ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
781.6 |
750.1 |
-31.5 |
-4.0% |
729.2 |
| High |
788.3 |
765.1 |
-23.2 |
-2.9% |
776.7 |
| Low |
748.3 |
747.1 |
-1.2 |
-0.2% |
728.5 |
| Close |
749.6 |
764.4 |
14.8 |
2.0% |
770.7 |
| Range |
40.0 |
18.0 |
-22.0 |
-55.0% |
48.2 |
| ATR |
18.6 |
18.6 |
0.0 |
-0.2% |
0.0 |
| Volume |
124,802 |
135,685 |
10,883 |
8.7% |
745,169 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
812.8 |
806.8 |
774.3 |
|
| R3 |
794.8 |
788.8 |
769.3 |
|
| R2 |
776.8 |
776.8 |
767.8 |
|
| R1 |
770.8 |
770.8 |
766.0 |
773.8 |
| PP |
758.8 |
758.8 |
758.8 |
760.5 |
| S1 |
752.8 |
752.8 |
762.8 |
755.8 |
| S2 |
740.8 |
740.8 |
761.0 |
|
| S3 |
722.8 |
734.8 |
759.5 |
|
| S4 |
704.8 |
716.8 |
754.5 |
|
|
| 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 |
746.7 |
41.6 |
5.4% |
22.8 |
3.0% |
43% |
False |
False |
152,373 |
| 10 |
788.3 |
728.5 |
59.8 |
7.8% |
20.3 |
2.6% |
60% |
False |
False |
148,038 |
| 20 |
788.3 |
728.5 |
59.8 |
7.8% |
18.3 |
2.4% |
60% |
False |
False |
144,900 |
| 40 |
829.0 |
728.5 |
100.5 |
13.1% |
17.0 |
2.2% |
36% |
False |
False |
138,544 |
| 60 |
850.6 |
728.5 |
122.1 |
16.0% |
16.3 |
2.1% |
29% |
False |
False |
137,131 |
| 80 |
850.6 |
728.5 |
122.1 |
16.0% |
15.3 |
2.0% |
29% |
False |
False |
117,059 |
| 100 |
850.6 |
728.5 |
122.1 |
16.0% |
13.5 |
1.8% |
29% |
False |
False |
93,652 |
| 120 |
850.6 |
728.5 |
122.1 |
16.0% |
11.5 |
1.5% |
29% |
False |
False |
78,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
841.5 |
|
2.618 |
812.3 |
|
1.618 |
794.3 |
|
1.000 |
783.0 |
|
0.618 |
776.3 |
|
HIGH |
765.0 |
|
0.618 |
758.3 |
|
0.500 |
756.0 |
|
0.382 |
754.0 |
|
LOW |
747.0 |
|
0.618 |
736.0 |
|
1.000 |
729.0 |
|
1.618 |
718.0 |
|
2.618 |
700.0 |
|
4.250 |
670.5 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
761.8 |
767.8 |
| PP |
758.8 |
766.5 |
| S1 |
756.0 |
765.5 |
|