ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 01-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
| Open |
824.8 |
814.9 |
-9.9 |
-1.2% |
799.4 |
| High |
827.2 |
829.0 |
1.8 |
0.2% |
824.7 |
| Low |
813.5 |
811.4 |
-2.1 |
-0.3% |
781.7 |
| Close |
814.9 |
812.1 |
-2.8 |
-0.3% |
823.8 |
| Range |
13.7 |
17.6 |
3.9 |
28.5% |
43.0 |
| ATR |
15.0 |
15.2 |
0.2 |
1.2% |
0.0 |
| Volume |
95,369 |
123,867 |
28,498 |
29.9% |
629,904 |
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
870.3 |
858.8 |
821.8 |
|
| R3 |
852.8 |
841.3 |
817.0 |
|
| R2 |
835.0 |
835.0 |
815.3 |
|
| R1 |
823.5 |
823.5 |
813.8 |
820.5 |
| PP |
817.5 |
817.5 |
817.5 |
816.0 |
| S1 |
806.0 |
806.0 |
810.5 |
803.0 |
| S2 |
800.0 |
800.0 |
808.8 |
|
| S3 |
782.3 |
788.5 |
807.3 |
|
| S4 |
764.8 |
770.8 |
802.5 |
|
|
| 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 |
829.0 |
800.2 |
28.8 |
3.5% |
14.3 |
1.8% |
41% |
True |
False |
117,621 |
| 10 |
829.0 |
781.7 |
47.3 |
5.8% |
15.0 |
1.8% |
64% |
True |
False |
129,574 |
| 20 |
839.2 |
780.0 |
59.2 |
7.3% |
15.0 |
1.8% |
54% |
False |
False |
137,346 |
| 40 |
850.6 |
780.0 |
70.6 |
8.7% |
14.5 |
1.8% |
45% |
False |
False |
131,172 |
| 60 |
850.6 |
780.0 |
70.6 |
8.7% |
13.0 |
1.6% |
45% |
False |
False |
87,528 |
| 80 |
850.6 |
758.0 |
92.6 |
11.4% |
10.8 |
1.3% |
58% |
False |
False |
65,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
903.8 |
|
2.618 |
875.0 |
|
1.618 |
857.5 |
|
1.000 |
846.5 |
|
0.618 |
840.0 |
|
HIGH |
829.0 |
|
0.618 |
822.3 |
|
0.500 |
820.3 |
|
0.382 |
818.0 |
|
LOW |
811.5 |
|
0.618 |
800.5 |
|
1.000 |
793.8 |
|
1.618 |
783.0 |
|
2.618 |
765.3 |
|
4.250 |
736.5 |
|
|
| Fisher Pivots for day following 01-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
820.3 |
819.0 |
| PP |
817.5 |
816.8 |
| S1 |
814.8 |
814.5 |
|