ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 12-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
761.5 |
768.1 |
6.6 |
0.9% |
752.0 |
| High |
761.5 |
768.1 |
6.6 |
0.9% |
754.9 |
| Low |
761.5 |
758.0 |
-3.5 |
-0.5% |
740.6 |
| Close |
761.5 |
764.5 |
3.0 |
0.4% |
744.4 |
| Range |
0.0 |
10.1 |
10.1 |
|
14.3 |
| ATR |
6.1 |
6.4 |
0.3 |
4.7% |
0.0 |
| Volume |
0 |
170 |
170 |
|
113 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
793.8 |
789.3 |
770.0 |
|
| R3 |
783.8 |
779.3 |
767.3 |
|
| R2 |
773.8 |
773.8 |
766.3 |
|
| R1 |
769.0 |
769.0 |
765.5 |
766.3 |
| PP |
763.5 |
763.5 |
763.5 |
762.3 |
| S1 |
759.0 |
759.0 |
763.5 |
756.3 |
| S2 |
753.5 |
753.5 |
762.8 |
|
| S3 |
743.3 |
748.8 |
761.8 |
|
| S4 |
733.3 |
738.8 |
759.0 |
|
|
| 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 |
811.0 |
|
2.618 |
794.5 |
|
1.618 |
784.5 |
|
1.000 |
778.3 |
|
0.618 |
774.3 |
|
HIGH |
768.0 |
|
0.618 |
764.3 |
|
0.500 |
763.0 |
|
0.382 |
761.8 |
|
LOW |
758.0 |
|
0.618 |
751.8 |
|
1.000 |
748.0 |
|
1.618 |
741.8 |
|
2.618 |
731.5 |
|
4.250 |
715.0 |
|
|
| Fisher Pivots for day following 12-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
764.0 |
764.0 |
| PP |
763.5 |
763.5 |
| S1 |
763.0 |
763.0 |
|