ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 09-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
742.3 |
737.9 |
-4.4 |
-0.6% |
752.0 |
| High |
742.3 |
746.8 |
4.5 |
0.6% |
754.9 |
| Low |
742.3 |
737.9 |
-4.4 |
-0.6% |
740.6 |
| Close |
744.4 |
747.0 |
2.6 |
0.3% |
744.4 |
| Range |
0.0 |
8.9 |
8.9 |
|
14.3 |
| ATR |
|
|
|
|
|
| Volume |
21 |
13 |
-8 |
-38.1% |
113 |
|
| Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
770.5 |
767.8 |
752.0 |
|
| R3 |
761.8 |
758.8 |
749.5 |
|
| R2 |
752.8 |
752.8 |
748.8 |
|
| R1 |
750.0 |
750.0 |
747.8 |
751.3 |
| PP |
744.0 |
744.0 |
744.0 |
744.5 |
| S1 |
741.0 |
741.0 |
746.3 |
742.5 |
| S2 |
735.0 |
735.0 |
745.3 |
|
| S3 |
726.0 |
732.0 |
744.5 |
|
| S4 |
717.3 |
723.3 |
742.0 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
789.5 |
781.3 |
752.3 |
|
| R3 |
775.3 |
767.0 |
748.3 |
|
| R2 |
761.0 |
761.0 |
747.0 |
|
| R1 |
752.8 |
752.8 |
745.8 |
749.8 |
| PP |
746.8 |
746.8 |
746.8 |
745.0 |
| S1 |
738.3 |
738.3 |
743.0 |
735.3 |
| S2 |
732.3 |
732.3 |
741.8 |
|
| S3 |
718.0 |
724.0 |
740.5 |
|
| S4 |
703.8 |
709.8 |
736.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
784.5 |
|
2.618 |
770.0 |
|
1.618 |
761.3 |
|
1.000 |
755.8 |
|
0.618 |
752.3 |
|
HIGH |
746.8 |
|
0.618 |
743.5 |
|
0.500 |
742.3 |
|
0.382 |
741.3 |
|
LOW |
738.0 |
|
0.618 |
732.5 |
|
1.000 |
729.0 |
|
1.618 |
723.5 |
|
2.618 |
714.5 |
|
4.250 |
700.0 |
|
|
| Fisher Pivots for day following 09-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
745.5 |
745.5 |
| PP |
744.0 |
744.0 |
| S1 |
742.3 |
742.3 |
|