ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 16-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
777.1 |
777.1 |
0.0 |
0.0% |
777.7 |
| High |
784.7 |
783.1 |
-1.6 |
-0.2% |
794.9 |
| Low |
773.6 |
768.8 |
-4.8 |
-0.6% |
772.8 |
| Close |
775.8 |
769.4 |
-6.4 |
-0.8% |
787.9 |
| Range |
11.1 |
14.3 |
3.2 |
28.8% |
22.1 |
| ATR |
15.3 |
15.2 |
-0.1 |
-0.5% |
0.0 |
| Volume |
164,299 |
142,169 |
-22,130 |
-13.5% |
678,500 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
816.8 |
807.3 |
777.3 |
|
| R3 |
802.3 |
793.0 |
773.3 |
|
| R2 |
788.0 |
788.0 |
772.0 |
|
| R1 |
778.8 |
778.8 |
770.8 |
776.3 |
| PP |
773.8 |
773.8 |
773.8 |
772.5 |
| S1 |
764.5 |
764.5 |
768.0 |
762.0 |
| S2 |
759.5 |
759.5 |
766.8 |
|
| S3 |
745.3 |
750.3 |
765.5 |
|
| S4 |
730.8 |
735.8 |
761.5 |
|
|
| 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 |
768.8 |
25.9 |
3.4% |
13.3 |
1.7% |
2% |
False |
True |
139,764 |
| 10 |
818.5 |
768.8 |
49.7 |
6.5% |
16.0 |
2.1% |
1% |
False |
True |
140,401 |
| 20 |
829.0 |
768.8 |
60.2 |
7.8% |
15.5 |
2.0% |
1% |
False |
True |
134,526 |
| 40 |
850.6 |
768.8 |
81.8 |
10.6% |
15.3 |
2.0% |
1% |
False |
True |
134,427 |
| 60 |
850.6 |
768.8 |
81.8 |
10.6% |
14.3 |
1.9% |
1% |
False |
True |
112,885 |
| 80 |
850.6 |
768.8 |
81.8 |
10.6% |
12.5 |
1.6% |
1% |
False |
True |
84,670 |
| 100 |
850.6 |
734.0 |
116.6 |
15.2% |
10.5 |
1.4% |
30% |
False |
False |
67,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
844.0 |
|
2.618 |
820.5 |
|
1.618 |
806.3 |
|
1.000 |
797.5 |
|
0.618 |
792.0 |
|
HIGH |
783.0 |
|
0.618 |
777.8 |
|
0.500 |
776.0 |
|
0.382 |
774.3 |
|
LOW |
768.8 |
|
0.618 |
760.0 |
|
1.000 |
754.5 |
|
1.618 |
745.8 |
|
2.618 |
731.3 |
|
4.250 |
708.0 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
776.0 |
780.0 |
| PP |
773.8 |
776.5 |
| S1 |
771.5 |
773.0 |
|