ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 28-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
761.6 |
773.1 |
11.5 |
1.5% |
771.0 |
| High |
774.0 |
774.8 |
0.8 |
0.1% |
786.2 |
| Low |
759.3 |
760.1 |
0.8 |
0.1% |
758.7 |
| Close |
773.6 |
771.9 |
-1.7 |
-0.2% |
769.0 |
| Range |
14.7 |
14.7 |
0.0 |
0.0% |
27.5 |
| ATR |
15.0 |
15.0 |
0.0 |
-0.2% |
0.0 |
| Volume |
105,726 |
155,842 |
50,116 |
47.4% |
688,148 |
|
| Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
813.0 |
807.3 |
780.0 |
|
| R3 |
798.3 |
792.5 |
776.0 |
|
| R2 |
783.8 |
783.8 |
774.5 |
|
| R1 |
777.8 |
777.8 |
773.3 |
773.3 |
| PP |
769.0 |
769.0 |
769.0 |
766.8 |
| S1 |
763.0 |
763.0 |
770.5 |
758.8 |
| S2 |
754.3 |
754.3 |
769.3 |
|
| S3 |
739.5 |
748.3 |
767.8 |
|
| S4 |
724.8 |
733.8 |
763.8 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
853.8 |
839.0 |
784.0 |
|
| R3 |
826.3 |
811.5 |
776.5 |
|
| R2 |
798.8 |
798.8 |
774.0 |
|
| R1 |
784.0 |
784.0 |
771.5 |
777.5 |
| PP |
771.3 |
771.3 |
771.3 |
768.3 |
| S1 |
756.5 |
756.5 |
766.5 |
750.0 |
| S2 |
743.8 |
743.8 |
764.0 |
|
| S3 |
716.3 |
729.0 |
761.5 |
|
| S4 |
688.8 |
701.5 |
754.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
837.3 |
|
2.618 |
813.3 |
|
1.618 |
798.5 |
|
1.000 |
789.5 |
|
0.618 |
784.0 |
|
HIGH |
774.8 |
|
0.618 |
769.3 |
|
0.500 |
767.5 |
|
0.382 |
765.8 |
|
LOW |
760.0 |
|
0.618 |
751.0 |
|
1.000 |
745.5 |
|
1.618 |
736.3 |
|
2.618 |
721.5 |
|
4.250 |
697.5 |
|
|
| Fisher Pivots for day following 28-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
770.5 |
769.3 |
| PP |
769.0 |
766.8 |
| S1 |
767.5 |
764.0 |
|