ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 05-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
722.1 |
729.0 |
6.9 |
1.0% |
762.4 |
| High |
735.5 |
741.4 |
5.9 |
0.8% |
773.8 |
| Low |
722.1 |
725.5 |
3.4 |
0.5% |
731.0 |
| Close |
729.2 |
741.4 |
12.2 |
1.7% |
732.4 |
| Range |
13.4 |
15.9 |
2.5 |
18.7% |
42.8 |
| ATR |
11.2 |
11.5 |
0.3 |
3.0% |
0.0 |
| Volume |
261 |
2,126 |
1,865 |
714.6% |
486 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
783.8 |
778.5 |
750.3 |
|
| R3 |
768.0 |
762.5 |
745.8 |
|
| R2 |
752.0 |
752.0 |
744.3 |
|
| R1 |
746.8 |
746.8 |
742.8 |
749.3 |
| PP |
736.0 |
736.0 |
736.0 |
737.5 |
| S1 |
730.8 |
730.8 |
740.0 |
733.5 |
| S2 |
720.3 |
720.3 |
738.5 |
|
| S3 |
704.3 |
715.0 |
737.0 |
|
| S4 |
688.5 |
699.0 |
732.8 |
|
|
| 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 |
809.0 |
|
2.618 |
783.0 |
|
1.618 |
767.3 |
|
1.000 |
757.3 |
|
0.618 |
751.3 |
|
HIGH |
741.5 |
|
0.618 |
735.3 |
|
0.500 |
733.5 |
|
0.382 |
731.5 |
|
LOW |
725.5 |
|
0.618 |
715.8 |
|
1.000 |
709.5 |
|
1.618 |
699.8 |
|
2.618 |
683.8 |
|
4.250 |
658.0 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
738.8 |
739.5 |
| PP |
736.0 |
737.5 |
| S1 |
733.5 |
735.5 |
|