ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 02-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
| Open |
814.9 |
812.6 |
-2.3 |
-0.3% |
799.4 |
| High |
829.0 |
817.3 |
-11.7 |
-1.4% |
824.7 |
| Low |
811.4 |
804.5 |
-6.9 |
-0.9% |
781.7 |
| Close |
812.1 |
815.1 |
3.0 |
0.4% |
823.8 |
| Range |
17.6 |
12.8 |
-4.8 |
-27.3% |
43.0 |
| ATR |
15.2 |
15.0 |
-0.2 |
-1.1% |
0.0 |
| Volume |
123,867 |
117,789 |
-6,078 |
-4.9% |
629,904 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
850.8 |
845.8 |
822.3 |
|
| R3 |
838.0 |
833.0 |
818.5 |
|
| R2 |
825.0 |
825.0 |
817.5 |
|
| R1 |
820.0 |
820.0 |
816.3 |
822.5 |
| PP |
812.3 |
812.3 |
812.3 |
813.5 |
| S1 |
807.3 |
807.3 |
814.0 |
809.8 |
| S2 |
799.5 |
799.5 |
812.8 |
|
| S3 |
786.8 |
794.5 |
811.5 |
|
| S4 |
774.0 |
781.8 |
808.0 |
|
|
| 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 |
804.5 |
24.5 |
3.0% |
14.5 |
1.8% |
43% |
False |
True |
115,049 |
| 10 |
829.0 |
781.7 |
47.3 |
5.8% |
15.0 |
1.9% |
71% |
False |
False |
128,652 |
| 20 |
830.7 |
780.0 |
50.7 |
6.2% |
15.0 |
1.8% |
69% |
False |
False |
136,264 |
| 40 |
850.6 |
780.0 |
70.6 |
8.7% |
14.3 |
1.8% |
50% |
False |
False |
134,044 |
| 60 |
850.6 |
780.0 |
70.6 |
8.7% |
13.3 |
1.6% |
50% |
False |
False |
89,491 |
| 80 |
850.6 |
758.0 |
92.6 |
11.4% |
11.0 |
1.3% |
62% |
False |
False |
67,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
871.8 |
|
2.618 |
850.8 |
|
1.618 |
838.0 |
|
1.000 |
830.0 |
|
0.618 |
825.3 |
|
HIGH |
817.3 |
|
0.618 |
812.5 |
|
0.500 |
811.0 |
|
0.382 |
809.5 |
|
LOW |
804.5 |
|
0.618 |
796.5 |
|
1.000 |
791.8 |
|
1.618 |
783.8 |
|
2.618 |
771.0 |
|
4.250 |
750.0 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
813.8 |
816.8 |
| PP |
812.3 |
816.3 |
| S1 |
811.0 |
815.8 |
|