ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 08-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
824.1 |
815.2 |
-8.9 |
-1.1% |
790.2 |
| High |
825.1 |
825.0 |
-0.1 |
0.0% |
827.1 |
| Low |
818.9 |
815.2 |
-3.7 |
-0.5% |
783.4 |
| Close |
823.8 |
824.1 |
0.3 |
0.0% |
823.9 |
| Range |
6.2 |
9.8 |
3.6 |
58.1% |
43.7 |
| ATR |
6.9 |
7.1 |
0.2 |
3.0% |
0.0 |
| Volume |
18 |
56 |
38 |
211.1% |
37 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
850.8 |
847.3 |
829.5 |
|
| R3 |
841.0 |
837.5 |
826.8 |
|
| R2 |
831.3 |
831.3 |
826.0 |
|
| R1 |
827.8 |
827.8 |
825.0 |
829.5 |
| PP |
821.5 |
821.5 |
821.5 |
822.3 |
| S1 |
817.8 |
817.8 |
823.3 |
819.8 |
| S2 |
811.8 |
811.8 |
822.3 |
|
| S3 |
801.8 |
808.0 |
821.5 |
|
| S4 |
792.0 |
798.3 |
818.8 |
|
|
| 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 |
866.8 |
|
2.618 |
850.8 |
|
1.618 |
840.8 |
|
1.000 |
834.8 |
|
0.618 |
831.0 |
|
HIGH |
825.0 |
|
0.618 |
821.3 |
|
0.500 |
820.0 |
|
0.382 |
819.0 |
|
LOW |
815.3 |
|
0.618 |
809.3 |
|
1.000 |
805.5 |
|
1.618 |
799.3 |
|
2.618 |
789.5 |
|
4.250 |
773.5 |
|
|
| Fisher Pivots for day following 08-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
822.8 |
822.8 |
| PP |
821.5 |
821.5 |
| S1 |
820.0 |
820.3 |
|