ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
760.5 |
757.6 |
-2.9 |
-0.4% |
769.0 |
| High |
765.7 |
758.1 |
-7.6 |
-1.0% |
778.4 |
| Low |
749.7 |
735.4 |
-14.3 |
-1.9% |
735.4 |
| Close |
761.1 |
736.6 |
-24.5 |
-3.2% |
736.6 |
| Range |
16.0 |
22.7 |
6.7 |
41.9% |
43.0 |
| ATR |
16.0 |
16.7 |
0.7 |
4.4% |
0.0 |
| Volume |
154,789 |
178,608 |
23,819 |
15.4% |
603,475 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
811.5 |
796.8 |
749.0 |
|
| R3 |
788.8 |
774.0 |
742.8 |
|
| R2 |
766.0 |
766.0 |
740.8 |
|
| R1 |
751.3 |
751.3 |
738.8 |
747.3 |
| PP |
743.3 |
743.3 |
743.3 |
741.5 |
| S1 |
728.8 |
728.8 |
734.5 |
724.8 |
| S2 |
720.8 |
720.8 |
732.5 |
|
| S3 |
698.0 |
706.0 |
730.3 |
|
| S4 |
675.3 |
683.3 |
724.0 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
879.3 |
850.8 |
760.3 |
|
| R3 |
836.3 |
807.8 |
748.5 |
|
| R2 |
793.3 |
793.3 |
744.5 |
|
| R1 |
764.8 |
764.8 |
740.5 |
757.5 |
| PP |
750.3 |
750.3 |
750.3 |
746.5 |
| S1 |
721.8 |
721.8 |
732.8 |
714.5 |
| S2 |
707.3 |
707.3 |
728.8 |
|
| S3 |
664.3 |
678.8 |
724.8 |
|
| S4 |
621.3 |
635.8 |
713.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
778.4 |
735.4 |
43.0 |
5.8% |
16.3 |
2.2% |
3% |
False |
True |
137,408 |
| 10 |
778.4 |
735.4 |
43.0 |
5.8% |
16.8 |
2.3% |
3% |
False |
True |
141,063 |
| 20 |
809.8 |
735.4 |
74.4 |
10.1% |
16.8 |
2.3% |
2% |
False |
True |
142,785 |
| 40 |
829.0 |
735.4 |
93.6 |
12.7% |
15.8 |
2.2% |
1% |
False |
True |
138,491 |
| 60 |
850.6 |
735.4 |
115.2 |
15.6% |
15.3 |
2.1% |
1% |
False |
True |
138,793 |
| 80 |
850.6 |
735.4 |
115.2 |
15.6% |
14.3 |
1.9% |
1% |
False |
True |
104,491 |
| 100 |
850.6 |
735.4 |
115.2 |
15.6% |
12.3 |
1.7% |
1% |
False |
True |
83,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
854.5 |
|
2.618 |
817.5 |
|
1.618 |
794.8 |
|
1.000 |
780.8 |
|
0.618 |
772.3 |
|
HIGH |
758.0 |
|
0.618 |
749.5 |
|
0.500 |
746.8 |
|
0.382 |
744.0 |
|
LOW |
735.5 |
|
0.618 |
721.3 |
|
1.000 |
712.8 |
|
1.618 |
698.8 |
|
2.618 |
676.0 |
|
4.250 |
639.0 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
746.8 |
756.3 |
| PP |
743.3 |
749.8 |
| S1 |
740.0 |
743.3 |
|