ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 11-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
761.1 |
781.6 |
20.5 |
2.7% |
729.2 |
| High |
771.2 |
788.3 |
17.1 |
2.2% |
776.7 |
| Low |
752.9 |
748.3 |
-4.6 |
-0.6% |
728.5 |
| Close |
770.7 |
749.6 |
-21.1 |
-2.7% |
770.7 |
| Range |
18.3 |
40.0 |
21.7 |
118.6% |
48.2 |
| ATR |
17.0 |
18.6 |
1.6 |
9.7% |
0.0 |
| Volume |
150,496 |
124,802 |
-25,694 |
-17.1% |
745,169 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
882.0 |
855.8 |
771.5 |
|
| R3 |
842.0 |
815.8 |
760.5 |
|
| R2 |
802.0 |
802.0 |
757.0 |
|
| R1 |
775.8 |
775.8 |
753.3 |
769.0 |
| PP |
762.0 |
762.0 |
762.0 |
758.5 |
| S1 |
735.8 |
735.8 |
746.0 |
729.0 |
| S2 |
722.0 |
722.0 |
742.3 |
|
| S3 |
682.0 |
695.8 |
738.5 |
|
| S4 |
642.0 |
655.8 |
727.5 |
|
|
| 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 |
788.3 |
729.0 |
59.3 |
7.9% |
22.5 |
3.0% |
35% |
True |
False |
148,870 |
| 10 |
788.3 |
728.5 |
59.8 |
8.0% |
19.5 |
2.6% |
35% |
True |
False |
147,344 |
| 20 |
791.0 |
728.5 |
62.5 |
8.3% |
18.0 |
2.4% |
34% |
False |
False |
144,673 |
| 40 |
829.0 |
728.5 |
100.5 |
13.4% |
17.0 |
2.3% |
21% |
False |
False |
138,829 |
| 60 |
850.6 |
728.5 |
122.1 |
16.3% |
16.0 |
2.1% |
17% |
False |
False |
136,633 |
| 80 |
850.6 |
728.5 |
122.1 |
16.3% |
15.0 |
2.0% |
17% |
False |
False |
115,363 |
| 100 |
850.6 |
728.5 |
122.1 |
16.3% |
13.3 |
1.8% |
17% |
False |
False |
92,295 |
| 120 |
850.6 |
722.2 |
128.4 |
17.1% |
11.5 |
1.5% |
21% |
False |
False |
76,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
958.3 |
|
2.618 |
893.0 |
|
1.618 |
853.0 |
|
1.000 |
828.3 |
|
0.618 |
813.0 |
|
HIGH |
788.3 |
|
0.618 |
773.0 |
|
0.500 |
768.3 |
|
0.382 |
763.5 |
|
LOW |
748.3 |
|
0.618 |
723.5 |
|
1.000 |
708.3 |
|
1.618 |
683.5 |
|
2.618 |
643.5 |
|
4.250 |
578.3 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
768.3 |
768.3 |
| PP |
762.0 |
762.0 |
| S1 |
755.8 |
755.8 |
|