ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 27-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
810.3 |
812.6 |
2.3 |
0.3% |
799.4 |
| High |
818.0 |
824.7 |
6.7 |
0.8% |
824.7 |
| Low |
805.7 |
809.2 |
3.5 |
0.4% |
781.7 |
| Close |
815.8 |
823.8 |
8.0 |
1.0% |
823.8 |
| Range |
12.3 |
15.5 |
3.2 |
26.0% |
43.0 |
| ATR |
15.1 |
15.1 |
0.0 |
0.2% |
0.0 |
| Volume |
114,141 |
124,080 |
9,939 |
8.7% |
629,904 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
865.8 |
860.3 |
832.3 |
|
| R3 |
850.3 |
844.8 |
828.0 |
|
| R2 |
834.8 |
834.8 |
826.8 |
|
| R1 |
829.3 |
829.3 |
825.3 |
832.0 |
| PP |
819.3 |
819.3 |
819.3 |
820.5 |
| S1 |
813.8 |
813.8 |
822.5 |
816.5 |
| S2 |
803.8 |
803.8 |
821.0 |
|
| S3 |
788.3 |
798.3 |
819.5 |
|
| S4 |
772.8 |
782.8 |
815.3 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
939.0 |
924.5 |
847.5 |
|
| R3 |
896.0 |
881.5 |
835.5 |
|
| R2 |
853.0 |
853.0 |
831.8 |
|
| R1 |
838.5 |
838.5 |
827.8 |
845.8 |
| PP |
810.0 |
810.0 |
810.0 |
813.8 |
| S1 |
795.5 |
795.5 |
819.8 |
802.8 |
| S2 |
767.0 |
767.0 |
816.0 |
|
| S3 |
724.0 |
752.5 |
812.0 |
|
| S4 |
681.0 |
709.5 |
800.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
824.7 |
781.7 |
43.0 |
5.2% |
15.0 |
1.8% |
98% |
True |
False |
125,980 |
| 10 |
824.7 |
781.7 |
43.0 |
5.2% |
15.5 |
1.9% |
98% |
True |
False |
135,627 |
| 20 |
839.2 |
780.0 |
59.2 |
7.2% |
14.8 |
1.8% |
74% |
False |
False |
139,534 |
| 40 |
850.6 |
780.0 |
70.6 |
8.6% |
14.5 |
1.8% |
62% |
False |
False |
125,769 |
| 60 |
850.6 |
780.0 |
70.6 |
8.6% |
12.8 |
1.5% |
62% |
False |
False |
83,874 |
| 80 |
850.6 |
737.9 |
112.7 |
13.7% |
10.5 |
1.3% |
76% |
False |
False |
62,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
890.5 |
|
2.618 |
865.3 |
|
1.618 |
849.8 |
|
1.000 |
840.3 |
|
0.618 |
834.3 |
|
HIGH |
824.8 |
|
0.618 |
818.8 |
|
0.500 |
817.0 |
|
0.382 |
815.0 |
|
LOW |
809.3 |
|
0.618 |
799.5 |
|
1.000 |
793.8 |
|
1.618 |
784.0 |
|
2.618 |
768.5 |
|
4.250 |
743.3 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
821.5 |
820.0 |
| PP |
819.3 |
816.3 |
| S1 |
817.0 |
812.5 |
|