5 |
|
2.618 |
744.5 |
|
4.250 |
723.3 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
785.5 |
785.0 |
| PP |
785.3 |
784.5 |
| S1 |
785.0 |
783.8 |
|