ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 18-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
| Open |
772.7 |
754.0 |
-18.7 |
-2.4% |
784.2 |
| High |
772.7 |
754.0 |
-18.7 |
-2.4% |
784.2 |
| Low |
749.0 |
740.0 |
-9.0 |
-1.2% |
740.0 |
| Close |
747.4 |
740.2 |
-7.2 |
-1.0% |
740.2 |
| Range |
23.7 |
14.0 |
-9.7 |
-40.9% |
44.2 |
| ATR |
8.9 |
9.2 |
0.4 |
4.1% |
0.0 |
| Volume |
168 |
168 |
0 |
0.0% |
450 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
786.8 |
777.5 |
748.0 |
|
| R3 |
772.8 |
763.5 |
744.0 |
|
| R2 |
758.8 |
758.8 |
742.8 |
|
| R1 |
749.5 |
749.5 |
741.5 |
747.0 |
| PP |
744.8 |
744.8 |
744.8 |
743.5 |
| S1 |
735.5 |
735.5 |
739.0 |
733.0 |
| S2 |
730.8 |
730.8 |
737.8 |
|
| S3 |
716.8 |
721.5 |
736.3 |
|
| S4 |
702.8 |
707.5 |
732.5 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
887.5 |
858.0 |
764.5 |
|
| R3 |
843.3 |
813.8 |
752.3 |
|
| R2 |
799.0 |
799.0 |
748.3 |
|
| R1 |
769.5 |
769.5 |
744.3 |
762.3 |
| PP |
754.8 |
754.8 |
754.8 |
751.0 |
| S1 |
725.5 |
725.5 |
736.3 |
718.0 |
| S2 |
710.5 |
710.5 |
732.0 |
|
| S3 |
666.5 |
681.3 |
728.0 |
|
| S4 |
622.3 |
637.0 |
716.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
813.5 |
|
2.618 |
790.8 |
|
1.618 |
776.8 |
|
1.000 |
768.0 |
|
0.618 |
762.8 |
|
HIGH |
754.0 |
|
0.618 |
748.8 |
|
0.500 |
747.0 |
|
0.382 |
745.3 |
|
LOW |
740.0 |
|
0.618 |
731.3 |
|
1.000 |
726.0 |
|
1.618 |
717.3 |
|
2.618 |
703.3 |
|
4.250 |
680.5 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
747.0 |
759.3 |
| PP |
744.8 |
753.0 |
| S1 |
742.5 |
746.5 |
|