ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 04-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
757.6 |
729.2 |
-28.4 |
-3.7% |
769.0 |
| High |
758.1 |
742.5 |
-15.6 |
-2.1% |
778.4 |
| Low |
735.4 |
728.5 |
-6.9 |
-0.9% |
735.4 |
| Close |
736.6 |
733.4 |
-3.2 |
-0.4% |
736.6 |
| Range |
22.7 |
14.0 |
-8.7 |
-38.3% |
43.0 |
| ATR |
16.7 |
16.5 |
-0.2 |
-1.1% |
0.0 |
| Volume |
178,608 |
125,620 |
-52,988 |
-29.7% |
603,475 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
776.8 |
769.0 |
741.0 |
|
| R3 |
762.8 |
755.0 |
737.3 |
|
| R2 |
748.8 |
748.8 |
736.0 |
|
| R1 |
741.0 |
741.0 |
734.8 |
745.0 |
| PP |
734.8 |
734.8 |
734.8 |
736.8 |
| S1 |
727.0 |
727.0 |
732.0 |
731.0 |
| S2 |
720.8 |
720.8 |
730.8 |
|
| S3 |
706.8 |
713.0 |
729.5 |
|
| S4 |
692.8 |
699.0 |
725.8 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
879.3 |
850.8 |
760.3 |
|
| R3 |
836.3 |
807.8 |
748.5 |
|
| R2 |
793.3 |
793.3 |
744.5 |
|
| R1 |
764.8 |
764.8 |
740.5 |
757.5 |
| PP |
750.3 |
750.3 |
750.3 |
746.5 |
| S1 |
721.8 |
721.8 |
732.8 |
714.5 |
| S2 |
707.3 |
707.3 |
728.8 |
|
| S3 |
664.3 |
678.8 |
724.8 |
|
| S4 |
621.3 |
635.8 |
713.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
778.4 |
728.5 |
49.9 |
6.8% |
16.8 |
2.3% |
10% |
False |
True |
145,819 |
| 10 |
778.4 |
728.5 |
49.9 |
6.8% |
16.5 |
2.3% |
10% |
False |
True |
135,977 |
| 20 |
794.9 |
728.5 |
66.4 |
9.1% |
16.3 |
2.2% |
7% |
False |
True |
141,380 |
| 40 |
829.0 |
728.5 |
100.5 |
13.7% |
16.0 |
2.2% |
5% |
False |
True |
138,882 |
| 60 |
850.6 |
728.5 |
122.1 |
16.6% |
15.3 |
2.1% |
4% |
False |
True |
138,858 |
| 80 |
850.6 |
728.5 |
122.1 |
16.6% |
14.3 |
1.9% |
4% |
False |
True |
106,061 |
| 100 |
850.6 |
728.5 |
122.1 |
16.6% |
12.3 |
1.7% |
4% |
False |
True |
84,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
802.0 |
|
2.618 |
779.3 |
|
1.618 |
765.3 |
|
1.000 |
756.5 |
|
0.618 |
751.3 |
|
HIGH |
742.5 |
|
0.618 |
737.3 |
|
0.500 |
735.5 |
|
0.382 |
733.8 |
|
LOW |
728.5 |
|
0.618 |
719.8 |
|
1.000 |
714.5 |
|
1.618 |
705.8 |
|
2.618 |
691.8 |
|
4.250 |
669.0 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
735.5 |
747.0 |
| PP |
734.8 |
742.5 |
| S1 |
734.0 |
738.0 |
|