ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 19-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
806.0 |
799.1 |
-6.9 |
-0.9% |
799.2 |
| High |
807.7 |
808.9 |
1.2 |
0.1% |
809.3 |
| Low |
797.1 |
791.2 |
-5.9 |
-0.7% |
780.0 |
| Close |
798.3 |
796.0 |
-2.3 |
-0.3% |
793.2 |
| Range |
10.6 |
17.7 |
7.1 |
67.0% |
29.3 |
| ATR |
14.7 |
14.9 |
0.2 |
1.5% |
0.0 |
| Volume |
127,010 |
198,336 |
71,326 |
56.2% |
746,491 |
|
| Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
851.8 |
841.5 |
805.8 |
|
| R3 |
834.0 |
824.0 |
800.8 |
|
| R2 |
816.5 |
816.5 |
799.3 |
|
| R1 |
806.3 |
806.3 |
797.5 |
802.5 |
| PP |
798.8 |
798.8 |
798.8 |
796.8 |
| S1 |
788.5 |
788.5 |
794.5 |
784.8 |
| S2 |
781.0 |
781.0 |
792.8 |
|
| S3 |
763.3 |
770.8 |
791.3 |
|
| S4 |
745.5 |
753.0 |
786.3 |
|
|
| 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% |
31% |
False |
False |
148,935 |
| 10 |
819.2 |
780.0 |
39.2 |
4.9% |
15.0 |
1.9% |
41% |
False |
False |
146,159 |
| 20 |
850.6 |
780.0 |
70.6 |
8.9% |
15.3 |
1.9% |
23% |
False |
False |
138,532 |
| 40 |
850.6 |
780.0 |
70.6 |
8.9% |
14.0 |
1.8% |
23% |
False |
False |
107,010 |
| 60 |
850.6 |
780.0 |
70.6 |
8.9% |
11.5 |
1.5% |
23% |
False |
False |
71,357 |
| 80 |
850.6 |
734.0 |
116.6 |
14.6% |
9.5 |
1.2% |
53% |
False |
False |
53,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
884.0 |
|
2.618 |
855.3 |
|
1.618 |
837.5 |
|
1.000 |
826.5 |
|
0.618 |
819.8 |
|
HIGH |
809.0 |
|
0.618 |
802.3 |
|
0.500 |
800.0 |
|
0.382 |
798.0 |
|
LOW |
791.3 |
|
0.618 |
780.3 |
|
1.000 |
773.5 |
|
1.618 |
762.5 |
|
2.618 |
744.8 |
|
4.250 |
716.0 |
|
|
| Fisher Pivots for day following 19-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
800.0 |
803.0 |
| PP |
798.8 |
800.8 |
| S1 |
797.3 |
798.3 |
|