ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
785.6 |
777.1 |
-8.5 |
-1.1% |
777.7 |
| High |
791.0 |
784.7 |
-6.3 |
-0.8% |
794.9 |
| Low |
774.1 |
773.6 |
-0.5 |
-0.1% |
772.8 |
| Close |
775.9 |
775.8 |
-0.1 |
0.0% |
787.9 |
| Range |
16.9 |
11.1 |
-5.8 |
-34.3% |
22.1 |
| ATR |
15.6 |
15.3 |
-0.3 |
-2.1% |
0.0 |
| Volume |
131,146 |
164,299 |
33,153 |
25.3% |
678,500 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
811.3 |
804.8 |
782.0 |
|
| R3 |
800.3 |
793.5 |
778.8 |
|
| R2 |
789.3 |
789.3 |
777.8 |
|
| R1 |
782.5 |
782.5 |
776.8 |
780.3 |
| PP |
778.0 |
778.0 |
778.0 |
777.0 |
| S1 |
771.3 |
771.3 |
774.8 |
769.3 |
| S2 |
767.0 |
767.0 |
773.8 |
|
| S3 |
755.8 |
760.3 |
772.8 |
|
| S4 |
744.8 |
749.3 |
769.8 |
|
|
| 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 |
794.7 |
773.6 |
21.1 |
2.7% |
13.0 |
1.7% |
10% |
False |
True |
143,605 |
| 10 |
818.5 |
772.8 |
45.7 |
5.9% |
15.8 |
2.0% |
7% |
False |
False |
137,963 |
| 20 |
829.0 |
772.8 |
56.2 |
7.2% |
15.3 |
2.0% |
5% |
False |
False |
133,768 |
| 40 |
850.6 |
772.8 |
77.8 |
10.0% |
15.0 |
1.9% |
4% |
False |
False |
133,923 |
| 60 |
850.6 |
772.8 |
77.8 |
10.0% |
14.3 |
1.8% |
4% |
False |
False |
110,516 |
| 80 |
850.6 |
769.2 |
81.4 |
10.5% |
12.5 |
1.6% |
8% |
False |
False |
82,893 |
| 100 |
850.6 |
734.0 |
116.6 |
15.0% |
10.3 |
1.3% |
36% |
False |
False |
66,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
832.0 |
|
2.618 |
813.8 |
|
1.618 |
802.8 |
|
1.000 |
795.8 |
|
0.618 |
791.5 |
|
HIGH |
784.8 |
|
0.618 |
780.5 |
|
0.500 |
779.3 |
|
0.382 |
777.8 |
|
LOW |
773.5 |
|
0.618 |
766.8 |
|
1.000 |
762.5 |
|
1.618 |
755.8 |
|
2.618 |
744.5 |
|
4.250 |
726.5 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
779.3 |
784.3 |
| PP |
778.0 |
781.3 |
| S1 |
777.0 |
778.5 |
|