ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 04-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
748.9 |
722.1 |
-26.8 |
-3.6% |
762.4 |
| High |
748.9 |
735.5 |
-13.4 |
-1.8% |
773.8 |
| Low |
731.0 |
722.1 |
-8.9 |
-1.2% |
731.0 |
| Close |
732.4 |
729.2 |
-3.2 |
-0.4% |
732.4 |
| Range |
17.9 |
13.4 |
-4.5 |
-25.1% |
42.8 |
| ATR |
11.0 |
11.2 |
0.2 |
1.5% |
0.0 |
| Volume |
226 |
261 |
35 |
15.5% |
486 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
769.3 |
762.5 |
736.5 |
|
| R3 |
755.8 |
749.3 |
733.0 |
|
| R2 |
742.3 |
742.3 |
731.8 |
|
| R1 |
735.8 |
735.8 |
730.5 |
739.0 |
| PP |
729.0 |
729.0 |
729.0 |
730.5 |
| S1 |
722.3 |
722.3 |
728.0 |
725.8 |
| S2 |
715.5 |
715.5 |
726.8 |
|
| S3 |
702.3 |
709.0 |
725.5 |
|
| S4 |
688.8 |
695.5 |
721.8 |
|
|
| 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 |
792.5 |
|
2.618 |
770.5 |
|
1.618 |
757.3 |
|
1.000 |
749.0 |
|
0.618 |
743.8 |
|
HIGH |
735.5 |
|
0.618 |
730.5 |
|
0.500 |
728.8 |
|
0.382 |
727.3 |
|
LOW |
722.0 |
|
0.618 |
713.8 |
|
1.000 |
708.8 |
|
1.618 |
700.5 |
|
2.618 |
687.0 |
|
4.250 |
665.3 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
729.0 |
741.3 |
| PP |
729.0 |
737.3 |
| S1 |
728.8 |
733.3 |
|