ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 03-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
806.9 |
817.7 |
10.8 |
1.3% |
790.2 |
| High |
807.5 |
827.1 |
19.6 |
2.4% |
827.1 |
| Low |
806.9 |
817.7 |
10.8 |
1.3% |
783.4 |
| Close |
807.0 |
823.9 |
16.9 |
2.1% |
823.9 |
| Range |
0.6 |
9.4 |
8.8 |
1,466.7% |
43.7 |
| ATR |
6.2 |
7.2 |
1.0 |
15.8% |
0.0 |
| Volume |
3 |
3 |
0 |
0.0% |
37 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
851.0 |
847.0 |
829.0 |
|
| R3 |
841.8 |
837.5 |
826.5 |
|
| R2 |
832.3 |
832.3 |
825.5 |
|
| R1 |
828.0 |
828.0 |
824.8 |
830.3 |
| PP |
823.0 |
823.0 |
823.0 |
824.0 |
| S1 |
818.8 |
818.8 |
823.0 |
820.8 |
| S2 |
813.5 |
813.5 |
822.3 |
|
| S3 |
804.0 |
809.3 |
821.3 |
|
| S4 |
794.8 |
800.0 |
818.8 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
942.5 |
927.0 |
848.0 |
|
| R3 |
898.8 |
883.3 |
836.0 |
|
| R2 |
855.3 |
855.3 |
832.0 |
|
| R1 |
839.5 |
839.5 |
828.0 |
847.3 |
| PP |
811.5 |
811.5 |
811.5 |
815.5 |
| S1 |
795.8 |
795.8 |
820.0 |
803.8 |
| S2 |
767.8 |
767.8 |
816.0 |
|
| S3 |
724.0 |
752.3 |
812.0 |
|
| S4 |
680.3 |
708.5 |
799.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
867.0 |
|
2.618 |
851.8 |
|
1.618 |
842.3 |
|
1.000 |
836.5 |
|
0.618 |
833.0 |
|
HIGH |
827.0 |
|
0.618 |
823.5 |
|
0.500 |
822.5 |
|
0.382 |
821.3 |
|
LOW |
817.8 |
|
0.618 |
812.0 |
|
1.000 |
808.3 |
|
1.618 |
802.5 |
|
2.618 |
793.0 |
|
4.250 |
777.8 |
|
|
| Fisher Pivots for day following 03-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
823.5 |
819.5 |
| PP |
823.0 |
814.8 |
| S1 |
822.5 |
810.3 |
|