ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 07-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
822.9 |
824.1 |
1.2 |
0.1% |
790.2 |
| High |
824.4 |
825.1 |
0.7 |
0.1% |
827.1 |
| Low |
821.5 |
818.9 |
-2.6 |
-0.3% |
783.4 |
| Close |
820.8 |
823.8 |
3.0 |
0.4% |
823.9 |
| Range |
2.9 |
6.2 |
3.3 |
113.8% |
43.7 |
| ATR |
6.9 |
6.9 |
-0.1 |
-0.7% |
0.0 |
| Volume |
27 |
18 |
-9 |
-33.3% |
37 |
|
| Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
841.3 |
838.8 |
827.3 |
|
| R3 |
835.0 |
832.5 |
825.5 |
|
| R2 |
828.8 |
828.8 |
825.0 |
|
| R1 |
826.3 |
826.3 |
824.3 |
824.5 |
| PP |
822.5 |
822.5 |
822.5 |
821.8 |
| S1 |
820.0 |
820.0 |
823.3 |
818.3 |
| S2 |
816.5 |
816.5 |
822.8 |
|
| S3 |
810.3 |
814.0 |
822.0 |
|
| S4 |
804.0 |
807.8 |
820.5 |
|
|
| 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 |
851.5 |
|
2.618 |
841.3 |
|
1.618 |
835.3 |
|
1.000 |
831.3 |
|
0.618 |
829.0 |
|
HIGH |
825.0 |
|
0.618 |
822.8 |
|
0.500 |
822.0 |
|
0.382 |
821.3 |
|
LOW |
819.0 |
|
0.618 |
815.0 |
|
1.000 |
812.8 |
|
1.618 |
808.8 |
|
2.618 |
802.8 |
|
4.250 |
792.5 |
|
|
| Fisher Pivots for day following 07-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
823.3 |
823.3 |
| PP |
822.5 |
822.8 |
| S1 |
822.0 |
822.5 |
|