ICE Russell 2000 Mini Future September 2012
| Trading Metrics calculated at close of trading on 11-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
757.1 |
777.4 |
20.3 |
2.7% |
722.1 |
| High |
766.8 |
781.1 |
14.3 |
1.9% |
772.5 |
| Low |
748.6 |
744.2 |
-4.4 |
-0.6% |
722.1 |
| Close |
766.4 |
745.2 |
-21.2 |
-2.8% |
766.4 |
| Range |
18.2 |
36.9 |
18.7 |
102.7% |
50.4 |
| ATR |
13.0 |
14.7 |
1.7 |
13.1% |
0.0 |
| Volume |
172,469 |
226,488 |
54,019 |
31.3% |
263,315 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
867.5 |
843.3 |
765.5 |
|
| R3 |
830.8 |
806.3 |
755.3 |
|
| R2 |
793.8 |
793.8 |
752.0 |
|
| R1 |
769.5 |
769.5 |
748.5 |
763.3 |
| PP |
756.8 |
756.8 |
756.8 |
753.8 |
| S1 |
732.5 |
732.5 |
741.8 |
726.3 |
| S2 |
720.0 |
720.0 |
738.5 |
|
| S3 |
683.0 |
695.8 |
735.0 |
|
| S4 |
646.3 |
658.8 |
725.0 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
904.8 |
886.0 |
794.0 |
|
| R3 |
854.5 |
835.8 |
780.3 |
|
| R2 |
804.0 |
804.0 |
775.8 |
|
| R1 |
785.3 |
785.3 |
771.0 |
794.8 |
| PP |
753.8 |
753.8 |
753.8 |
758.5 |
| S1 |
734.8 |
734.8 |
761.8 |
744.3 |
| S2 |
703.3 |
703.3 |
757.3 |
|
| S3 |
652.8 |
684.5 |
752.5 |
|
| S4 |
602.5 |
634.0 |
738.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
938.0 |
|
2.618 |
877.8 |
|
1.618 |
840.8 |
|
1.000 |
818.0 |
|
0.618 |
804.0 |
|
HIGH |
781.0 |
|
0.618 |
767.0 |
|
0.500 |
762.8 |
|
0.382 |
758.3 |
|
LOW |
744.3 |
|
0.618 |
721.5 |
|
1.000 |
707.3 |
|
1.618 |
684.5 |
|
2.618 |
647.5 |
|
4.250 |
587.5 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
762.8 |
762.8 |
| PP |
756.8 |
756.8 |
| S1 |
751.0 |
751.0 |
|