ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
767.8 |
769.0 |
1.2 |
0.2% |
747.4 |
| High |
773.4 |
778.4 |
5.0 |
0.6% |
773.4 |
| Low |
761.8 |
765.9 |
4.1 |
0.5% |
742.3 |
| Close |
765.1 |
777.2 |
12.1 |
1.6% |
765.1 |
| Range |
11.6 |
12.5 |
0.9 |
7.8% |
31.1 |
| ATR |
16.0 |
15.8 |
-0.2 |
-1.2% |
0.0 |
| Volume |
83,565 |
128,745 |
45,180 |
54.1% |
630,682 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
811.3 |
806.8 |
784.0 |
|
| R3 |
798.8 |
794.3 |
780.8 |
|
| R2 |
786.3 |
786.3 |
779.5 |
|
| R1 |
781.8 |
781.8 |
778.3 |
784.0 |
| PP |
773.8 |
773.8 |
773.8 |
775.0 |
| S1 |
769.3 |
769.3 |
776.0 |
771.5 |
| S2 |
761.3 |
761.3 |
775.0 |
|
| S3 |
748.8 |
756.8 |
773.8 |
|
| S4 |
736.3 |
744.3 |
770.3 |
|
|
| 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 |
778.4 |
745.9 |
32.5 |
4.2% |
14.8 |
1.9% |
96% |
True |
False |
127,816 |
| 10 |
784.7 |
742.3 |
42.4 |
5.5% |
16.0 |
2.1% |
82% |
False |
False |
141,761 |
| 20 |
829.0 |
742.3 |
86.7 |
11.2% |
16.3 |
2.1% |
40% |
False |
False |
137,840 |
| 40 |
839.2 |
742.3 |
96.9 |
12.5% |
15.5 |
2.0% |
36% |
False |
False |
137,745 |
| 60 |
850.6 |
742.3 |
108.3 |
13.9% |
15.0 |
1.9% |
32% |
False |
False |
131,372 |
| 80 |
850.6 |
742.3 |
108.3 |
13.9% |
13.8 |
1.8% |
32% |
False |
False |
98,558 |
| 100 |
850.6 |
737.9 |
112.7 |
14.5% |
11.8 |
1.5% |
35% |
False |
False |
78,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
831.5 |
|
2.618 |
811.0 |
|
1.618 |
798.5 |
|
1.000 |
791.0 |
|
0.618 |
786.0 |
|
HIGH |
778.5 |
|
0.618 |
773.5 |
|
0.500 |
772.3 |
|
0.382 |
770.8 |
|
LOW |
766.0 |
|
0.618 |
758.3 |
|
1.000 |
753.5 |
|
1.618 |
745.8 |
|
2.618 |
733.3 |
|
4.250 |
712.8 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
775.5 |
773.5 |
| PP |
773.8 |
770.0 |
| S1 |
772.3 |
766.5 |
|