ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 26-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
802.2 |
810.3 |
8.1 |
1.0% |
791.5 |
| High |
812.8 |
818.0 |
5.2 |
0.6% |
814.7 |
| Low |
800.2 |
805.7 |
5.5 |
0.7% |
787.6 |
| Close |
809.6 |
815.8 |
6.2 |
0.8% |
801.3 |
| Range |
12.6 |
12.3 |
-0.3 |
-2.4% |
27.1 |
| ATR |
15.3 |
15.1 |
-0.2 |
-1.4% |
0.0 |
| Volume |
130,650 |
114,141 |
-16,509 |
-12.6% |
726,374 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
850.0 |
845.3 |
822.5 |
|
| R3 |
837.8 |
833.0 |
819.3 |
|
| R2 |
825.5 |
825.5 |
818.0 |
|
| R1 |
820.8 |
820.8 |
817.0 |
823.0 |
| PP |
813.3 |
813.3 |
813.3 |
814.5 |
| S1 |
808.3 |
808.3 |
814.8 |
810.8 |
| S2 |
800.8 |
800.8 |
813.5 |
|
| S3 |
788.5 |
796.0 |
812.5 |
|
| S4 |
776.3 |
783.8 |
809.0 |
|
|
| 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 |
818.0 |
781.7 |
36.3 |
4.4% |
14.8 |
1.8% |
94% |
True |
False |
125,416 |
| 10 |
818.0 |
781.7 |
36.3 |
4.4% |
15.5 |
1.9% |
94% |
True |
False |
137,175 |
| 20 |
839.2 |
780.0 |
59.2 |
7.3% |
14.8 |
1.8% |
60% |
False |
False |
139,916 |
| 40 |
850.6 |
780.0 |
70.6 |
8.7% |
14.5 |
1.8% |
51% |
False |
False |
122,683 |
| 60 |
850.6 |
780.0 |
70.6 |
8.7% |
12.5 |
1.5% |
51% |
False |
False |
81,806 |
| 80 |
850.6 |
737.9 |
112.7 |
13.8% |
10.3 |
1.3% |
69% |
False |
False |
61,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
870.3 |
|
2.618 |
850.3 |
|
1.618 |
838.0 |
|
1.000 |
830.3 |
|
0.618 |
825.5 |
|
HIGH |
818.0 |
|
0.618 |
813.3 |
|
0.500 |
811.8 |
|
0.382 |
810.5 |
|
LOW |
805.8 |
|
0.618 |
798.0 |
|
1.000 |
793.5 |
|
1.618 |
785.8 |
|
2.618 |
773.5 |
|
4.250 |
753.5 |
|
|
| Fisher Pivots for day following 26-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
814.5 |
811.5 |
| PP |
813.3 |
807.0 |
| S1 |
811.8 |
802.5 |
|