ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 17-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
760.1 |
771.0 |
10.9 |
1.4% |
737.9 |
| High |
760.1 |
771.0 |
10.9 |
1.4% |
768.1 |
| Low |
760.1 |
763.2 |
3.1 |
0.4% |
737.9 |
| Close |
760.1 |
759.0 |
-1.1 |
-0.1% |
760.1 |
| Range |
0.0 |
7.8 |
7.8 |
|
30.2 |
| ATR |
5.8 |
6.2 |
0.4 |
6.3% |
0.0 |
| Volume |
170 |
11 |
-159 |
-93.5% |
389 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
787.8 |
781.3 |
763.3 |
|
| R3 |
780.0 |
773.5 |
761.3 |
|
| R2 |
772.3 |
772.3 |
760.5 |
|
| R1 |
765.5 |
765.5 |
759.8 |
765.0 |
| PP |
764.5 |
764.5 |
764.5 |
764.0 |
| S1 |
757.8 |
757.8 |
758.3 |
757.3 |
| S2 |
756.5 |
756.5 |
757.5 |
|
| S3 |
748.8 |
750.0 |
756.8 |
|
| S4 |
741.0 |
742.3 |
754.8 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
846.0 |
833.3 |
776.8 |
|
| R3 |
815.8 |
803.0 |
768.5 |
|
| R2 |
785.5 |
785.5 |
765.8 |
|
| R1 |
772.8 |
772.8 |
762.8 |
779.3 |
| PP |
755.3 |
755.3 |
755.3 |
758.5 |
| S1 |
742.8 |
742.8 |
757.3 |
749.0 |
| S2 |
725.3 |
725.3 |
754.5 |
|
| S3 |
695.0 |
712.5 |
751.8 |
|
| S4 |
664.8 |
682.3 |
743.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
804.3 |
|
2.618 |
791.5 |
|
1.618 |
783.5 |
|
1.000 |
778.8 |
|
0.618 |
775.8 |
|
HIGH |
771.0 |
|
0.618 |
768.0 |
|
0.500 |
767.0 |
|
0.382 |
766.3 |
|
LOW |
763.3 |
|
0.618 |
758.5 |
|
1.000 |
755.5 |
|
1.618 |
750.5 |
|
2.618 |
742.8 |
|
4.250 |
730.0 |
|
|
| Fisher Pivots for day following 17-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
767.0 |
765.5 |
| PP |
764.5 |
763.3 |
| S1 |
761.8 |
761.3 |
|