ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 23-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
797.8 |
799.4 |
1.6 |
0.2% |
791.5 |
| High |
808.7 |
800.9 |
-7.8 |
-1.0% |
814.7 |
| Low |
794.6 |
781.7 |
-12.9 |
-1.6% |
787.6 |
| Close |
801.3 |
788.8 |
-12.5 |
-1.6% |
801.3 |
| Range |
14.1 |
19.2 |
5.1 |
36.2% |
27.1 |
| ATR |
14.9 |
15.2 |
0.3 |
2.3% |
0.0 |
| Volume |
121,258 |
151,021 |
29,763 |
24.5% |
726,374 |
|
| Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
848.0 |
837.8 |
799.3 |
|
| R3 |
828.8 |
818.5 |
794.0 |
|
| R2 |
809.8 |
809.8 |
792.3 |
|
| R1 |
799.3 |
799.3 |
790.5 |
794.8 |
| PP |
790.5 |
790.5 |
790.5 |
788.3 |
| S1 |
780.0 |
780.0 |
787.0 |
775.8 |
| S2 |
771.3 |
771.3 |
785.3 |
|
| S3 |
752.0 |
760.8 |
783.5 |
|
| S4 |
732.8 |
741.8 |
778.3 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
882.5 |
869.0 |
816.3 |
|
| R3 |
855.5 |
842.0 |
808.8 |
|
| R2 |
828.3 |
828.3 |
806.3 |
|
| R1 |
814.8 |
814.8 |
803.8 |
821.5 |
| PP |
801.3 |
801.3 |
801.3 |
804.5 |
| S1 |
787.8 |
787.8 |
798.8 |
794.5 |
| S2 |
774.0 |
774.0 |
796.3 |
|
| S3 |
747.0 |
760.5 |
793.8 |
|
| S4 |
720.0 |
733.5 |
786.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
814.7 |
781.7 |
33.0 |
4.2% |
17.0 |
2.2% |
22% |
False |
True |
146,062 |
| 10 |
814.7 |
780.0 |
34.7 |
4.4% |
16.5 |
2.1% |
25% |
False |
False |
151,550 |
| 20 |
850.6 |
780.0 |
70.6 |
9.0% |
15.3 |
1.9% |
12% |
False |
False |
139,978 |
| 40 |
850.6 |
780.0 |
70.6 |
9.0% |
14.5 |
1.8% |
12% |
False |
False |
113,816 |
| 60 |
850.6 |
780.0 |
70.6 |
9.0% |
12.0 |
1.5% |
12% |
False |
False |
75,893 |
| 80 |
850.6 |
737.9 |
112.7 |
14.3% |
9.8 |
1.2% |
45% |
False |
False |
56,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
882.5 |
|
2.618 |
851.3 |
|
1.618 |
832.0 |
|
1.000 |
820.0 |
|
0.618 |
812.8 |
|
HIGH |
801.0 |
|
0.618 |
793.5 |
|
0.500 |
791.3 |
|
0.382 |
789.0 |
|
LOW |
781.8 |
|
0.618 |
769.8 |
|
1.000 |
762.5 |
|
1.618 |
750.8 |
|
2.618 |
731.5 |
|
4.250 |
700.0 |
|
|
| Fisher Pivots for day following 23-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
791.3 |
795.3 |
| PP |
790.5 |
793.3 |
| S1 |
789.8 |
791.0 |
|