ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
762.7 |
753.5 |
-9.2 |
-1.2% |
729.2 |
| High |
766.3 |
764.4 |
-1.9 |
-0.2% |
776.7 |
| Low |
749.5 |
749.5 |
0.0 |
0.0% |
728.5 |
| Close |
753.2 |
763.7 |
10.5 |
1.4% |
770.7 |
| Range |
16.8 |
14.9 |
-1.9 |
-11.3% |
48.2 |
| ATR |
18.5 |
18.2 |
-0.3 |
-1.4% |
0.0 |
| Volume |
66,101 |
27,765 |
-38,336 |
-58.0% |
745,169 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
804.0 |
798.8 |
772.0 |
|
| R3 |
789.0 |
783.8 |
767.8 |
|
| R2 |
774.0 |
774.0 |
766.5 |
|
| R1 |
769.0 |
769.0 |
765.0 |
771.5 |
| PP |
759.3 |
759.3 |
759.3 |
760.5 |
| S1 |
754.0 |
754.0 |
762.3 |
756.5 |
| S2 |
744.3 |
744.3 |
761.0 |
|
| S3 |
729.5 |
739.0 |
759.5 |
|
| S4 |
714.5 |
724.3 |
755.5 |
|
|
| 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 |
5.4% |
21.5 |
2.8% |
40% |
False |
False |
100,969 |
| 10 |
788.3 |
728.5 |
59.8 |
7.8% |
20.0 |
2.6% |
59% |
False |
False |
127,813 |
| 20 |
788.3 |
728.5 |
59.8 |
7.8% |
18.5 |
2.4% |
59% |
False |
False |
134,270 |
| 40 |
829.0 |
728.5 |
100.5 |
13.2% |
17.0 |
2.2% |
35% |
False |
False |
134,398 |
| 60 |
850.6 |
728.5 |
122.1 |
16.0% |
16.3 |
2.1% |
29% |
False |
False |
134,374 |
| 80 |
850.6 |
728.5 |
122.1 |
16.0% |
15.3 |
2.0% |
29% |
False |
False |
118,231 |
| 100 |
850.6 |
728.5 |
122.1 |
16.0% |
13.8 |
1.8% |
29% |
False |
False |
94,590 |
| 120 |
850.6 |
728.5 |
122.1 |
16.0% |
11.8 |
1.5% |
29% |
False |
False |
78,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
827.8 |
|
2.618 |
803.5 |
|
1.618 |
788.5 |
|
1.000 |
779.3 |
|
0.618 |
773.5 |
|
HIGH |
764.5 |
|
0.618 |
758.8 |
|
0.500 |
757.0 |
|
0.382 |
755.3 |
|
LOW |
749.5 |
|
0.618 |
740.3 |
|
1.000 |
734.5 |
|
1.618 |
725.5 |
|
2.618 |
710.5 |
|
4.250 |
686.3 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
761.5 |
761.3 |
| PP |
759.3 |
759.0 |
| S1 |
757.0 |
756.8 |
|