ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 04-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2012 |
04-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
837.2 |
830.2 |
-7.0 |
-0.8% |
831.0 |
| High |
839.2 |
830.7 |
-8.5 |
-1.0% |
850.6 |
| Low |
828.1 |
813.2 |
-14.9 |
-1.8% |
819.0 |
| Close |
831.2 |
816.0 |
-15.2 |
-1.8% |
827.7 |
| Range |
11.1 |
17.5 |
6.4 |
57.7% |
31.6 |
| ATR |
13.4 |
13.7 |
0.3 |
2.4% |
0.0 |
| Volume |
139,428 |
175,512 |
36,084 |
25.9% |
620,806 |
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
872.5 |
861.8 |
825.5 |
|
| R3 |
855.0 |
844.3 |
820.8 |
|
| R2 |
837.5 |
837.5 |
819.3 |
|
| R1 |
826.8 |
826.8 |
817.5 |
823.3 |
| PP |
820.0 |
820.0 |
820.0 |
818.3 |
| S1 |
809.3 |
809.3 |
814.5 |
805.8 |
| S2 |
802.5 |
802.5 |
812.8 |
|
| S3 |
785.0 |
791.8 |
811.3 |
|
| S4 |
767.5 |
774.3 |
806.5 |
|
|
| 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 |
839.2 |
813.2 |
26.0 |
3.2% |
14.5 |
1.8% |
11% |
False |
True |
141,932 |
| 10 |
850.6 |
811.2 |
39.4 |
4.8% |
15.5 |
1.9% |
12% |
False |
False |
130,905 |
| 20 |
850.6 |
789.4 |
61.2 |
7.5% |
14.3 |
1.7% |
43% |
False |
False |
139,396 |
| 40 |
850.6 |
780.0 |
70.6 |
8.7% |
12.5 |
1.5% |
51% |
False |
False |
70,490 |
| 60 |
850.6 |
758.0 |
92.6 |
11.3% |
9.8 |
1.2% |
63% |
False |
False |
47,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
905.0 |
|
2.618 |
876.5 |
|
1.618 |
859.0 |
|
1.000 |
848.3 |
|
0.618 |
841.5 |
|
HIGH |
830.8 |
|
0.618 |
824.0 |
|
0.500 |
822.0 |
|
0.382 |
820.0 |
|
LOW |
813.3 |
|
0.618 |
802.5 |
|
1.000 |
795.8 |
|
1.618 |
785.0 |
|
2.618 |
767.5 |
|
4.250 |
738.8 |
|
|
| Fisher Pivots for day following 04-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
822.0 |
826.3 |
| PP |
820.0 |
822.8 |
| S1 |
818.0 |
819.5 |
|