ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 28-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
28-May-2012 |
Change |
Change % |
Previous Week |
| Open |
761.4 |
762.4 |
1.0 |
0.1% |
746.8 |
| High |
762.8 |
765.0 |
2.2 |
0.3% |
763.8 |
| Low |
760.9 |
762.4 |
1.5 |
0.2% |
742.5 |
| Close |
760.9 |
760.9 |
0.0 |
0.0% |
760.9 |
| Range |
1.9 |
2.6 |
0.7 |
36.8% |
21.3 |
| ATR |
9.0 |
8.6 |
-0.3 |
-3.9% |
0.0 |
| Volume |
14 |
3 |
-11 |
-78.6% |
100 |
|
| Daily Pivots for day following 28-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
770.5 |
768.3 |
762.3 |
|
| R3 |
768.0 |
765.8 |
761.5 |
|
| R2 |
765.3 |
765.3 |
761.5 |
|
| R1 |
763.3 |
763.3 |
761.3 |
763.0 |
| PP |
762.8 |
762.8 |
762.8 |
762.8 |
| S1 |
760.5 |
760.5 |
760.8 |
760.3 |
| S2 |
760.3 |
760.3 |
760.5 |
|
| S3 |
757.5 |
758.0 |
760.3 |
|
| S4 |
755.0 |
755.3 |
759.5 |
|
|
| 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 |
776.0 |
|
2.618 |
771.8 |
|
1.618 |
769.3 |
|
1.000 |
767.5 |
|
0.618 |
766.5 |
|
HIGH |
765.0 |
|
0.618 |
764.0 |
|
0.500 |
763.8 |
|
0.382 |
763.5 |
|
LOW |
762.5 |
|
0.618 |
760.8 |
|
1.000 |
759.8 |
|
1.618 |
758.3 |
|
2.618 |
755.5 |
|
4.250 |
751.3 |
|
|
| Fisher Pivots for day following 28-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
763.8 |
760.5 |
| PP |
762.8 |
760.0 |
| S1 |
761.8 |
759.8 |
|