ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 30-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
812.6 |
824.8 |
12.2 |
1.5% |
799.4 |
| High |
824.7 |
827.2 |
2.5 |
0.3% |
824.7 |
| Low |
809.2 |
813.5 |
4.3 |
0.5% |
781.7 |
| Close |
823.8 |
814.9 |
-8.9 |
-1.1% |
823.8 |
| Range |
15.5 |
13.7 |
-1.8 |
-11.6% |
43.0 |
| ATR |
15.1 |
15.0 |
-0.1 |
-0.7% |
0.0 |
| Volume |
124,080 |
95,369 |
-28,711 |
-23.1% |
629,904 |
|
| Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
859.8 |
851.0 |
822.5 |
|
| R3 |
846.0 |
837.3 |
818.8 |
|
| R2 |
832.3 |
832.3 |
817.5 |
|
| R1 |
823.5 |
823.5 |
816.3 |
821.0 |
| PP |
818.5 |
818.5 |
818.5 |
817.3 |
| S1 |
809.8 |
809.8 |
813.8 |
807.3 |
| S2 |
804.8 |
804.8 |
812.5 |
|
| S3 |
791.3 |
796.3 |
811.3 |
|
| S4 |
777.5 |
782.5 |
807.3 |
|
|
| 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 |
827.2 |
787.1 |
40.1 |
4.9% |
14.0 |
1.7% |
69% |
True |
False |
114,850 |
| 10 |
827.2 |
781.7 |
45.5 |
5.6% |
15.5 |
1.9% |
73% |
True |
False |
130,456 |
| 20 |
839.2 |
780.0 |
59.2 |
7.3% |
14.8 |
1.8% |
59% |
False |
False |
137,650 |
| 40 |
850.6 |
780.0 |
70.6 |
8.7% |
14.5 |
1.8% |
49% |
False |
False |
128,137 |
| 60 |
850.6 |
780.0 |
70.6 |
8.7% |
12.8 |
1.6% |
49% |
False |
False |
85,464 |
| 80 |
850.6 |
737.9 |
112.7 |
13.8% |
10.5 |
1.3% |
68% |
False |
False |
64,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
885.5 |
|
2.618 |
863.0 |
|
1.618 |
849.3 |
|
1.000 |
841.0 |
|
0.618 |
835.8 |
|
HIGH |
827.3 |
|
0.618 |
822.0 |
|
0.500 |
820.3 |
|
0.382 |
818.8 |
|
LOW |
813.5 |
|
0.618 |
805.0 |
|
1.000 |
799.8 |
|
1.618 |
791.3 |
|
2.618 |
777.8 |
|
4.250 |
755.3 |
|
|
| Fisher Pivots for day following 30-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
820.3 |
816.5 |
| PP |
818.5 |
816.0 |
| S1 |
816.8 |
815.5 |
|