ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 03-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
831.0 |
837.2 |
6.2 |
0.7% |
831.0 |
| High |
838.0 |
839.2 |
1.2 |
0.1% |
850.6 |
| Low |
822.5 |
828.1 |
5.6 |
0.7% |
819.0 |
| Close |
837.7 |
831.2 |
-6.5 |
-0.8% |
827.7 |
| Range |
15.5 |
11.1 |
-4.4 |
-28.4% |
31.6 |
| ATR |
13.6 |
13.4 |
-0.2 |
-1.3% |
0.0 |
| Volume |
129,952 |
139,428 |
9,476 |
7.3% |
620,806 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
866.3 |
859.8 |
837.3 |
|
| R3 |
855.0 |
848.8 |
834.3 |
|
| R2 |
844.0 |
844.0 |
833.3 |
|
| R1 |
837.5 |
837.5 |
832.3 |
835.3 |
| PP |
832.8 |
832.8 |
832.8 |
831.8 |
| S1 |
826.5 |
826.5 |
830.3 |
824.0 |
| S2 |
821.8 |
821.8 |
829.3 |
|
| S3 |
810.8 |
815.3 |
828.3 |
|
| S4 |
799.5 |
804.3 |
825.0 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
927.3 |
909.0 |
845.0 |
|
| R3 |
895.8 |
877.5 |
836.5 |
|
| R2 |
864.0 |
864.0 |
833.5 |
|
| R1 |
845.8 |
845.8 |
830.5 |
839.3 |
| PP |
832.5 |
832.5 |
832.5 |
829.0 |
| S1 |
814.3 |
814.3 |
824.8 |
807.5 |
| S2 |
800.8 |
800.8 |
822.0 |
|
| S3 |
769.3 |
782.8 |
819.0 |
|
| S4 |
737.8 |
751.0 |
810.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
843.0 |
819.0 |
24.0 |
2.9% |
14.5 |
1.7% |
51% |
False |
False |
133,864 |
| 10 |
850.6 |
811.2 |
39.4 |
4.7% |
14.8 |
1.8% |
51% |
False |
False |
124,779 |
| 20 |
850.6 |
784.0 |
66.6 |
8.0% |
13.8 |
1.6% |
71% |
False |
False |
131,825 |
| 40 |
850.6 |
780.0 |
70.6 |
8.5% |
12.3 |
1.5% |
73% |
False |
False |
66,104 |
| 60 |
850.6 |
758.0 |
92.6 |
11.1% |
9.5 |
1.1% |
79% |
False |
False |
44,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
886.5 |
|
2.618 |
868.3 |
|
1.618 |
857.3 |
|
1.000 |
850.3 |
|
0.618 |
846.0 |
|
HIGH |
839.3 |
|
0.618 |
835.0 |
|
0.500 |
833.8 |
|
0.382 |
832.3 |
|
LOW |
828.0 |
|
0.618 |
821.3 |
|
1.000 |
817.0 |
|
1.618 |
810.3 |
|
2.618 |
799.0 |
|
4.250 |
781.0 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
833.8 |
831.0 |
| PP |
832.8 |
831.0 |
| S1 |
832.0 |
830.8 |
|