ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 16-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
806.8 |
791.5 |
-15.3 |
-1.9% |
799.2 |
| High |
808.9 |
801.0 |
-7.9 |
-1.0% |
809.3 |
| Low |
792.3 |
787.6 |
-4.7 |
-0.6% |
780.0 |
| Close |
793.2 |
795.1 |
1.9 |
0.2% |
793.2 |
| Range |
16.6 |
13.4 |
-3.2 |
-19.3% |
29.3 |
| ATR |
14.5 |
14.4 |
-0.1 |
-0.5% |
0.0 |
| Volume |
139,560 |
147,084 |
7,524 |
5.4% |
746,491 |
|
| Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
834.8 |
828.3 |
802.5 |
|
| R3 |
821.3 |
815.0 |
798.8 |
|
| R2 |
808.0 |
808.0 |
797.5 |
|
| R1 |
801.5 |
801.5 |
796.3 |
804.8 |
| PP |
794.5 |
794.5 |
794.5 |
796.3 |
| S1 |
788.3 |
788.3 |
793.8 |
791.3 |
| S2 |
781.3 |
781.3 |
792.8 |
|
| S3 |
767.8 |
774.8 |
791.5 |
|
| S4 |
754.3 |
761.3 |
787.8 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
882.0 |
867.0 |
809.3 |
|
| R3 |
852.8 |
837.8 |
801.3 |
|
| R2 |
823.5 |
823.5 |
798.5 |
|
| R1 |
808.3 |
808.3 |
796.0 |
801.3 |
| PP |
794.3 |
794.3 |
794.3 |
790.5 |
| S1 |
779.0 |
779.0 |
790.5 |
772.0 |
| S2 |
764.8 |
764.8 |
787.8 |
|
| S3 |
735.5 |
749.8 |
785.3 |
|
| S4 |
706.3 |
720.5 |
777.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
809.3 |
780.0 |
29.3 |
3.7% |
16.3 |
2.0% |
52% |
False |
False |
157,038 |
| 10 |
839.2 |
780.0 |
59.2 |
7.4% |
14.3 |
1.8% |
26% |
False |
False |
144,845 |
| 20 |
850.6 |
780.0 |
70.6 |
8.9% |
14.8 |
1.8% |
21% |
False |
False |
134,305 |
| 40 |
850.6 |
780.0 |
70.6 |
8.9% |
13.3 |
1.7% |
21% |
False |
False |
95,574 |
| 60 |
850.6 |
769.2 |
81.4 |
10.2% |
11.0 |
1.4% |
32% |
False |
False |
63,724 |
| 80 |
850.6 |
734.0 |
116.6 |
14.7% |
8.8 |
1.1% |
52% |
False |
False |
47,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
858.0 |
|
2.618 |
836.0 |
|
1.618 |
822.8 |
|
1.000 |
814.5 |
|
0.618 |
809.3 |
|
HIGH |
801.0 |
|
0.618 |
796.0 |
|
0.500 |
794.3 |
|
0.382 |
792.8 |
|
LOW |
787.5 |
|
0.618 |
779.3 |
|
1.000 |
774.3 |
|
1.618 |
766.0 |
|
2.618 |
752.5 |
|
4.250 |
730.8 |
|
|
| Fisher Pivots for day following 16-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
794.8 |
798.5 |
| PP |
794.5 |
797.3 |
| S1 |
794.3 |
796.3 |
|