ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
765.0 |
757.4 |
-7.6 |
-1.0% |
746.8 |
| High |
772.0 |
760.5 |
-11.5 |
-1.5% |
763.8 |
| Low |
756.8 |
745.7 |
-11.1 |
-1.5% |
742.5 |
| Close |
755.4 |
756.9 |
1.5 |
0.2% |
760.9 |
| Range |
15.2 |
14.8 |
-0.4 |
-2.6% |
21.3 |
| ATR |
9.5 |
9.9 |
0.4 |
4.0% |
0.0 |
| Volume |
19 |
226 |
207 |
1,089.5% |
100 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
798.8 |
792.8 |
765.0 |
|
| R3 |
784.0 |
777.8 |
761.0 |
|
| R2 |
769.3 |
769.3 |
759.5 |
|
| R1 |
763.0 |
763.0 |
758.3 |
758.8 |
| PP |
754.3 |
754.3 |
754.3 |
752.3 |
| S1 |
748.3 |
748.3 |
755.5 |
744.0 |
| S2 |
739.5 |
739.5 |
754.3 |
|
| S3 |
724.8 |
733.5 |
752.8 |
|
| S4 |
710.0 |
718.8 |
748.8 |
|
|
| 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 |
823.5 |
|
2.618 |
799.3 |
|
1.618 |
784.5 |
|
1.000 |
775.3 |
|
0.618 |
769.8 |
|
HIGH |
760.5 |
|
0.618 |
754.8 |
|
0.500 |
753.0 |
|
0.382 |
751.3 |
|
LOW |
745.8 |
|
0.618 |
736.5 |
|
1.000 |
731.0 |
|
1.618 |
721.8 |
|
2.618 |
707.0 |
|
4.250 |
682.8 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
755.8 |
759.8 |
| PP |
754.3 |
758.8 |
| S1 |
753.0 |
757.8 |
|