ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 17-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
777.1 |
771.6 |
-5.5 |
-0.7% |
777.7 |
| High |
783.1 |
776.0 |
-7.1 |
-0.9% |
794.9 |
| Low |
768.8 |
750.8 |
-18.0 |
-2.3% |
772.8 |
| Close |
769.4 |
751.5 |
-17.9 |
-2.3% |
787.9 |
| Range |
14.3 |
25.2 |
10.9 |
76.2% |
22.1 |
| ATR |
15.2 |
15.9 |
0.7 |
4.7% |
0.0 |
| Volume |
142,169 |
175,247 |
33,078 |
23.3% |
678,500 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
835.0 |
818.5 |
765.3 |
|
| R3 |
809.8 |
793.3 |
758.5 |
|
| R2 |
784.8 |
784.8 |
756.0 |
|
| R1 |
768.0 |
768.0 |
753.8 |
763.8 |
| PP |
759.5 |
759.5 |
759.5 |
757.3 |
| S1 |
742.8 |
742.8 |
749.3 |
738.5 |
| S2 |
734.3 |
734.3 |
747.0 |
|
| S3 |
709.0 |
717.8 |
744.5 |
|
| S4 |
683.8 |
692.5 |
737.8 |
|
|
| 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 |
750.8 |
43.9 |
5.8% |
16.0 |
2.1% |
2% |
False |
True |
149,221 |
| 10 |
809.8 |
750.8 |
59.0 |
7.9% |
16.8 |
2.2% |
1% |
False |
True |
144,507 |
| 20 |
829.0 |
750.8 |
78.2 |
10.4% |
16.0 |
2.1% |
1% |
False |
True |
133,372 |
| 40 |
850.6 |
750.8 |
99.8 |
13.3% |
15.5 |
2.1% |
1% |
False |
True |
135,952 |
| 60 |
850.6 |
750.8 |
99.8 |
13.3% |
14.8 |
1.9% |
1% |
False |
True |
115,797 |
| 80 |
850.6 |
750.8 |
99.8 |
13.3% |
12.8 |
1.7% |
1% |
False |
True |
86,861 |
| 100 |
850.6 |
734.0 |
116.6 |
15.5% |
10.8 |
1.4% |
15% |
False |
False |
69,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
883.0 |
|
2.618 |
842.0 |
|
1.618 |
816.8 |
|
1.000 |
801.3 |
|
0.618 |
791.5 |
|
HIGH |
776.0 |
|
0.618 |
766.3 |
|
0.500 |
763.5 |
|
0.382 |
760.5 |
|
LOW |
750.8 |
|
0.618 |
735.3 |
|
1.000 |
725.5 |
|
1.618 |
710.0 |
|
2.618 |
684.8 |
|
4.250 |
643.8 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
763.5 |
767.8 |
| PP |
759.5 |
762.3 |
| S1 |
755.5 |
757.0 |
|