ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
766.3 |
761.1 |
-5.2 |
-0.7% |
729.2 |
| High |
776.7 |
771.2 |
-5.5 |
-0.7% |
776.7 |
| Low |
758.9 |
752.9 |
-6.0 |
-0.8% |
728.5 |
| Close |
761.1 |
770.7 |
9.6 |
1.3% |
770.7 |
| Range |
17.8 |
18.3 |
0.5 |
2.8% |
48.2 |
| ATR |
16.9 |
17.0 |
0.1 |
0.6% |
0.0 |
| Volume |
177,818 |
150,496 |
-27,322 |
-15.4% |
745,169 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
819.8 |
813.5 |
780.8 |
|
| R3 |
801.5 |
795.3 |
775.8 |
|
| R2 |
783.3 |
783.3 |
774.0 |
|
| R1 |
777.0 |
777.0 |
772.5 |
780.0 |
| PP |
765.0 |
765.0 |
765.0 |
766.5 |
| S1 |
758.8 |
758.8 |
769.0 |
761.8 |
| S2 |
746.8 |
746.8 |
767.3 |
|
| S3 |
728.3 |
740.3 |
765.8 |
|
| S4 |
710.0 |
722.0 |
760.8 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
903.3 |
885.3 |
797.3 |
|
| R3 |
855.0 |
837.0 |
784.0 |
|
| R2 |
806.8 |
806.8 |
779.5 |
|
| R1 |
788.8 |
788.8 |
775.0 |
797.8 |
| PP |
758.8 |
758.8 |
758.8 |
763.3 |
| S1 |
740.5 |
740.5 |
766.3 |
749.5 |
| S2 |
710.5 |
710.5 |
761.8 |
|
| S3 |
662.3 |
692.3 |
757.5 |
|
| S4 |
614.0 |
644.3 |
744.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
776.7 |
728.5 |
48.2 |
6.3% |
17.5 |
2.3% |
88% |
False |
False |
149,033 |
| 10 |
778.4 |
728.5 |
49.9 |
6.5% |
16.8 |
2.2% |
85% |
False |
False |
143,220 |
| 20 |
794.7 |
728.5 |
66.2 |
8.6% |
16.8 |
2.2% |
64% |
False |
False |
145,095 |
| 40 |
829.0 |
728.5 |
100.5 |
13.0% |
16.3 |
2.1% |
42% |
False |
False |
139,198 |
| 60 |
850.6 |
728.5 |
122.1 |
15.8% |
15.5 |
2.0% |
35% |
False |
False |
137,273 |
| 80 |
850.6 |
728.5 |
122.1 |
15.8% |
14.8 |
1.9% |
35% |
False |
False |
113,803 |
| 100 |
850.6 |
728.5 |
122.1 |
15.8% |
13.0 |
1.7% |
35% |
False |
False |
91,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
849.0 |
|
2.618 |
819.0 |
|
1.618 |
800.8 |
|
1.000 |
789.5 |
|
0.618 |
782.5 |
|
HIGH |
771.3 |
|
0.618 |
764.3 |
|
0.500 |
762.0 |
|
0.382 |
760.0 |
|
LOW |
753.0 |
|
0.618 |
741.5 |
|
1.000 |
734.5 |
|
1.618 |
723.3 |
|
2.618 |
705.0 |
|
4.250 |
675.0 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
767.8 |
767.8 |
| PP |
765.0 |
764.8 |
| S1 |
762.0 |
761.8 |
|