ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 25-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
759.2 |
767.8 |
8.6 |
1.1% |
747.4 |
| High |
769.4 |
773.4 |
4.0 |
0.5% |
773.4 |
| Low |
754.5 |
761.8 |
7.3 |
1.0% |
742.3 |
| Close |
769.0 |
765.1 |
-3.9 |
-0.5% |
765.1 |
| Range |
14.9 |
11.6 |
-3.3 |
-22.1% |
31.1 |
| ATR |
16.3 |
16.0 |
-0.3 |
-2.1% |
0.0 |
| Volume |
137,519 |
83,565 |
-53,954 |
-39.2% |
630,682 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
801.5 |
795.0 |
771.5 |
|
| R3 |
790.0 |
783.3 |
768.3 |
|
| R2 |
778.3 |
778.3 |
767.3 |
|
| R1 |
771.8 |
771.8 |
766.3 |
769.3 |
| PP |
766.8 |
766.8 |
766.8 |
765.5 |
| S1 |
760.3 |
760.3 |
764.0 |
757.8 |
| S2 |
755.3 |
755.3 |
763.0 |
|
| S3 |
743.5 |
748.5 |
762.0 |
|
| S4 |
732.0 |
737.0 |
758.8 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
853.5 |
840.5 |
782.3 |
|
| R3 |
822.5 |
809.3 |
773.8 |
|
| R2 |
791.3 |
791.3 |
770.8 |
|
| R1 |
778.3 |
778.3 |
768.0 |
784.8 |
| PP |
760.3 |
760.3 |
760.3 |
763.5 |
| S1 |
747.3 |
747.3 |
762.3 |
753.8 |
| S2 |
729.3 |
729.3 |
759.5 |
|
| S3 |
698.0 |
716.0 |
756.5 |
|
| S4 |
667.0 |
685.0 |
748.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
773.4 |
742.3 |
31.1 |
4.1% |
16.5 |
2.2% |
73% |
True |
False |
126,136 |
| 10 |
791.0 |
742.3 |
48.7 |
6.4% |
16.5 |
2.2% |
47% |
False |
False |
142,001 |
| 20 |
829.0 |
742.3 |
86.7 |
11.3% |
16.3 |
2.1% |
26% |
False |
False |
136,171 |
| 40 |
839.2 |
742.3 |
96.9 |
12.7% |
15.5 |
2.0% |
24% |
False |
False |
137,853 |
| 60 |
850.6 |
742.3 |
108.3 |
14.2% |
15.0 |
2.0% |
21% |
False |
False |
129,237 |
| 80 |
850.6 |
742.3 |
108.3 |
14.2% |
13.8 |
1.8% |
21% |
False |
False |
96,949 |
| 100 |
850.6 |
737.9 |
112.7 |
14.7% |
11.8 |
1.5% |
24% |
False |
False |
77,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
822.8 |
|
2.618 |
803.8 |
|
1.618 |
792.3 |
|
1.000 |
785.0 |
|
0.618 |
780.5 |
|
HIGH |
773.5 |
|
0.618 |
769.0 |
|
0.500 |
767.5 |
|
0.382 |
766.3 |
|
LOW |
761.8 |
|
0.618 |
754.8 |
|
1.000 |
750.3 |
|
1.618 |
743.0 |
|
2.618 |
731.5 |
|
4.250 |
712.5 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
767.5 |
763.3 |
| PP |
766.8 |
761.5 |
| S1 |
766.0 |
759.8 |
|