ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 25-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
755.9 |
761.4 |
5.5 |
0.7% |
746.8 |
| High |
763.0 |
762.8 |
-0.2 |
0.0% |
763.8 |
| Low |
754.3 |
760.9 |
6.6 |
0.9% |
742.5 |
| Close |
764.3 |
760.9 |
-3.4 |
-0.4% |
760.9 |
| Range |
8.7 |
1.9 |
-6.8 |
-78.2% |
21.3 |
| ATR |
9.4 |
9.0 |
-0.4 |
-4.6% |
0.0 |
| Volume |
14 |
14 |
0 |
0.0% |
100 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
767.3 |
766.0 |
762.0 |
|
| R3 |
765.3 |
764.0 |
761.5 |
|
| R2 |
763.5 |
763.5 |
761.3 |
|
| R1 |
762.3 |
762.3 |
761.0 |
761.8 |
| PP |
761.5 |
761.5 |
761.5 |
761.5 |
| S1 |
760.3 |
760.3 |
760.8 |
760.0 |
| S2 |
759.8 |
759.8 |
760.5 |
|
| S3 |
757.8 |
758.3 |
760.5 |
|
| S4 |
755.8 |
756.5 |
759.8 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
819.8 |
811.5 |
772.5 |
|
| R3 |
798.3 |
790.3 |
766.8 |
|
| R2 |
777.0 |
777.0 |
764.8 |
|
| R1 |
769.0 |
769.0 |
762.8 |
773.0 |
| PP |
755.8 |
755.8 |
755.8 |
757.8 |
| S1 |
747.8 |
747.8 |
759.0 |
751.8 |
| S2 |
734.5 |
734.5 |
757.0 |
|
| S3 |
713.3 |
726.3 |
755.0 |
|
| S4 |
691.8 |
705.0 |
749.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
771.0 |
|
2.618 |
767.8 |
|
1.618 |
765.8 |
|
1.000 |
764.8 |
|
0.618 |
764.0 |
|
HIGH |
762.8 |
|
0.618 |
762.0 |
|
0.500 |
761.8 |
|
0.382 |
761.8 |
|
LOW |
761.0 |
|
0.618 |
759.8 |
|
1.000 |
759.0 |
|
1.618 |
757.8 |
|
2.618 |
756.0 |
|
4.250 |
752.8 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
761.8 |
758.3 |
| PP |
761.5 |
755.8 |
| S1 |
761.3 |
753.3 |
|