ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 06-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
817.7 |
822.9 |
5.2 |
0.6% |
790.2 |
| High |
827.1 |
824.4 |
-2.7 |
-0.3% |
827.1 |
| Low |
817.7 |
821.5 |
3.8 |
0.5% |
783.4 |
| Close |
823.9 |
820.8 |
-3.1 |
-0.4% |
823.9 |
| Range |
9.4 |
2.9 |
-6.5 |
-69.1% |
43.7 |
| ATR |
7.2 |
6.9 |
-0.3 |
-4.3% |
0.0 |
| Volume |
3 |
27 |
24 |
800.0% |
37 |
|
| Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
831.0 |
828.8 |
822.5 |
|
| R3 |
828.0 |
825.8 |
821.5 |
|
| R2 |
825.3 |
825.3 |
821.3 |
|
| R1 |
823.0 |
823.0 |
821.0 |
822.5 |
| PP |
822.3 |
822.3 |
822.3 |
822.0 |
| S1 |
820.0 |
820.0 |
820.5 |
819.8 |
| S2 |
819.3 |
819.3 |
820.3 |
|
| S3 |
816.5 |
817.3 |
820.0 |
|
| S4 |
813.5 |
814.3 |
819.3 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
942.5 |
927.0 |
848.0 |
|
| R3 |
898.8 |
883.3 |
836.0 |
|
| R2 |
855.3 |
855.3 |
832.0 |
|
| R1 |
839.5 |
839.5 |
828.0 |
847.3 |
| PP |
811.5 |
811.5 |
811.5 |
815.5 |
| S1 |
795.8 |
795.8 |
820.0 |
803.8 |
| S2 |
767.8 |
767.8 |
816.0 |
|
| S3 |
724.0 |
752.3 |
812.0 |
|
| S4 |
680.3 |
708.5 |
799.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
836.8 |
|
2.618 |
832.0 |
|
1.618 |
829.0 |
|
1.000 |
827.3 |
|
0.618 |
826.3 |
|
HIGH |
824.5 |
|
0.618 |
823.3 |
|
0.500 |
823.0 |
|
0.382 |
822.5 |
|
LOW |
821.5 |
|
0.618 |
819.8 |
|
1.000 |
818.5 |
|
1.618 |
816.8 |
|
2.618 |
814.0 |
|
4.250 |
809.3 |
|
|
| Fisher Pivots for day following 06-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
823.0 |
819.5 |
| PP |
822.3 |
818.3 |
| S1 |
821.5 |
817.0 |
|