ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
747.4 |
762.1 |
14.7 |
2.0% |
785.6 |
| High |
763.4 |
769.4 |
6.0 |
0.8% |
791.0 |
| Low |
742.3 |
753.8 |
11.5 |
1.5% |
743.5 |
| Close |
762.0 |
757.5 |
-4.5 |
-0.6% |
744.3 |
| Range |
21.1 |
15.6 |
-5.5 |
-26.1% |
47.5 |
| ATR |
16.2 |
16.2 |
0.0 |
-0.3% |
0.0 |
| Volume |
120,347 |
131,873 |
11,526 |
9.6% |
789,336 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
807.0 |
797.8 |
766.0 |
|
| R3 |
791.5 |
782.3 |
761.8 |
|
| R2 |
775.8 |
775.8 |
760.3 |
|
| R1 |
766.8 |
766.8 |
759.0 |
763.5 |
| PP |
760.3 |
760.3 |
760.3 |
758.5 |
| S1 |
751.0 |
751.0 |
756.0 |
747.8 |
| S2 |
744.8 |
744.8 |
754.8 |
|
| S3 |
729.0 |
735.5 |
753.3 |
|
| S4 |
713.5 |
719.8 |
749.0 |
|
|
| 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 |
783.1 |
742.3 |
40.8 |
5.4% |
18.3 |
2.4% |
37% |
False |
False |
149,222 |
| 10 |
794.7 |
742.3 |
52.4 |
6.9% |
15.8 |
2.1% |
29% |
False |
False |
146,413 |
| 20 |
829.0 |
742.3 |
86.7 |
11.4% |
16.0 |
2.1% |
18% |
False |
False |
135,692 |
| 40 |
850.6 |
742.3 |
108.3 |
14.3% |
15.5 |
2.1% |
14% |
False |
False |
137,466 |
| 60 |
850.6 |
742.3 |
108.3 |
14.3% |
15.0 |
2.0% |
14% |
False |
False |
122,941 |
| 80 |
850.6 |
742.3 |
108.3 |
14.3% |
13.3 |
1.8% |
14% |
False |
False |
92,218 |
| 100 |
850.6 |
737.9 |
112.7 |
14.9% |
11.3 |
1.5% |
17% |
False |
False |
73,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
835.8 |
|
2.618 |
810.3 |
|
1.618 |
794.8 |
|
1.000 |
785.0 |
|
0.618 |
779.0 |
|
HIGH |
769.5 |
|
0.618 |
763.5 |
|
0.500 |
761.5 |
|
0.382 |
759.8 |
|
LOW |
753.8 |
|
0.618 |
744.3 |
|
1.000 |
738.3 |
|
1.618 |
728.5 |
|
2.618 |
713.0 |
|
4.250 |
687.5 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
761.5 |
757.0 |
| PP |
760.3 |
756.5 |
| S1 |
758.8 |
755.8 |
|