ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
753.5 |
763.1 |
9.6 |
1.3% |
781.6 |
| High |
764.4 |
767.2 |
2.8 |
0.4% |
788.3 |
| Low |
749.5 |
762.3 |
12.8 |
1.7% |
747.1 |
| Close |
763.7 |
762.3 |
-1.4 |
-0.2% |
762.3 |
| Range |
14.9 |
4.9 |
-10.0 |
-66.9% |
41.2 |
| ATR |
18.2 |
17.3 |
-0.9 |
-5.2% |
0.0 |
| Volume |
27,765 |
978 |
-26,787 |
-96.5% |
355,331 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
778.8 |
775.5 |
765.0 |
|
| R3 |
773.8 |
770.5 |
763.8 |
|
| R2 |
768.8 |
768.8 |
763.3 |
|
| R1 |
765.5 |
765.5 |
762.8 |
764.8 |
| PP |
764.0 |
764.0 |
764.0 |
763.5 |
| S1 |
760.8 |
760.8 |
761.8 |
759.8 |
| S2 |
759.0 |
759.0 |
761.3 |
|
| S3 |
754.0 |
755.8 |
761.0 |
|
| S4 |
749.0 |
750.8 |
759.5 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
889.5 |
867.0 |
785.0 |
|
| R3 |
848.3 |
826.0 |
773.5 |
|
| R2 |
807.0 |
807.0 |
769.8 |
|
| R1 |
784.8 |
784.8 |
766.0 |
775.3 |
| PP |
766.0 |
766.0 |
766.0 |
761.3 |
| S1 |
743.5 |
743.5 |
758.5 |
734.0 |
| S2 |
724.8 |
724.8 |
754.8 |
|
| S3 |
683.5 |
702.3 |
751.0 |
|
| S4 |
642.3 |
661.0 |
739.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
788.3 |
747.1 |
41.2 |
5.4% |
19.0 |
2.5% |
37% |
False |
False |
71,066 |
| 10 |
788.3 |
728.5 |
59.8 |
7.8% |
18.3 |
2.4% |
56% |
False |
False |
110,050 |
| 20 |
788.3 |
728.5 |
59.8 |
7.8% |
17.5 |
2.3% |
56% |
False |
False |
125,556 |
| 40 |
829.0 |
728.5 |
100.5 |
13.2% |
16.8 |
2.2% |
34% |
False |
False |
129,464 |
| 60 |
850.6 |
728.5 |
122.1 |
16.0% |
16.3 |
2.1% |
28% |
False |
False |
132,487 |
| 80 |
850.6 |
728.5 |
122.1 |
16.0% |
15.3 |
2.0% |
28% |
False |
False |
118,237 |
| 100 |
850.6 |
728.5 |
122.1 |
16.0% |
13.5 |
1.8% |
28% |
False |
False |
94,600 |
| 120 |
850.6 |
728.5 |
122.1 |
16.0% |
11.8 |
1.6% |
28% |
False |
False |
78,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
788.3 |
|
2.618 |
780.0 |
|
1.618 |
775.3 |
|
1.000 |
772.3 |
|
0.618 |
770.3 |
|
HIGH |
767.3 |
|
0.618 |
765.3 |
|
0.500 |
764.8 |
|
0.382 |
764.3 |
|
LOW |
762.3 |
|
0.618 |
759.3 |
|
1.000 |
757.3 |
|
1.618 |
754.3 |
|
2.618 |
749.3 |
|
4.250 |
741.3 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
764.8 |
761.0 |
| PP |
764.0 |
759.8 |
| S1 |
763.0 |
758.3 |
|