ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
750.1 |
762.7 |
12.6 |
1.7% |
729.2 |
| High |
765.1 |
766.3 |
1.2 |
0.2% |
776.7 |
| Low |
747.1 |
749.5 |
2.4 |
0.3% |
728.5 |
| Close |
764.4 |
753.2 |
-11.2 |
-1.5% |
770.7 |
| Range |
18.0 |
16.8 |
-1.2 |
-6.7% |
48.2 |
| ATR |
18.6 |
18.5 |
-0.1 |
-0.7% |
0.0 |
| Volume |
135,685 |
66,101 |
-69,584 |
-51.3% |
745,169 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
806.8 |
796.8 |
762.5 |
|
| R3 |
790.0 |
780.0 |
757.8 |
|
| R2 |
773.3 |
773.3 |
756.3 |
|
| R1 |
763.3 |
763.3 |
754.8 |
759.8 |
| PP |
756.3 |
756.3 |
756.3 |
754.5 |
| S1 |
746.3 |
746.3 |
751.8 |
743.0 |
| S2 |
739.5 |
739.5 |
750.0 |
|
| S3 |
722.8 |
729.5 |
748.5 |
|
| S4 |
706.0 |
712.8 |
744.0 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
903.3 |
885.3 |
797.3 |
|
| R3 |
855.0 |
837.0 |
784.0 |
|
| R2 |
806.8 |
806.8 |
779.5 |
|
| R1 |
788.8 |
788.8 |
775.0 |
797.8 |
| PP |
758.8 |
758.8 |
758.8 |
763.3 |
| S1 |
740.5 |
740.5 |
766.3 |
749.5 |
| S2 |
710.5 |
710.5 |
761.8 |
|
| S3 |
662.3 |
692.3 |
757.5 |
|
| S4 |
614.0 |
644.3 |
744.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
788.3 |
747.1 |
41.2 |
5.5% |
22.3 |
2.9% |
15% |
False |
False |
130,980 |
| 10 |
788.3 |
728.5 |
59.8 |
7.9% |
20.0 |
2.7% |
41% |
False |
False |
140,515 |
| 20 |
788.3 |
728.5 |
59.8 |
7.9% |
18.5 |
2.4% |
41% |
False |
False |
139,990 |
| 40 |
829.0 |
728.5 |
100.5 |
13.3% |
17.0 |
2.2% |
25% |
False |
False |
136,879 |
| 60 |
850.6 |
728.5 |
122.1 |
16.2% |
16.3 |
2.2% |
20% |
False |
False |
135,945 |
| 80 |
850.6 |
728.5 |
122.1 |
16.2% |
15.3 |
2.0% |
20% |
False |
False |
117,885 |
| 100 |
850.6 |
728.5 |
122.1 |
16.2% |
13.5 |
1.8% |
20% |
False |
False |
94,313 |
| 120 |
850.6 |
728.5 |
122.1 |
16.2% |
11.8 |
1.6% |
20% |
False |
False |
78,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
837.8 |
|
2.618 |
810.3 |
|
1.618 |
793.5 |
|
1.000 |
783.0 |
|
0.618 |
776.8 |
|
HIGH |
766.3 |
|
0.618 |
760.0 |
|
0.500 |
758.0 |
|
0.382 |
756.0 |
|
LOW |
749.5 |
|
0.618 |
739.0 |
|
1.000 |
732.8 |
|
1.618 |
722.3 |
|
2.618 |
705.5 |
|
4.250 |
678.0 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
758.0 |
767.8 |
| PP |
756.3 |
762.8 |
| S1 |
754.8 |
758.0 |
|