ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 02-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
849.9 |
820.3 |
-29.6 |
-3.5% |
824.6 |
| High |
852.0 |
826.0 |
-26.0 |
-3.1% |
838.9 |
| Low |
819.6 |
815.3 |
-4.3 |
-0.5% |
800.5 |
| Close |
820.1 |
819.7 |
-0.4 |
0.0% |
836.5 |
| Range |
32.4 |
10.7 |
-21.7 |
-67.0% |
38.4 |
| ATR |
16.4 |
16.0 |
-0.4 |
-2.5% |
0.0 |
| Volume |
184,881 |
168,310 |
-16,571 |
-9.0% |
676,415 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
852.5 |
846.8 |
825.5 |
|
| R3 |
841.8 |
836.0 |
822.8 |
|
| R2 |
831.0 |
831.0 |
821.8 |
|
| R1 |
825.3 |
825.3 |
820.8 |
822.8 |
| PP |
820.3 |
820.3 |
820.3 |
819.0 |
| S1 |
814.8 |
814.8 |
818.8 |
812.3 |
| S2 |
809.8 |
809.8 |
817.8 |
|
| S3 |
799.0 |
804.0 |
816.8 |
|
| S4 |
788.3 |
793.3 |
813.8 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
940.5 |
927.0 |
857.5 |
|
| R3 |
902.0 |
888.5 |
847.0 |
|
| R2 |
863.8 |
863.8 |
843.5 |
|
| R1 |
850.0 |
850.0 |
840.0 |
857.0 |
| PP |
825.3 |
825.3 |
825.3 |
828.8 |
| S1 |
811.8 |
811.8 |
833.0 |
818.5 |
| S2 |
787.0 |
787.0 |
829.5 |
|
| S3 |
748.5 |
773.3 |
826.0 |
|
| S4 |
710.0 |
735.0 |
815.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
852.0 |
815.3 |
36.7 |
4.5% |
16.3 |
2.0% |
12% |
False |
True |
155,164 |
| 10 |
852.0 |
800.5 |
51.5 |
6.3% |
15.8 |
1.9% |
37% |
False |
False |
146,921 |
| 20 |
857.7 |
800.5 |
57.2 |
7.0% |
16.5 |
2.0% |
34% |
False |
False |
148,944 |
| 40 |
872.0 |
800.5 |
71.5 |
8.7% |
15.3 |
1.9% |
27% |
False |
False |
133,230 |
| 60 |
872.0 |
770.2 |
101.8 |
12.4% |
14.8 |
1.8% |
49% |
False |
False |
135,082 |
| 80 |
872.0 |
770.2 |
101.8 |
12.4% |
14.3 |
1.7% |
49% |
False |
False |
101,483 |
| 100 |
872.0 |
764.8 |
107.2 |
13.1% |
12.8 |
1.6% |
51% |
False |
False |
81,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
871.5 |
|
2.618 |
854.0 |
|
1.618 |
843.3 |
|
1.000 |
836.8 |
|
0.618 |
832.5 |
|
HIGH |
826.0 |
|
0.618 |
822.0 |
|
0.500 |
820.8 |
|
0.382 |
819.5 |
|
LOW |
815.3 |
|
0.618 |
808.8 |
|
1.000 |
804.5 |
|
1.618 |
798.0 |
|
2.618 |
787.3 |
|
4.250 |
769.8 |
|
|
| Fisher Pivots for day following 02-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
820.8 |
833.8 |
| PP |
820.3 |
829.0 |
| S1 |
820.0 |
824.3 |
|