ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
754.0 |
746.8 |
-7.2 |
-1.0% |
784.2 |
| High |
754.0 |
746.8 |
-7.2 |
-1.0% |
784.2 |
| Low |
740.0 |
742.5 |
2.5 |
0.3% |
740.0 |
| Close |
740.2 |
758.0 |
17.8 |
2.4% |
740.2 |
| Range |
14.0 |
4.3 |
-9.7 |
-69.3% |
44.2 |
| ATR |
9.2 |
9.0 |
-0.2 |
-2.0% |
0.0 |
| Volume |
168 |
6 |
-162 |
-96.4% |
450 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
762.0 |
764.3 |
760.3 |
|
| R3 |
757.8 |
760.0 |
759.3 |
|
| R2 |
753.5 |
753.5 |
758.8 |
|
| R1 |
755.8 |
755.8 |
758.5 |
754.5 |
| PP |
749.0 |
749.0 |
749.0 |
748.5 |
| S1 |
751.5 |
751.5 |
757.5 |
750.3 |
| S2 |
744.8 |
744.8 |
757.3 |
|
| S3 |
740.5 |
747.0 |
756.8 |
|
| S4 |
736.3 |
742.8 |
755.8 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
887.5 |
858.0 |
764.5 |
|
| R3 |
843.3 |
813.8 |
752.3 |
|
| R2 |
799.0 |
799.0 |
748.3 |
|
| R1 |
769.5 |
769.5 |
744.3 |
762.3 |
| PP |
754.8 |
754.8 |
754.8 |
751.0 |
| S1 |
725.5 |
725.5 |
736.3 |
718.0 |
| S2 |
710.5 |
710.5 |
732.0 |
|
| S3 |
666.5 |
681.3 |
728.0 |
|
| S4 |
622.3 |
637.0 |
716.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
765.0 |
|
2.618 |
758.0 |
|
1.618 |
753.8 |
|
1.000 |
751.0 |
|
0.618 |
749.5 |
|
HIGH |
746.8 |
|
0.618 |
745.3 |
|
0.500 |
744.8 |
|
0.382 |
744.3 |
|
LOW |
742.5 |
|
0.618 |
739.8 |
|
1.000 |
738.3 |
|
1.618 |
735.5 |
|
2.618 |
731.3 |
|
4.250 |
724.3 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
753.5 |
757.5 |
| PP |
749.0 |
757.0 |
| S1 |
744.8 |
756.3 |
|