ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
784.0 |
783.9 |
-0.1 |
0.0% |
777.7 |
| High |
794.5 |
794.7 |
0.2 |
0.0% |
794.9 |
| Low |
782.8 |
782.2 |
-0.6 |
-0.1% |
772.8 |
| Close |
791.5 |
787.9 |
-3.6 |
-0.5% |
787.9 |
| Range |
11.7 |
12.5 |
0.8 |
6.8% |
22.1 |
| ATR |
15.7 |
15.5 |
-0.2 |
-1.5% |
0.0 |
| Volume |
127,963 |
133,244 |
5,281 |
4.1% |
678,500 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
825.8 |
819.3 |
794.8 |
|
| R3 |
813.3 |
806.8 |
791.3 |
|
| R2 |
800.8 |
800.8 |
790.3 |
|
| R1 |
794.3 |
794.3 |
789.0 |
797.5 |
| PP |
788.3 |
788.3 |
788.3 |
790.0 |
| S1 |
781.8 |
781.8 |
786.8 |
785.0 |
| S2 |
775.8 |
775.8 |
785.5 |
|
| S3 |
763.3 |
769.3 |
784.5 |
|
| S4 |
750.8 |
756.8 |
781.0 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
851.5 |
841.8 |
800.0 |
|
| R3 |
829.5 |
819.8 |
794.0 |
|
| R2 |
807.3 |
807.3 |
792.0 |
|
| R1 |
797.5 |
797.5 |
790.0 |
802.5 |
| PP |
785.3 |
785.3 |
785.3 |
787.5 |
| S1 |
775.5 |
775.5 |
785.8 |
780.3 |
| S2 |
763.0 |
763.0 |
783.8 |
|
| S3 |
741.0 |
753.5 |
781.8 |
|
| S4 |
719.0 |
731.3 |
775.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
794.9 |
772.8 |
22.1 |
2.8% |
15.0 |
1.9% |
68% |
False |
False |
135,700 |
| 10 |
829.0 |
772.8 |
56.2 |
7.1% |
16.0 |
2.0% |
27% |
False |
False |
130,342 |
| 20 |
829.0 |
772.8 |
56.2 |
7.1% |
15.8 |
2.0% |
27% |
False |
False |
132,984 |
| 40 |
850.6 |
772.8 |
77.8 |
9.9% |
15.0 |
1.9% |
19% |
False |
False |
132,613 |
| 60 |
850.6 |
772.8 |
77.8 |
9.9% |
14.0 |
1.8% |
19% |
False |
False |
105,593 |
| 80 |
850.6 |
769.2 |
81.4 |
10.3% |
12.0 |
1.5% |
23% |
False |
False |
79,201 |
| 100 |
850.6 |
722.2 |
128.4 |
16.3% |
10.0 |
1.3% |
51% |
False |
False |
63,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
847.8 |
|
2.618 |
827.5 |
|
1.618 |
815.0 |
|
1.000 |
807.3 |
|
0.618 |
802.5 |
|
HIGH |
794.8 |
|
0.618 |
790.0 |
|
0.500 |
788.5 |
|
0.382 |
787.0 |
|
LOW |
782.3 |
|
0.618 |
774.5 |
|
1.000 |
769.8 |
|
1.618 |
762.0 |
|
2.618 |
749.5 |
|
4.250 |
729.0 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
788.5 |
787.5 |
| PP |
788.3 |
787.0 |
| S1 |
788.0 |
786.8 |
|