ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
754.4 |
747.4 |
-7.0 |
-0.9% |
785.6 |
| High |
758.6 |
763.4 |
4.8 |
0.6% |
791.0 |
| Low |
743.5 |
742.3 |
-1.2 |
-0.2% |
743.5 |
| Close |
744.3 |
762.0 |
17.7 |
2.4% |
744.3 |
| Range |
15.1 |
21.1 |
6.0 |
39.7% |
47.5 |
| ATR |
15.9 |
16.2 |
0.4 |
2.4% |
0.0 |
| Volume |
176,475 |
120,347 |
-56,128 |
-31.8% |
789,336 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
819.3 |
811.8 |
773.5 |
|
| R3 |
798.0 |
790.5 |
767.8 |
|
| R2 |
777.0 |
777.0 |
765.8 |
|
| R1 |
769.5 |
769.5 |
764.0 |
773.3 |
| PP |
756.0 |
756.0 |
756.0 |
757.8 |
| S1 |
748.5 |
748.5 |
760.0 |
752.3 |
| S2 |
734.8 |
734.8 |
758.3 |
|
| S3 |
713.8 |
727.3 |
756.3 |
|
| S4 |
692.5 |
706.3 |
750.5 |
|
|
| 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 |
784.7 |
742.3 |
42.4 |
5.6% |
17.3 |
2.3% |
46% |
False |
True |
155,707 |
| 10 |
794.7 |
742.3 |
52.4 |
6.9% |
15.8 |
2.1% |
38% |
False |
True |
147,870 |
| 20 |
829.0 |
742.3 |
86.7 |
11.4% |
16.0 |
2.1% |
23% |
False |
True |
134,599 |
| 40 |
850.6 |
742.3 |
108.3 |
14.2% |
15.8 |
2.1% |
18% |
False |
True |
137,288 |
| 60 |
850.6 |
742.3 |
108.3 |
14.2% |
15.0 |
2.0% |
18% |
False |
True |
120,744 |
| 80 |
850.6 |
742.3 |
108.3 |
14.2% |
13.0 |
1.7% |
18% |
False |
True |
90,570 |
| 100 |
850.6 |
737.9 |
112.7 |
14.8% |
11.0 |
1.5% |
21% |
False |
False |
72,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
853.0 |
|
2.618 |
818.8 |
|
1.618 |
797.5 |
|
1.000 |
784.5 |
|
0.618 |
776.5 |
|
HIGH |
763.5 |
|
0.618 |
755.3 |
|
0.500 |
752.8 |
|
0.382 |
750.3 |
|
LOW |
742.3 |
|
0.618 |
729.3 |
|
1.000 |
721.3 |
|
1.618 |
708.3 |
|
2.618 |
687.0 |
|
4.250 |
652.5 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
759.0 |
761.0 |
| PP |
756.0 |
760.0 |
| S1 |
752.8 |
759.3 |
|