ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
734.1 |
747.0 |
12.9 |
1.8% |
769.0 |
| High |
745.9 |
766.7 |
20.8 |
2.8% |
778.4 |
| Low |
729.0 |
746.7 |
17.7 |
2.4% |
735.4 |
| Close |
745.6 |
765.6 |
20.0 |
2.7% |
736.6 |
| Range |
16.9 |
20.0 |
3.1 |
18.3% |
43.0 |
| ATR |
16.5 |
16.8 |
0.3 |
2.0% |
0.0 |
| Volume |
118,171 |
173,064 |
54,893 |
46.5% |
603,475 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
819.8 |
812.8 |
776.5 |
|
| R3 |
799.8 |
792.8 |
771.0 |
|
| R2 |
779.8 |
779.8 |
769.3 |
|
| R1 |
772.8 |
772.8 |
767.5 |
776.3 |
| PP |
759.8 |
759.8 |
759.8 |
761.5 |
| S1 |
752.8 |
752.8 |
763.8 |
756.3 |
| S2 |
739.8 |
739.8 |
762.0 |
|
| S3 |
719.8 |
732.8 |
760.0 |
|
| S4 |
699.8 |
712.8 |
754.5 |
|
|
| 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 |
766.7 |
728.5 |
38.2 |
5.0% |
18.0 |
2.3% |
97% |
True |
False |
150,050 |
| 10 |
778.4 |
728.5 |
49.9 |
6.5% |
16.8 |
2.2% |
74% |
False |
False |
139,879 |
| 20 |
794.7 |
728.5 |
66.2 |
8.6% |
16.3 |
2.1% |
56% |
False |
False |
143,146 |
| 40 |
829.0 |
728.5 |
100.5 |
13.1% |
16.3 |
2.1% |
37% |
False |
False |
138,127 |
| 60 |
850.6 |
728.5 |
122.1 |
15.9% |
15.5 |
2.0% |
30% |
False |
False |
138,323 |
| 80 |
850.6 |
728.5 |
122.1 |
15.9% |
14.5 |
1.9% |
30% |
False |
False |
109,700 |
| 100 |
850.6 |
728.5 |
122.1 |
15.9% |
12.8 |
1.7% |
30% |
False |
False |
87,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
851.8 |
|
2.618 |
819.0 |
|
1.618 |
799.0 |
|
1.000 |
786.8 |
|
0.618 |
779.0 |
|
HIGH |
766.8 |
|
0.618 |
759.0 |
|
0.500 |
756.8 |
|
0.382 |
754.3 |
|
LOW |
746.8 |
|
0.618 |
734.3 |
|
1.000 |
726.8 |
|
1.618 |
714.3 |
|
2.618 |
694.3 |
|
4.250 |
661.8 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
762.8 |
759.5 |
| PP |
759.8 |
753.5 |
| S1 |
756.8 |
747.5 |
|