ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 01-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
789.4 |
793.6 |
4.2 |
0.5% |
777.6 |
| High |
789.4 |
803.0 |
13.6 |
1.7% |
790.0 |
| Low |
783.4 |
793.6 |
10.2 |
1.3% |
769.2 |
| Close |
787.5 |
803.6 |
16.1 |
2.0% |
792.5 |
| Range |
6.0 |
9.4 |
3.4 |
56.7% |
20.8 |
| ATR |
5.7 |
6.4 |
0.7 |
12.2% |
0.0 |
| Volume |
5 |
22 |
17 |
340.0% |
125 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
828.3 |
825.3 |
808.8 |
|
| R3 |
818.8 |
816.0 |
806.3 |
|
| R2 |
809.5 |
809.5 |
805.3 |
|
| R1 |
806.5 |
806.5 |
804.5 |
808.0 |
| PP |
800.0 |
800.0 |
800.0 |
800.8 |
| S1 |
797.3 |
797.3 |
802.8 |
798.5 |
| S2 |
790.8 |
790.8 |
802.0 |
|
| S3 |
781.3 |
787.8 |
801.0 |
|
| S4 |
771.8 |
778.3 |
798.5 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
846.3 |
840.3 |
804.0 |
|
| R3 |
825.5 |
819.5 |
798.3 |
|
| R2 |
804.8 |
804.8 |
796.3 |
|
| R1 |
798.5 |
798.5 |
794.5 |
801.8 |
| PP |
784.0 |
784.0 |
784.0 |
785.5 |
| S1 |
777.8 |
777.8 |
790.5 |
780.8 |
| S2 |
763.0 |
763.0 |
788.8 |
|
| S3 |
742.3 |
757.0 |
786.8 |
|
| S4 |
721.5 |
736.3 |
781.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
843.0 |
|
2.618 |
827.5 |
|
1.618 |
818.3 |
|
1.000 |
812.5 |
|
0.618 |
808.8 |
|
HIGH |
803.0 |
|
0.618 |
799.5 |
|
0.500 |
798.3 |
|
0.382 |
797.3 |
|
LOW |
793.5 |
|
0.618 |
787.8 |
|
1.000 |
784.3 |
|
1.618 |
778.5 |
|
2.618 |
769.0 |
|
4.250 |
753.8 |
|
|
| Fisher Pivots for day following 01-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
801.8 |
800.3 |
| PP |
800.0 |
796.8 |
| S1 |
798.3 |
793.3 |
|