ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
755.8 |
759.2 |
3.4 |
0.4% |
785.6 |
| High |
765.6 |
769.4 |
3.8 |
0.5% |
791.0 |
| Low |
745.9 |
754.5 |
8.6 |
1.2% |
743.5 |
| Close |
763.6 |
769.0 |
5.4 |
0.7% |
744.3 |
| Range |
19.7 |
14.9 |
-4.8 |
-24.4% |
47.5 |
| ATR |
16.4 |
16.3 |
-0.1 |
-0.7% |
0.0 |
| Volume |
157,378 |
137,519 |
-19,859 |
-12.6% |
789,336 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
809.0 |
804.0 |
777.3 |
|
| R3 |
794.0 |
789.0 |
773.0 |
|
| R2 |
779.3 |
779.3 |
771.8 |
|
| R1 |
774.0 |
774.0 |
770.3 |
776.8 |
| PP |
764.3 |
764.3 |
764.3 |
765.5 |
| S1 |
759.3 |
759.3 |
767.8 |
761.8 |
| S2 |
749.5 |
749.5 |
766.3 |
|
| S3 |
734.5 |
744.3 |
765.0 |
|
| S4 |
719.5 |
729.5 |
760.8 |
|
|
| 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 |
769.4 |
742.3 |
27.1 |
3.5% |
17.3 |
2.2% |
99% |
True |
False |
144,718 |
| 10 |
794.7 |
742.3 |
52.4 |
6.8% |
16.8 |
2.2% |
51% |
False |
False |
146,969 |
| 20 |
829.0 |
742.3 |
86.7 |
11.3% |
16.5 |
2.1% |
31% |
False |
False |
138,197 |
| 40 |
839.2 |
742.3 |
96.9 |
12.6% |
15.8 |
2.0% |
28% |
False |
False |
139,057 |
| 60 |
850.6 |
742.3 |
108.3 |
14.1% |
15.3 |
2.0% |
25% |
False |
False |
127,855 |
| 80 |
850.6 |
742.3 |
108.3 |
14.1% |
13.5 |
1.8% |
25% |
False |
False |
95,904 |
| 100 |
850.6 |
737.9 |
112.7 |
14.7% |
11.5 |
1.5% |
28% |
False |
False |
76,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
832.8 |
|
2.618 |
808.5 |
|
1.618 |
793.5 |
|
1.000 |
784.3 |
|
0.618 |
778.5 |
|
HIGH |
769.5 |
|
0.618 |
763.8 |
|
0.500 |
762.0 |
|
0.382 |
760.3 |
|
LOW |
754.5 |
|
0.618 |
745.3 |
|
1.000 |
739.5 |
|
1.618 |
730.5 |
|
2.618 |
715.5 |
|
4.250 |
691.3 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
766.8 |
765.3 |
| PP |
764.3 |
761.5 |
| S1 |
762.0 |
757.8 |
|