ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 08-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
| Open |
777.7 |
793.6 |
15.9 |
2.0% |
824.8 |
| High |
794.9 |
794.1 |
-0.8 |
-0.1% |
829.0 |
| Low |
772.8 |
778.6 |
5.8 |
0.8% |
785.4 |
| Close |
792.8 |
790.6 |
-2.2 |
-0.3% |
786.6 |
| Range |
22.1 |
15.5 |
-6.6 |
-29.9% |
43.6 |
| ATR |
16.3 |
16.3 |
-0.1 |
-0.4% |
0.0 |
| Volume |
109,483 |
146,435 |
36,952 |
33.8% |
624,921 |
|
| Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
834.3 |
828.0 |
799.0 |
|
| R3 |
818.8 |
812.5 |
794.8 |
|
| R2 |
803.3 |
803.3 |
793.5 |
|
| R1 |
797.0 |
797.0 |
792.0 |
792.3 |
| PP |
787.8 |
787.8 |
787.8 |
785.5 |
| S1 |
781.5 |
781.5 |
789.3 |
776.8 |
| S2 |
772.3 |
772.3 |
787.8 |
|
| S3 |
756.8 |
766.0 |
786.3 |
|
| S4 |
741.3 |
750.5 |
782.0 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
931.3 |
902.5 |
810.5 |
|
| R3 |
887.5 |
858.8 |
798.5 |
|
| R2 |
844.0 |
844.0 |
794.5 |
|
| R1 |
815.3 |
815.3 |
790.5 |
807.8 |
| PP |
800.3 |
800.3 |
800.3 |
796.5 |
| S1 |
771.8 |
771.8 |
782.5 |
764.3 |
| S2 |
756.8 |
756.8 |
778.5 |
|
| S3 |
713.3 |
728.0 |
774.5 |
|
| S4 |
669.5 |
684.5 |
762.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
818.5 |
772.8 |
45.7 |
5.8% |
18.5 |
2.3% |
39% |
False |
False |
132,320 |
| 10 |
829.0 |
772.8 |
56.2 |
7.1% |
16.5 |
2.1% |
32% |
False |
False |
124,971 |
| 20 |
829.0 |
772.8 |
56.2 |
7.1% |
16.3 |
2.0% |
32% |
False |
False |
133,108 |
| 40 |
850.6 |
772.8 |
77.8 |
9.8% |
15.0 |
1.9% |
23% |
False |
False |
135,912 |
| 60 |
850.6 |
772.8 |
77.8 |
9.8% |
14.0 |
1.8% |
23% |
False |
False |
98,551 |
| 80 |
850.6 |
763.2 |
87.4 |
11.1% |
11.8 |
1.5% |
31% |
False |
False |
73,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
860.0 |
|
2.618 |
834.8 |
|
1.618 |
819.3 |
|
1.000 |
809.5 |
|
0.618 |
803.8 |
|
HIGH |
794.0 |
|
0.618 |
788.3 |
|
0.500 |
786.3 |
|
0.382 |
784.5 |
|
LOW |
778.5 |
|
0.618 |
769.0 |
|
1.000 |
763.0 |
|
1.618 |
753.5 |
|
2.618 |
738.0 |
|
4.250 |
712.8 |
|
|
| Fisher Pivots for day following 08-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
789.3 |
791.3 |
| PP |
787.8 |
791.0 |
| S1 |
786.3 |
790.8 |
|