ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 12-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
785.2 |
794.2 |
9.0 |
1.1% |
831.0 |
| High |
794.4 |
809.3 |
14.9 |
1.9% |
839.2 |
| Low |
783.8 |
791.6 |
7.8 |
1.0% |
809.4 |
| Close |
792.8 |
808.8 |
16.0 |
2.0% |
813.1 |
| Range |
10.6 |
17.7 |
7.1 |
67.0% |
29.8 |
| ATR |
14.0 |
14.3 |
0.3 |
1.9% |
0.0 |
| Volume |
142,796 |
142,706 |
-90 |
-0.1% |
554,876 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
856.3 |
850.3 |
818.5 |
|
| R3 |
838.8 |
832.5 |
813.8 |
|
| R2 |
821.0 |
821.0 |
812.0 |
|
| R1 |
814.8 |
814.8 |
810.5 |
818.0 |
| PP |
803.3 |
803.3 |
803.3 |
804.8 |
| S1 |
797.3 |
797.3 |
807.3 |
800.3 |
| S2 |
785.5 |
785.5 |
805.5 |
|
| S3 |
767.8 |
779.5 |
804.0 |
|
| S4 |
750.3 |
761.8 |
799.0 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
910.0 |
891.3 |
829.5 |
|
| R3 |
880.3 |
861.5 |
821.3 |
|
| R2 |
850.3 |
850.3 |
818.5 |
|
| R1 |
831.8 |
831.8 |
815.8 |
826.3 |
| PP |
820.5 |
820.5 |
820.5 |
817.8 |
| S1 |
802.0 |
802.0 |
810.3 |
796.3 |
| S2 |
790.8 |
790.8 |
807.8 |
|
| S3 |
761.0 |
772.3 |
805.0 |
|
| S4 |
731.3 |
742.3 |
796.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
819.2 |
780.0 |
39.2 |
4.8% |
13.5 |
1.7% |
73% |
False |
False |
143,383 |
| 10 |
839.2 |
780.0 |
59.2 |
7.3% |
14.0 |
1.7% |
49% |
False |
False |
142,657 |
| 20 |
850.6 |
780.0 |
70.6 |
8.7% |
14.0 |
1.7% |
41% |
False |
False |
133,425 |
| 40 |
850.6 |
780.0 |
70.6 |
8.7% |
13.0 |
1.6% |
41% |
False |
False |
88,408 |
| 60 |
850.6 |
769.2 |
81.4 |
10.1% |
10.8 |
1.3% |
49% |
False |
False |
58,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
884.5 |
|
2.618 |
855.8 |
|
1.618 |
838.0 |
|
1.000 |
827.0 |
|
0.618 |
820.3 |
|
HIGH |
809.3 |
|
0.618 |
802.5 |
|
0.500 |
800.5 |
|
0.382 |
798.3 |
|
LOW |
791.5 |
|
0.618 |
780.8 |
|
1.000 |
774.0 |
|
1.618 |
763.0 |
|
2.618 |
745.3 |
|
4.250 |
716.5 |
|
|
| Fisher Pivots for day following 12-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
806.0 |
804.0 |
| PP |
803.3 |
799.3 |
| S1 |
800.5 |
794.8 |
|