ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 14-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
816.0 |
815.8 |
-0.2 |
0.0% |
822.9 |
| High |
819.9 |
820.9 |
1.0 |
0.1% |
826.1 |
| Low |
811.6 |
812.7 |
1.1 |
0.1% |
807.6 |
| Close |
818.9 |
816.2 |
-2.7 |
-0.3% |
809.6 |
| Range |
8.3 |
8.2 |
-0.1 |
-1.2% |
18.5 |
| ATR |
7.7 |
7.7 |
0.0 |
0.5% |
0.0 |
| Volume |
129 |
7 |
-122 |
-94.6% |
111 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
841.3 |
837.0 |
820.8 |
|
| R3 |
833.0 |
828.8 |
818.5 |
|
| R2 |
824.8 |
824.8 |
817.8 |
|
| R1 |
820.5 |
820.5 |
817.0 |
822.8 |
| PP |
816.5 |
816.5 |
816.5 |
817.8 |
| S1 |
812.3 |
812.3 |
815.5 |
814.5 |
| S2 |
808.5 |
808.5 |
814.8 |
|
| S3 |
800.3 |
804.0 |
814.0 |
|
| S4 |
792.0 |
796.0 |
811.8 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
870.0 |
858.3 |
819.8 |
|
| R3 |
851.5 |
839.8 |
814.8 |
|
| R2 |
833.0 |
833.0 |
813.0 |
|
| R1 |
821.3 |
821.3 |
811.3 |
817.8 |
| PP |
814.5 |
814.5 |
814.5 |
812.8 |
| S1 |
802.8 |
802.8 |
808.0 |
799.3 |
| S2 |
796.0 |
796.0 |
806.3 |
|
| S3 |
777.5 |
784.3 |
804.5 |
|
| S4 |
759.0 |
765.8 |
799.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
855.8 |
|
2.618 |
842.3 |
|
1.618 |
834.3 |
|
1.000 |
829.0 |
|
0.618 |
826.0 |
|
HIGH |
821.0 |
|
0.618 |
817.8 |
|
0.500 |
816.8 |
|
0.382 |
815.8 |
|
LOW |
812.8 |
|
0.618 |
807.8 |
|
1.000 |
804.5 |
|
1.618 |
799.5 |
|
2.618 |
791.3 |
|
4.250 |
777.8 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
816.8 |
815.5 |
| PP |
816.5 |
815.0 |
| S1 |
816.5 |
814.3 |
|