ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
748.1 |
755.9 |
7.8 |
1.0% |
784.2 |
| High |
761.7 |
763.0 |
1.3 |
0.2% |
784.2 |
| Low |
743.6 |
754.3 |
10.7 |
1.4% |
740.0 |
| Close |
759.5 |
764.3 |
4.8 |
0.6% |
740.2 |
| Range |
18.1 |
8.7 |
-9.4 |
-51.9% |
44.2 |
| ATR |
9.5 |
9.4 |
-0.1 |
-0.6% |
0.0 |
| Volume |
63 |
14 |
-49 |
-77.8% |
450 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
786.8 |
784.3 |
769.0 |
|
| R3 |
778.0 |
775.5 |
766.8 |
|
| R2 |
769.3 |
769.3 |
766.0 |
|
| R1 |
766.8 |
766.8 |
765.0 |
768.0 |
| PP |
760.5 |
760.5 |
760.5 |
761.3 |
| S1 |
758.0 |
758.0 |
763.5 |
759.3 |
| S2 |
751.8 |
751.8 |
762.8 |
|
| S3 |
743.3 |
749.3 |
762.0 |
|
| S4 |
734.5 |
740.8 |
759.5 |
|
|
| 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 |
800.0 |
|
2.618 |
785.8 |
|
1.618 |
777.0 |
|
1.000 |
771.8 |
|
0.618 |
768.5 |
|
HIGH |
763.0 |
|
0.618 |
759.8 |
|
0.500 |
758.8 |
|
0.382 |
757.5 |
|
LOW |
754.3 |
|
0.618 |
749.0 |
|
1.000 |
745.5 |
|
1.618 |
740.3 |
|
2.618 |
731.5 |
|
4.250 |
717.3 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
762.5 |
760.8 |
| PP |
760.5 |
757.3 |
| S1 |
758.8 |
753.8 |
|