ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
787.9 |
785.0 |
-2.9 |
-0.4% |
787.0 |
| High |
788.4 |
786.1 |
-2.3 |
-0.3% |
789.3 |
| Low |
786.4 |
783.9 |
-2.5 |
-0.3% |
776.1 |
| Close |
787.6 |
784.2 |
-3.4 |
-0.4% |
784.2 |
| Range |
2.0 |
2.2 |
0.2 |
10.0% |
13.2 |
| ATR |
8.3 |
8.0 |
-0.3 |
-4.0% |
0.0 |
| Volume |
4 |
4 |
0 |
0.0% |
14 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
791.3 |
790.0 |
785.5 |
|
| R3 |
789.3 |
787.8 |
784.8 |
|
| R2 |
787.0 |
787.0 |
784.5 |
|
| R1 |
785.5 |
785.5 |
784.5 |
785.3 |
| PP |
784.8 |
784.8 |
784.8 |
784.5 |
| S1 |
783.3 |
783.3 |
784.0 |
783.0 |
| S2 |
782.5 |
782.5 |
783.8 |
|
| S3 |
780.3 |
781.3 |
783.5 |
|
| S4 |
778.3 |
779.0 |
783.0 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
822.8 |
816.8 |
791.5 |
|
| R3 |
809.5 |
803.5 |
787.8 |
|
| R2 |
796.5 |
796.5 |
786.5 |
|
| R1 |
790.3 |
790.3 |
785.5 |
786.8 |
| PP |
783.3 |
783.3 |
783.3 |
781.5 |
| S1 |
777.0 |
777.0 |
783.0 |
773.5 |
| S2 |
770.0 |
770.0 |
781.8 |
|
| S3 |
756.8 |
764.0 |
780.5 |
|
| S4 |
743.5 |
750.8 |
777.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
795.5 |
|
2.618 |
791.8 |
|
1.618 |
789.8 |
|
1.000 |
788.3 |
|
0.618 |
787.5 |
|
HIGH |
786.0 |
|
0.618 |
785.3 |
|
0.500 |
785.0 |
|
0.382 |
784.8 |
|
LOW |
784.0 |
|
0.618 |
782.5 |
|
1.000 |
781.8 |
|
1.618 |
780.3 |
|
2.618 |
778.3 |
|
4.250 |
774.5 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
785.0 |
783.5 |
| PP |
784.8 |
783.0 |
| S1 |
784.5 |
782.3 |
|