ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
785.0 |
784.2 |
-0.8 |
-0.1% |
787.0 |
| High |
786.1 |
784.2 |
-1.9 |
-0.2% |
789.3 |
| Low |
783.9 |
777.8 |
-6.1 |
-0.8% |
776.1 |
| Close |
784.2 |
771.4 |
-12.8 |
-1.6% |
784.2 |
| Range |
2.2 |
6.4 |
4.2 |
190.9% |
13.2 |
| ATR |
8.0 |
7.9 |
-0.1 |
-1.4% |
0.0 |
| Volume |
4 |
3 |
-1 |
-25.0% |
14 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
797.0 |
790.5 |
775.0 |
|
| R3 |
790.5 |
784.3 |
773.3 |
|
| R2 |
784.3 |
784.3 |
772.5 |
|
| R1 |
777.8 |
777.8 |
772.0 |
777.8 |
| PP |
777.8 |
777.8 |
777.8 |
777.8 |
| S1 |
771.5 |
771.5 |
770.8 |
771.5 |
| S2 |
771.5 |
771.5 |
770.3 |
|
| S3 |
765.0 |
765.0 |
769.8 |
|
| S4 |
758.5 |
758.5 |
768.0 |
|
|
| 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 |
811.5 |
|
2.618 |
801.0 |
|
1.618 |
794.5 |
|
1.000 |
790.5 |
|
0.618 |
788.3 |
|
HIGH |
784.3 |
|
0.618 |
781.8 |
|
0.500 |
781.0 |
|
0.382 |
780.3 |
|
LOW |
777.8 |
|
0.618 |
773.8 |
|
1.000 |
771.5 |
|
1.618 |
767.5 |
|
2.618 |
761.0 |
|
4.250 |
750.5 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
781.0 |
783.0 |
| PP |
777.8 |
779.3 |
| S1 |
774.5 |
775.3 |
|