ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 23-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
762.1 |
755.8 |
-6.3 |
-0.8% |
785.6 |
| High |
769.4 |
765.6 |
-3.8 |
-0.5% |
791.0 |
| Low |
753.8 |
745.9 |
-7.9 |
-1.0% |
743.5 |
| Close |
757.5 |
763.6 |
6.1 |
0.8% |
744.3 |
| Range |
15.6 |
19.7 |
4.1 |
26.3% |
47.5 |
| ATR |
16.2 |
16.4 |
0.3 |
1.6% |
0.0 |
| Volume |
131,873 |
157,378 |
25,505 |
19.3% |
789,336 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
817.5 |
810.3 |
774.5 |
|
| R3 |
797.8 |
790.5 |
769.0 |
|
| R2 |
778.0 |
778.0 |
767.3 |
|
| R1 |
770.8 |
770.8 |
765.5 |
774.5 |
| PP |
758.3 |
758.3 |
758.3 |
760.3 |
| S1 |
751.3 |
751.3 |
761.8 |
754.8 |
| S2 |
738.8 |
738.8 |
760.0 |
|
| S3 |
719.0 |
731.5 |
758.3 |
|
| S4 |
699.3 |
711.8 |
752.8 |
|
|
| 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 |
776.0 |
742.3 |
33.7 |
4.4% |
19.3 |
2.5% |
63% |
False |
False |
152,264 |
| 10 |
794.7 |
742.3 |
52.4 |
6.9% |
16.3 |
2.1% |
41% |
False |
False |
146,014 |
| 20 |
829.0 |
742.3 |
86.7 |
11.4% |
16.5 |
2.1% |
25% |
False |
False |
137,028 |
| 40 |
843.0 |
742.3 |
100.7 |
13.2% |
15.8 |
2.1% |
21% |
False |
False |
138,998 |
| 60 |
850.6 |
742.3 |
108.3 |
14.2% |
15.3 |
2.0% |
20% |
False |
False |
125,563 |
| 80 |
850.6 |
742.3 |
108.3 |
14.2% |
13.5 |
1.8% |
20% |
False |
False |
94,185 |
| 100 |
850.6 |
737.9 |
112.7 |
14.8% |
11.5 |
1.5% |
23% |
False |
False |
75,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
849.3 |
|
2.618 |
817.3 |
|
1.618 |
797.5 |
|
1.000 |
785.3 |
|
0.618 |
777.8 |
|
HIGH |
765.5 |
|
0.618 |
758.0 |
|
0.500 |
755.8 |
|
0.382 |
753.5 |
|
LOW |
746.0 |
|
0.618 |
733.8 |
|
1.000 |
726.3 |
|
1.618 |
714.0 |
|
2.618 |
694.3 |
|
4.250 |
662.3 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
761.0 |
761.0 |
| PP |
758.3 |
758.5 |
| S1 |
755.8 |
755.8 |
|