ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 18-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
795.0 |
806.0 |
11.0 |
1.4% |
799.2 |
| High |
814.7 |
807.7 |
-7.0 |
-0.9% |
809.3 |
| Low |
791.5 |
797.1 |
5.6 |
0.7% |
780.0 |
| Close |
805.9 |
798.3 |
-7.6 |
-0.9% |
793.2 |
| Range |
23.2 |
10.6 |
-12.6 |
-54.3% |
29.3 |
| ATR |
15.0 |
14.7 |
-0.3 |
-2.1% |
0.0 |
| Volume |
132,686 |
127,010 |
-5,676 |
-4.3% |
746,491 |
|
| Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
832.8 |
826.3 |
804.3 |
|
| R3 |
822.3 |
815.5 |
801.3 |
|
| R2 |
811.8 |
811.8 |
800.3 |
|
| R1 |
805.0 |
805.0 |
799.3 |
803.0 |
| PP |
801.0 |
801.0 |
801.0 |
800.0 |
| S1 |
794.3 |
794.3 |
797.3 |
792.5 |
| S2 |
790.5 |
790.5 |
796.3 |
|
| S3 |
779.8 |
783.8 |
795.5 |
|
| S4 |
769.3 |
773.3 |
792.5 |
|
|
| 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 |
814.7 |
787.6 |
27.1 |
3.4% |
16.3 |
2.0% |
39% |
False |
False |
137,809 |
| 10 |
830.7 |
780.0 |
50.7 |
6.4% |
15.0 |
1.9% |
36% |
False |
False |
143,876 |
| 20 |
850.6 |
780.0 |
70.6 |
8.8% |
14.8 |
1.9% |
26% |
False |
False |
134,328 |
| 40 |
850.6 |
780.0 |
70.6 |
8.8% |
13.8 |
1.7% |
26% |
False |
False |
102,064 |
| 60 |
850.6 |
779.0 |
71.6 |
9.0% |
11.5 |
1.4% |
27% |
False |
False |
68,052 |
| 80 |
850.6 |
734.0 |
116.6 |
14.6% |
9.3 |
1.2% |
55% |
False |
False |
51,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
852.8 |
|
2.618 |
835.5 |
|
1.618 |
824.8 |
|
1.000 |
818.3 |
|
0.618 |
814.3 |
|
HIGH |
807.8 |
|
0.618 |
803.8 |
|
0.500 |
802.5 |
|
0.382 |
801.3 |
|
LOW |
797.0 |
|
0.618 |
790.5 |
|
1.000 |
786.5 |
|
1.618 |
780.0 |
|
2.618 |
769.3 |
|
4.250 |
752.0 |
|
|
| Fisher Pivots for day following 18-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
802.5 |
801.3 |
| PP |
801.0 |
800.3 |
| S1 |
799.8 |
799.3 |
|