ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 05-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
729.2 |
734.1 |
4.9 |
0.7% |
769.0 |
| High |
742.5 |
745.9 |
3.4 |
0.5% |
778.4 |
| Low |
728.5 |
729.0 |
0.5 |
0.1% |
735.4 |
| Close |
733.4 |
745.6 |
12.2 |
1.7% |
736.6 |
| Range |
14.0 |
16.9 |
2.9 |
20.7% |
43.0 |
| ATR |
16.5 |
16.5 |
0.0 |
0.2% |
0.0 |
| Volume |
125,620 |
118,171 |
-7,449 |
-5.9% |
603,475 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
790.8 |
785.3 |
755.0 |
|
| R3 |
774.0 |
768.3 |
750.3 |
|
| R2 |
757.0 |
757.0 |
748.8 |
|
| R1 |
751.3 |
751.3 |
747.3 |
754.3 |
| PP |
740.3 |
740.3 |
740.3 |
741.5 |
| S1 |
734.5 |
734.5 |
744.0 |
737.3 |
| S2 |
723.3 |
723.3 |
742.5 |
|
| S3 |
706.3 |
717.5 |
741.0 |
|
| S4 |
689.5 |
700.8 |
736.3 |
|
|
| 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 |
777.2 |
728.5 |
48.7 |
6.5% |
17.5 |
2.3% |
35% |
False |
False |
143,704 |
| 10 |
778.4 |
728.5 |
49.9 |
6.7% |
16.3 |
2.2% |
34% |
False |
False |
135,760 |
| 20 |
794.7 |
728.5 |
66.2 |
8.9% |
16.0 |
2.1% |
26% |
False |
False |
141,815 |
| 40 |
829.0 |
728.5 |
100.5 |
13.5% |
16.3 |
2.2% |
17% |
False |
False |
139,127 |
| 60 |
850.6 |
728.5 |
122.1 |
16.4% |
15.3 |
2.0% |
14% |
False |
False |
138,344 |
| 80 |
850.6 |
728.5 |
122.1 |
16.4% |
14.5 |
1.9% |
14% |
False |
False |
107,538 |
| 100 |
850.6 |
728.5 |
122.1 |
16.4% |
12.5 |
1.7% |
14% |
False |
False |
86,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
817.8 |
|
2.618 |
790.3 |
|
1.618 |
773.3 |
|
1.000 |
762.8 |
|
0.618 |
756.3 |
|
HIGH |
746.0 |
|
0.618 |
739.5 |
|
0.500 |
737.5 |
|
0.382 |
735.5 |
|
LOW |
729.0 |
|
0.618 |
718.5 |
|
1.000 |
712.0 |
|
1.618 |
701.8 |
|
2.618 |
684.8 |
|
4.250 |
657.3 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
743.0 |
744.8 |
| PP |
740.3 |
744.0 |
| S1 |
737.5 |
743.3 |
|