ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 30-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
769.0 |
775.8 |
6.8 |
0.9% |
747.4 |
| High |
778.4 |
777.2 |
-1.2 |
-0.2% |
773.4 |
| Low |
765.9 |
759.2 |
-6.7 |
-0.9% |
742.3 |
| Close |
777.2 |
759.6 |
-17.6 |
-2.3% |
765.1 |
| Range |
12.5 |
18.0 |
5.5 |
44.0% |
31.1 |
| ATR |
15.8 |
16.0 |
0.2 |
1.0% |
0.0 |
| Volume |
128,745 |
141,333 |
12,588 |
9.8% |
630,682 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
819.3 |
807.5 |
769.5 |
|
| R3 |
801.3 |
789.5 |
764.5 |
|
| R2 |
783.3 |
783.3 |
763.0 |
|
| R1 |
771.5 |
771.5 |
761.3 |
768.5 |
| PP |
765.3 |
765.3 |
765.3 |
763.8 |
| S1 |
753.5 |
753.5 |
758.0 |
750.5 |
| S2 |
747.3 |
747.3 |
756.3 |
|
| S3 |
729.3 |
735.5 |
754.8 |
|
| S4 |
711.3 |
717.5 |
749.8 |
|
|
| 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 |
778.4 |
745.9 |
32.5 |
4.3% |
15.3 |
2.0% |
42% |
False |
False |
129,708 |
| 10 |
783.1 |
742.3 |
40.8 |
5.4% |
16.8 |
2.2% |
42% |
False |
False |
139,465 |
| 20 |
818.5 |
742.3 |
76.2 |
10.0% |
16.3 |
2.1% |
23% |
False |
False |
138,714 |
| 40 |
839.2 |
742.3 |
96.9 |
12.8% |
15.5 |
2.1% |
18% |
False |
False |
138,030 |
| 60 |
850.6 |
742.3 |
108.3 |
14.3% |
15.3 |
2.0% |
16% |
False |
False |
133,686 |
| 80 |
850.6 |
742.3 |
108.3 |
14.3% |
13.8 |
1.8% |
16% |
False |
False |
100,324 |
| 100 |
850.6 |
742.3 |
108.3 |
14.3% |
11.8 |
1.6% |
16% |
False |
False |
80,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
853.8 |
|
2.618 |
824.3 |
|
1.618 |
806.3 |
|
1.000 |
795.3 |
|
0.618 |
788.3 |
|
HIGH |
777.3 |
|
0.618 |
770.3 |
|
0.500 |
768.3 |
|
0.382 |
766.0 |
|
LOW |
759.3 |
|
0.618 |
748.0 |
|
1.000 |
741.3 |
|
1.618 |
730.0 |
|
2.618 |
712.0 |
|
4.250 |
682.8 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
768.3 |
768.8 |
| PP |
765.3 |
765.8 |
| S1 |
762.5 |
762.8 |
|