ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
783.9 |
785.6 |
1.7 |
0.2% |
777.7 |
| High |
794.7 |
791.0 |
-3.7 |
-0.5% |
794.9 |
| Low |
782.2 |
774.1 |
-8.1 |
-1.0% |
772.8 |
| Close |
787.9 |
775.9 |
-12.0 |
-1.5% |
787.9 |
| Range |
12.5 |
16.9 |
4.4 |
35.2% |
22.1 |
| ATR |
15.5 |
15.6 |
0.1 |
0.7% |
0.0 |
| Volume |
133,244 |
131,146 |
-2,098 |
-1.6% |
678,500 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
831.0 |
820.3 |
785.3 |
|
| R3 |
814.3 |
803.5 |
780.5 |
|
| R2 |
797.3 |
797.3 |
779.0 |
|
| R1 |
786.5 |
786.5 |
777.5 |
783.5 |
| PP |
780.3 |
780.3 |
780.3 |
778.8 |
| S1 |
769.8 |
769.8 |
774.3 |
766.5 |
| S2 |
763.5 |
763.5 |
772.8 |
|
| S3 |
746.5 |
752.8 |
771.3 |
|
| S4 |
729.8 |
735.8 |
766.5 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
851.5 |
841.8 |
800.0 |
|
| R3 |
829.5 |
819.8 |
794.0 |
|
| R2 |
807.3 |
807.3 |
792.0 |
|
| R1 |
797.5 |
797.5 |
790.0 |
802.5 |
| PP |
785.3 |
785.3 |
785.3 |
787.5 |
| S1 |
775.5 |
775.5 |
785.8 |
780.3 |
| S2 |
763.0 |
763.0 |
783.8 |
|
| S3 |
741.0 |
753.5 |
781.8 |
|
| S4 |
719.0 |
731.3 |
775.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
794.7 |
774.1 |
20.6 |
2.7% |
14.0 |
1.8% |
9% |
False |
True |
140,032 |
| 10 |
829.0 |
772.8 |
56.2 |
7.2% |
16.5 |
2.1% |
6% |
False |
False |
133,919 |
| 20 |
829.0 |
772.8 |
56.2 |
7.2% |
16.0 |
2.1% |
6% |
False |
False |
132,188 |
| 40 |
850.6 |
772.8 |
77.8 |
10.0% |
15.3 |
2.0% |
4% |
False |
False |
133,246 |
| 60 |
850.6 |
772.8 |
77.8 |
10.0% |
14.3 |
1.8% |
4% |
False |
False |
107,778 |
| 80 |
850.6 |
769.2 |
81.4 |
10.5% |
12.3 |
1.6% |
8% |
False |
False |
80,840 |
| 100 |
850.6 |
734.0 |
116.6 |
15.0% |
10.3 |
1.3% |
36% |
False |
False |
64,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
862.8 |
|
2.618 |
835.3 |
|
1.618 |
818.3 |
|
1.000 |
808.0 |
|
0.618 |
801.5 |
|
HIGH |
791.0 |
|
0.618 |
784.5 |
|
0.500 |
782.5 |
|
0.382 |
780.5 |
|
LOW |
774.0 |
|
0.618 |
763.8 |
|
1.000 |
757.3 |
|
1.618 |
746.8 |
|
2.618 |
729.8 |
|
4.250 |
702.3 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
782.5 |
784.5 |
| PP |
780.3 |
781.5 |
| S1 |
778.0 |
778.8 |
|