ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
729.0 |
749.0 |
20.0 |
2.7% |
762.4 |
| High |
741.4 |
762.5 |
21.1 |
2.8% |
773.8 |
| Low |
725.5 |
744.6 |
19.1 |
2.6% |
731.0 |
| Close |
741.4 |
761.6 |
20.2 |
2.7% |
732.4 |
| Range |
15.9 |
17.9 |
2.0 |
12.6% |
42.8 |
| ATR |
11.5 |
12.2 |
0.7 |
5.9% |
0.0 |
| Volume |
2,126 |
25,823 |
23,697 |
1,114.6% |
486 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
810.0 |
803.8 |
771.5 |
|
| R3 |
792.0 |
785.8 |
766.5 |
|
| R2 |
774.3 |
774.3 |
765.0 |
|
| R1 |
767.8 |
767.8 |
763.3 |
771.0 |
| PP |
756.3 |
756.3 |
756.3 |
757.8 |
| S1 |
750.0 |
750.0 |
760.0 |
753.0 |
| S2 |
738.3 |
738.3 |
758.3 |
|
| S3 |
720.5 |
732.0 |
756.8 |
|
| S4 |
702.5 |
714.3 |
751.8 |
|
|
| 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 |
838.5 |
|
2.618 |
809.3 |
|
1.618 |
791.5 |
|
1.000 |
780.5 |
|
0.618 |
773.5 |
|
HIGH |
762.5 |
|
0.618 |
755.8 |
|
0.500 |
753.5 |
|
0.382 |
751.5 |
|
LOW |
744.5 |
|
0.618 |
733.5 |
|
1.000 |
726.8 |
|
1.618 |
715.8 |
|
2.618 |
697.8 |
|
4.250 |
668.5 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
759.0 |
755.3 |
| PP |
756.3 |
748.8 |
| S1 |
753.5 |
742.3 |
|