ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
757.4 |
748.9 |
-8.5 |
-1.1% |
762.4 |
| High |
760.5 |
748.9 |
-11.6 |
-1.5% |
773.8 |
| Low |
745.7 |
731.0 |
-14.7 |
-2.0% |
731.0 |
| Close |
756.9 |
732.4 |
-24.5 |
-3.2% |
732.4 |
| Range |
14.8 |
17.9 |
3.1 |
20.9% |
42.8 |
| ATR |
9.9 |
11.0 |
1.1 |
11.5% |
0.0 |
| Volume |
226 |
226 |
0 |
0.0% |
486 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
791.3 |
779.8 |
742.3 |
|
| R3 |
773.3 |
761.8 |
737.3 |
|
| R2 |
755.3 |
755.3 |
735.8 |
|
| R1 |
743.8 |
743.8 |
734.0 |
740.8 |
| PP |
737.5 |
737.5 |
737.5 |
735.8 |
| S1 |
726.0 |
726.0 |
730.8 |
722.8 |
| S2 |
719.5 |
719.5 |
729.0 |
|
| S3 |
701.8 |
708.0 |
727.5 |
|
| S4 |
683.8 |
690.3 |
722.5 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
874.3 |
846.0 |
756.0 |
|
| R3 |
831.3 |
803.3 |
744.3 |
|
| R2 |
788.5 |
788.5 |
740.3 |
|
| R1 |
760.5 |
760.5 |
736.3 |
753.0 |
| PP |
745.8 |
745.8 |
745.8 |
742.0 |
| S1 |
717.8 |
717.8 |
728.5 |
710.3 |
| S2 |
703.0 |
703.0 |
724.5 |
|
| S3 |
660.3 |
674.8 |
720.8 |
|
| S4 |
617.3 |
632.0 |
708.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
825.0 |
|
2.618 |
795.8 |
|
1.618 |
777.8 |
|
1.000 |
766.8 |
|
0.618 |
760.0 |
|
HIGH |
749.0 |
|
0.618 |
742.0 |
|
0.500 |
740.0 |
|
0.382 |
737.8 |
|
LOW |
731.0 |
|
0.618 |
720.0 |
|
1.000 |
713.0 |
|
1.618 |
702.0 |
|
2.618 |
684.3 |
|
4.250 |
655.0 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
740.0 |
751.5 |
| PP |
737.5 |
745.3 |
| S1 |
735.0 |
738.8 |
|