ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 18-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
| Open |
771.6 |
754.4 |
-17.2 |
-2.2% |
785.6 |
| High |
776.0 |
758.6 |
-17.4 |
-2.2% |
791.0 |
| Low |
750.8 |
743.5 |
-7.3 |
-1.0% |
743.5 |
| Close |
751.5 |
744.3 |
-7.2 |
-1.0% |
744.3 |
| Range |
25.2 |
15.1 |
-10.1 |
-40.1% |
47.5 |
| ATR |
15.9 |
15.9 |
-0.1 |
-0.4% |
0.0 |
| Volume |
175,247 |
176,475 |
1,228 |
0.7% |
789,336 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
794.0 |
784.3 |
752.5 |
|
| R3 |
779.0 |
769.3 |
748.5 |
|
| R2 |
764.0 |
764.0 |
747.0 |
|
| R1 |
754.0 |
754.0 |
745.8 |
751.5 |
| PP |
748.8 |
748.8 |
748.8 |
747.5 |
| S1 |
739.0 |
739.0 |
743.0 |
736.3 |
| S2 |
733.8 |
733.8 |
741.5 |
|
| S3 |
718.5 |
724.0 |
740.3 |
|
| S4 |
703.5 |
708.8 |
736.0 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
902.0 |
870.8 |
770.5 |
|
| R3 |
854.5 |
823.3 |
757.3 |
|
| R2 |
807.0 |
807.0 |
753.0 |
|
| R1 |
775.8 |
775.8 |
748.8 |
767.8 |
| PP |
759.5 |
759.5 |
759.5 |
755.5 |
| S1 |
728.3 |
728.3 |
740.0 |
720.3 |
| S2 |
712.0 |
712.0 |
735.5 |
|
| S3 |
664.5 |
680.8 |
731.3 |
|
| S4 |
617.0 |
633.3 |
718.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
791.0 |
743.5 |
47.5 |
6.4% |
16.5 |
2.2% |
2% |
False |
True |
157,867 |
| 10 |
794.9 |
743.5 |
51.4 |
6.9% |
15.8 |
2.1% |
2% |
False |
True |
146,783 |
| 20 |
829.0 |
743.5 |
85.5 |
11.5% |
16.0 |
2.1% |
1% |
False |
True |
136,133 |
| 40 |
850.6 |
743.5 |
107.1 |
14.4% |
15.5 |
2.1% |
1% |
False |
True |
137,020 |
| 60 |
850.6 |
743.5 |
107.1 |
14.4% |
14.8 |
2.0% |
1% |
False |
True |
118,738 |
| 80 |
850.6 |
743.5 |
107.1 |
14.4% |
12.8 |
1.7% |
1% |
False |
True |
89,066 |
| 100 |
850.6 |
737.9 |
112.7 |
15.1% |
10.8 |
1.5% |
6% |
False |
False |
71,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
822.8 |
|
2.618 |
798.3 |
|
1.618 |
783.0 |
|
1.000 |
773.8 |
|
0.618 |
768.0 |
|
HIGH |
758.5 |
|
0.618 |
752.8 |
|
0.500 |
751.0 |
|
0.382 |
749.3 |
|
LOW |
743.5 |
|
0.618 |
734.3 |
|
1.000 |
728.5 |
|
1.618 |
719.0 |
|
2.618 |
704.0 |
|
4.250 |
679.3 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
751.0 |
763.3 |
| PP |
748.8 |
757.0 |
| S1 |
746.5 |
750.8 |
|