ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
762.4 |
760.0 |
-2.4 |
-0.3% |
746.8 |
| High |
765.0 |
773.8 |
8.8 |
1.2% |
763.8 |
| Low |
762.4 |
760.0 |
-2.4 |
-0.3% |
742.5 |
| Close |
760.9 |
773.1 |
12.2 |
1.6% |
760.9 |
| Range |
2.6 |
13.8 |
11.2 |
430.8% |
21.3 |
| ATR |
8.6 |
9.0 |
0.4 |
4.3% |
0.0 |
| Volume |
3 |
12 |
9 |
300.0% |
100 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
810.3 |
805.5 |
780.8 |
|
| R3 |
796.5 |
791.8 |
777.0 |
|
| R2 |
782.8 |
782.8 |
775.8 |
|
| R1 |
778.0 |
778.0 |
774.3 |
780.3 |
| PP |
769.0 |
769.0 |
769.0 |
770.3 |
| S1 |
764.3 |
764.3 |
771.8 |
766.5 |
| S2 |
755.3 |
755.3 |
770.5 |
|
| S3 |
741.3 |
750.3 |
769.3 |
|
| S4 |
727.5 |
736.5 |
765.5 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
819.8 |
811.5 |
772.5 |
|
| R3 |
798.3 |
790.3 |
766.8 |
|
| R2 |
777.0 |
777.0 |
764.8 |
|
| R1 |
769.0 |
769.0 |
762.8 |
773.0 |
| PP |
755.8 |
755.8 |
755.8 |
757.8 |
| S1 |
747.8 |
747.8 |
759.0 |
751.8 |
| S2 |
734.5 |
734.5 |
757.0 |
|
| S3 |
713.3 |
726.3 |
755.0 |
|
| S4 |
691.8 |
705.0 |
749.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
832.5 |
|
2.618 |
810.0 |
|
1.618 |
796.3 |
|
1.000 |
787.5 |
|
0.618 |
782.3 |
|
HIGH |
773.8 |
|
0.618 |
768.5 |
|
0.500 |
767.0 |
|
0.382 |
765.3 |
|
LOW |
760.0 |
|
0.618 |
751.5 |
|
1.000 |
746.3 |
|
1.618 |
737.8 |
|
2.618 |
723.8 |
|
4.250 |
701.3 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
771.0 |
771.0 |
| PP |
769.0 |
769.0 |
| S1 |
767.0 |
767.0 |
|