ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
747.0 |
766.3 |
19.3 |
2.6% |
769.0 |
| High |
766.7 |
776.7 |
10.0 |
1.3% |
778.4 |
| Low |
746.7 |
758.9 |
12.2 |
1.6% |
735.4 |
| Close |
765.6 |
761.1 |
-4.5 |
-0.6% |
736.6 |
| Range |
20.0 |
17.8 |
-2.2 |
-11.0% |
43.0 |
| ATR |
16.8 |
16.9 |
0.1 |
0.4% |
0.0 |
| Volume |
173,064 |
177,818 |
4,754 |
2.7% |
603,475 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
819.0 |
807.8 |
771.0 |
|
| R3 |
801.3 |
790.0 |
766.0 |
|
| R2 |
783.3 |
783.3 |
764.3 |
|
| R1 |
772.3 |
772.3 |
762.8 |
769.0 |
| PP |
765.5 |
765.5 |
765.5 |
764.0 |
| S1 |
754.5 |
754.5 |
759.5 |
751.0 |
| S2 |
747.8 |
747.8 |
757.8 |
|
| S3 |
730.0 |
736.8 |
756.3 |
|
| S4 |
712.3 |
718.8 |
751.3 |
|
|
| 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 |
776.7 |
728.5 |
48.2 |
6.3% |
18.3 |
2.4% |
68% |
True |
False |
154,656 |
| 10 |
778.4 |
728.5 |
49.9 |
6.6% |
16.5 |
2.2% |
65% |
False |
False |
141,923 |
| 20 |
794.7 |
728.5 |
66.2 |
8.7% |
16.5 |
2.2% |
49% |
False |
False |
143,968 |
| 40 |
829.0 |
728.5 |
100.5 |
13.2% |
16.3 |
2.1% |
32% |
False |
False |
139,003 |
| 60 |
850.6 |
728.5 |
122.1 |
16.0% |
15.5 |
2.0% |
27% |
False |
False |
137,883 |
| 80 |
850.6 |
728.5 |
122.1 |
16.0% |
14.8 |
1.9% |
27% |
False |
False |
111,922 |
| 100 |
850.6 |
728.5 |
122.1 |
16.0% |
12.8 |
1.7% |
27% |
False |
False |
89,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
852.3 |
|
2.618 |
823.3 |
|
1.618 |
805.5 |
|
1.000 |
794.5 |
|
0.618 |
787.8 |
|
HIGH |
776.8 |
|
0.618 |
770.0 |
|
0.500 |
767.8 |
|
0.382 |
765.8 |
|
LOW |
759.0 |
|
0.618 |
748.0 |
|
1.000 |
741.0 |
|
1.618 |
730.0 |
|
2.618 |
712.3 |
|
4.250 |
683.3 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
767.8 |
758.3 |
| PP |
765.5 |
755.5 |
| S1 |
763.3 |
752.8 |
|