ICE Russell 2000 Mini Future June 2012
Trading Metrics calculated at close of trading on 20-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
799.1 |
797.8 |
-1.3 |
-0.2% |
791.5 |
High |
808.9 |
808.7 |
-0.2 |
0.0% |
814.7 |
Low |
791.2 |
794.6 |
3.4 |
0.4% |
787.6 |
Close |
796.0 |
801.3 |
5.3 |
0.7% |
801.3 |
Range |
17.7 |
14.1 |
-3.6 |
-20.3% |
27.1 |
ATR |
14.9 |
14.9 |
-0.1 |
-0.4% |
0.0 |
Volume |
198,336 |
121,258 |
-77,078 |
-38.9% |
726,374 |
|
Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
843.8 |
836.8 |
809.0 |
|
R3 |
829.8 |
822.5 |
805.3 |
|
R2 |
815.8 |
815.8 |
804.0 |
|
R1 |
808.5 |
808.5 |
802.5 |
812.0 |
PP |
801.5 |
801.5 |
801.5 |
803.3 |
S1 |
794.3 |
794.3 |
800.0 |
798.0 |
S2 |
787.5 |
787.5 |
798.8 |
|
S3 |
773.3 |
780.3 |
797.5 |
|
S4 |
759.3 |
766.3 |
793.5 |
|
|
Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
882.5 |
869.0 |
816.3 |
|
R3 |
855.5 |
842.0 |
808.8 |
|
R2 |
828.3 |
828.3 |
806.3 |
|
R1 |
814.8 |
814.8 |
803.8 |
821.5 |
PP |
801.3 |
801.3 |
801.3 |
804.5 |
S1 |
787.8 |
787.8 |
798.8 |
794.5 |
S2 |
774.0 |
774.0 |
796.3 |
|
S3 |
747.0 |
760.5 |
793.8 |
|
S4 |
720.0 |
733.5 |
786.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
814.7 |
787.6 |
27.1 |
3.4% |
15.8 |
2.0% |
51% |
False |
False |
145,274 |
10 |
814.7 |
780.0 |
34.7 |
4.3% |
15.3 |
1.9% |
61% |
False |
False |
147,286 |
20 |
850.6 |
780.0 |
70.6 |
8.8% |
15.3 |
1.9% |
30% |
False |
False |
137,907 |
40 |
850.6 |
780.0 |
70.6 |
8.8% |
14.3 |
1.8% |
30% |
False |
False |
110,041 |
60 |
850.6 |
780.0 |
70.6 |
8.8% |
11.8 |
1.5% |
30% |
False |
False |
73,377 |
80 |
850.6 |
737.9 |
112.7 |
14.1% |
9.5 |
1.2% |
56% |
False |
False |
55,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
868.5 |
2.618 |
845.5 |
1.618 |
831.5 |
1.000 |
822.8 |
0.618 |
817.5 |
HIGH |
808.8 |
0.618 |
803.3 |
0.500 |
801.8 |
0.382 |
800.0 |
LOW |
794.5 |
0.618 |
786.0 |
1.000 |
780.5 |
1.618 |
771.8 |
2.618 |
757.8 |
4.250 |
734.8 |
|
|
Fisher Pivots for day following 20-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
801.8 |
801.0 |
PP |
801.5 |
800.5 |
S1 |
801.5 |
800.0 |
|