ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 30-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
760.0 |
765.0 |
5.0 |
0.7% |
746.8 |
| High |
773.8 |
772.0 |
-1.8 |
-0.2% |
763.8 |
| Low |
760.0 |
756.8 |
-3.2 |
-0.4% |
742.5 |
| Close |
773.1 |
755.4 |
-17.7 |
-2.3% |
760.9 |
| Range |
13.8 |
15.2 |
1.4 |
10.1% |
21.3 |
| ATR |
9.0 |
9.5 |
0.5 |
5.8% |
0.0 |
| Volume |
12 |
19 |
7 |
58.3% |
100 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
807.0 |
796.5 |
763.8 |
|
| R3 |
791.8 |
781.3 |
759.5 |
|
| R2 |
776.5 |
776.5 |
758.3 |
|
| R1 |
766.0 |
766.0 |
756.8 |
763.8 |
| PP |
761.5 |
761.5 |
761.5 |
760.3 |
| S1 |
750.8 |
750.8 |
754.0 |
748.5 |
| S2 |
746.3 |
746.3 |
752.5 |
|
| S3 |
731.0 |
735.5 |
751.3 |
|
| S4 |
715.8 |
720.5 |
747.0 |
|
|
| 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 |
836.5 |
|
2.618 |
811.8 |
|
1.618 |
796.5 |
|
1.000 |
787.3 |
|
0.618 |
781.5 |
|
HIGH |
772.0 |
|
0.618 |
766.3 |
|
0.500 |
764.5 |
|
0.382 |
762.5 |
|
LOW |
756.8 |
|
0.618 |
747.5 |
|
1.000 |
741.5 |
|
1.618 |
732.3 |
|
2.618 |
717.0 |
|
4.250 |
692.3 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
764.5 |
765.3 |
| PP |
761.5 |
762.0 |
| S1 |
758.5 |
758.8 |
|