ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
775.8 |
760.5 |
-15.3 |
-2.0% |
747.4 |
| High |
777.2 |
765.7 |
-11.5 |
-1.5% |
773.4 |
| Low |
759.2 |
749.7 |
-9.5 |
-1.3% |
742.3 |
| Close |
759.6 |
761.1 |
1.5 |
0.2% |
765.1 |
| Range |
18.0 |
16.0 |
-2.0 |
-11.1% |
31.1 |
| ATR |
16.0 |
16.0 |
0.0 |
0.0% |
0.0 |
| Volume |
141,333 |
154,789 |
13,456 |
9.5% |
630,682 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
806.8 |
800.0 |
770.0 |
|
| R3 |
790.8 |
784.0 |
765.5 |
|
| R2 |
774.8 |
774.8 |
764.0 |
|
| R1 |
768.0 |
768.0 |
762.5 |
771.5 |
| PP |
758.8 |
758.8 |
758.8 |
760.5 |
| S1 |
752.0 |
752.0 |
759.8 |
755.5 |
| S2 |
742.8 |
742.8 |
758.3 |
|
| S3 |
726.8 |
736.0 |
756.8 |
|
| S4 |
710.8 |
720.0 |
752.3 |
|
|
| 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 |
749.7 |
28.7 |
3.8% |
14.5 |
1.9% |
40% |
False |
True |
129,190 |
| 10 |
778.4 |
742.3 |
36.1 |
4.7% |
17.0 |
2.2% |
52% |
False |
False |
140,727 |
| 20 |
818.5 |
742.3 |
76.2 |
10.0% |
16.5 |
2.2% |
25% |
False |
False |
140,564 |
| 40 |
830.7 |
742.3 |
88.4 |
11.6% |
15.8 |
2.1% |
21% |
False |
False |
138,414 |
| 60 |
850.6 |
742.3 |
108.3 |
14.2% |
15.0 |
2.0% |
17% |
False |
False |
136,217 |
| 80 |
850.6 |
742.3 |
108.3 |
14.2% |
14.0 |
1.8% |
17% |
False |
False |
102,259 |
| 100 |
850.6 |
742.3 |
108.3 |
14.2% |
12.0 |
1.6% |
17% |
False |
False |
81,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
833.8 |
|
2.618 |
807.5 |
|
1.618 |
791.5 |
|
1.000 |
781.8 |
|
0.618 |
775.5 |
|
HIGH |
765.8 |
|
0.618 |
759.5 |
|
0.500 |
757.8 |
|
0.382 |
755.8 |
|
LOW |
749.8 |
|
0.618 |
739.8 |
|
1.000 |
733.8 |
|
1.618 |
723.8 |
|
2.618 |
707.8 |
|
4.250 |
681.8 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
760.0 |
764.0 |
| PP |
758.8 |
763.0 |
| S1 |
757.8 |
762.0 |
|