ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 23-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
763.8 |
748.1 |
-15.7 |
-2.1% |
784.2 |
| High |
763.8 |
761.7 |
-2.1 |
-0.3% |
784.2 |
| Low |
758.0 |
743.6 |
-14.4 |
-1.9% |
740.0 |
| Close |
753.4 |
759.5 |
6.1 |
0.8% |
740.2 |
| Range |
5.8 |
18.1 |
12.3 |
212.1% |
44.2 |
| ATR |
8.8 |
9.5 |
0.7 |
7.5% |
0.0 |
| Volume |
3 |
63 |
60 |
2,000.0% |
450 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
809.3 |
802.5 |
769.5 |
|
| R3 |
791.3 |
784.3 |
764.5 |
|
| R2 |
773.0 |
773.0 |
762.8 |
|
| R1 |
766.3 |
766.3 |
761.3 |
769.8 |
| PP |
755.0 |
755.0 |
755.0 |
756.5 |
| S1 |
748.3 |
748.3 |
757.8 |
751.5 |
| S2 |
736.8 |
736.8 |
756.3 |
|
| S3 |
718.8 |
730.0 |
754.5 |
|
| S4 |
700.8 |
712.0 |
749.5 |
|
|
| 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 |
838.5 |
|
2.618 |
809.0 |
|
1.618 |
791.0 |
|
1.000 |
779.8 |
|
0.618 |
773.0 |
|
HIGH |
761.8 |
|
0.618 |
754.8 |
|
0.500 |
752.8 |
|
0.382 |
750.5 |
|
LOW |
743.5 |
|
0.618 |
732.5 |
|
1.000 |
725.5 |
|
1.618 |
714.3 |
|
2.618 |
696.3 |
|
4.250 |
666.8 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
757.3 |
757.5 |
| PP |
755.0 |
755.3 |
| S1 |
752.8 |
753.3 |
|