ICE Russell 2000 Mini Future September 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 |
758.7 |
749.8 |
-8.9 |
-1.2% |
722.1 |
| High |
761.9 |
760.2 |
-1.7 |
-0.2% |
772.5 |
| Low |
744.9 |
745.1 |
0.2 |
0.0% |
722.1 |
| Close |
748.8 |
759.4 |
10.6 |
1.4% |
766.4 |
| Range |
17.0 |
15.1 |
-1.9 |
-11.2% |
50.4 |
| ATR |
15.1 |
15.1 |
0.0 |
0.0% |
0.0 |
| Volume |
204,389 |
179,637 |
-24,752 |
-12.1% |
263,315 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
800.3 |
795.0 |
767.8 |
|
| R3 |
785.0 |
779.8 |
763.5 |
|
| R2 |
770.0 |
770.0 |
762.3 |
|
| R1 |
764.8 |
764.8 |
760.8 |
767.3 |
| PP |
755.0 |
755.0 |
755.0 |
756.3 |
| S1 |
749.5 |
749.5 |
758.0 |
752.3 |
| S2 |
739.8 |
739.8 |
756.8 |
|
| S3 |
724.8 |
734.5 |
755.3 |
|
| S4 |
709.5 |
719.5 |
751.0 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
904.8 |
886.0 |
794.0 |
|
| R3 |
854.5 |
835.8 |
780.3 |
|
| R2 |
804.0 |
804.0 |
775.8 |
|
| R1 |
785.3 |
785.3 |
771.0 |
794.8 |
| PP |
753.8 |
753.8 |
753.8 |
758.5 |
| S1 |
734.8 |
734.8 |
761.8 |
744.3 |
| S2 |
703.3 |
703.3 |
757.3 |
|
| S3 |
652.8 |
684.5 |
752.5 |
|
| S4 |
602.5 |
634.0 |
738.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
824.5 |
|
2.618 |
799.8 |
|
1.618 |
784.8 |
|
1.000 |
775.3 |
|
0.618 |
769.5 |
|
HIGH |
760.3 |
|
0.618 |
754.5 |
|
0.500 |
752.8 |
|
0.382 |
750.8 |
|
LOW |
745.0 |
|
0.618 |
735.8 |
|
1.000 |
730.0 |
|
1.618 |
720.8 |
|
2.618 |
705.5 |
|
4.250 |
681.0 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
757.3 |
757.0 |
| PP |
755.0 |
754.8 |
| S1 |
752.8 |
752.3 |
|