ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
749.0 |
763.0 |
14.0 |
1.9% |
762.4 |
| High |
762.5 |
772.5 |
10.0 |
1.3% |
773.8 |
| Low |
744.6 |
754.6 |
10.0 |
1.3% |
731.0 |
| Close |
761.6 |
756.9 |
-4.7 |
-0.6% |
732.4 |
| Range |
17.9 |
17.9 |
0.0 |
0.0% |
42.8 |
| ATR |
12.2 |
12.6 |
0.4 |
3.3% |
0.0 |
| Volume |
25,823 |
62,636 |
36,813 |
142.6% |
486 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
815.0 |
803.8 |
766.8 |
|
| R3 |
797.3 |
786.0 |
761.8 |
|
| R2 |
779.3 |
779.3 |
760.3 |
|
| R1 |
768.0 |
768.0 |
758.5 |
764.8 |
| PP |
761.3 |
761.3 |
761.3 |
759.8 |
| S1 |
750.3 |
750.3 |
755.3 |
746.8 |
| S2 |
743.5 |
743.5 |
753.5 |
|
| S3 |
725.5 |
732.3 |
752.0 |
|
| S4 |
707.8 |
714.3 |
747.0 |
|
|
| 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 |
848.5 |
|
2.618 |
819.3 |
|
1.618 |
801.5 |
|
1.000 |
790.5 |
|
0.618 |
783.5 |
|
HIGH |
772.5 |
|
0.618 |
765.8 |
|
0.500 |
763.5 |
|
0.382 |
761.5 |
|
LOW |
754.5 |
|
0.618 |
743.5 |
|
1.000 |
736.8 |
|
1.618 |
725.8 |
|
2.618 |
707.8 |
|
4.250 |
678.5 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
763.5 |
754.3 |
| PP |
761.3 |
751.8 |
| S1 |
759.0 |
749.0 |
|