ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 17-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
769.0 |
772.7 |
3.7 |
0.5% |
787.0 |
| High |
778.7 |
772.7 |
-6.0 |
-0.8% |
789.3 |
| Low |
769.0 |
749.0 |
-20.0 |
-2.6% |
776.1 |
| Close |
765.4 |
747.4 |
-18.0 |
-2.4% |
784.2 |
| Range |
9.7 |
23.7 |
14.0 |
144.3% |
13.2 |
| ATR |
7.7 |
8.9 |
1.1 |
14.8% |
0.0 |
| Volume |
103 |
168 |
65 |
63.1% |
14 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
827.5 |
811.3 |
760.5 |
|
| R3 |
803.8 |
787.5 |
754.0 |
|
| R2 |
780.0 |
780.0 |
751.8 |
|
| R1 |
763.8 |
763.8 |
749.5 |
760.0 |
| PP |
756.3 |
756.3 |
756.3 |
754.5 |
| S1 |
740.0 |
740.0 |
745.3 |
736.3 |
| S2 |
732.8 |
732.8 |
743.0 |
|
| S3 |
709.0 |
716.3 |
741.0 |
|
| S4 |
685.3 |
692.8 |
734.3 |
|
|
| 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 |
873.5 |
|
2.618 |
834.8 |
|
1.618 |
811.0 |
|
1.000 |
796.5 |
|
0.618 |
787.3 |
|
HIGH |
772.8 |
|
0.618 |
763.8 |
|
0.500 |
760.8 |
|
0.382 |
758.0 |
|
LOW |
749.0 |
|
0.618 |
734.3 |
|
1.000 |
725.3 |
|
1.618 |
710.8 |
|
2.618 |
687.0 |
|
4.250 |
648.3 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
760.8 |
763.8 |
| PP |
756.3 |
758.3 |
| S1 |
752.0 |
753.0 |
|