ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 07-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
782.7 |
787.0 |
4.3 |
0.5% |
825.1 |
| High |
782.7 |
789.3 |
6.6 |
0.8% |
825.1 |
| Low |
782.7 |
787.0 |
4.3 |
0.5% |
782.7 |
| Close |
782.7 |
788.9 |
6.2 |
0.8% |
782.7 |
| Range |
0.0 |
2.3 |
2.3 |
|
42.4 |
| ATR |
8.3 |
8.2 |
-0.1 |
-1.5% |
0.0 |
| Volume |
1 |
2 |
1 |
100.0% |
44 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
795.3 |
794.5 |
790.3 |
|
| R3 |
793.0 |
792.0 |
789.5 |
|
| R2 |
790.8 |
790.8 |
789.3 |
|
| R1 |
789.8 |
789.8 |
789.0 |
790.3 |
| PP |
788.5 |
788.5 |
788.5 |
788.5 |
| S1 |
787.5 |
787.5 |
788.8 |
788.0 |
| S2 |
786.0 |
786.0 |
788.5 |
|
| S3 |
783.8 |
785.3 |
788.3 |
|
| S4 |
781.5 |
783.0 |
787.8 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
924.0 |
895.8 |
806.0 |
|
| R3 |
881.8 |
853.3 |
794.3 |
|
| R2 |
839.3 |
839.3 |
790.5 |
|
| R1 |
811.0 |
811.0 |
786.5 |
804.0 |
| PP |
796.8 |
796.8 |
796.8 |
793.3 |
| S1 |
768.5 |
768.5 |
778.8 |
761.5 |
| S2 |
754.5 |
754.5 |
775.0 |
|
| S3 |
712.0 |
726.3 |
771.0 |
|
| S4 |
669.8 |
683.8 |
759.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
799.0 |
|
2.618 |
795.3 |
|
1.618 |
793.0 |
|
1.000 |
791.5 |
|
0.618 |
790.8 |
|
HIGH |
789.3 |
|
0.618 |
788.5 |
|
0.500 |
788.3 |
|
0.382 |
788.0 |
|
LOW |
787.0 |
|
0.618 |
785.5 |
|
1.000 |
784.8 |
|
1.618 |
783.3 |
|
2.618 |
781.0 |
|
4.250 |
777.3 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
788.8 |
791.3 |
| PP |
788.5 |
790.5 |
| S1 |
788.3 |
789.8 |
|