ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 07-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
850.0 |
851.8 |
1.8 |
0.2% |
822.4 |
| High |
858.1 |
857.0 |
-1.1 |
-0.1% |
849.7 |
| Low |
848.2 |
845.3 |
-2.9 |
-0.3% |
815.2 |
| Close |
851.4 |
847.2 |
-4.2 |
-0.5% |
845.5 |
| Range |
9.9 |
11.7 |
1.8 |
18.2% |
34.5 |
| ATR |
12.8 |
12.7 |
-0.1 |
-0.6% |
0.0 |
| Volume |
111,554 |
138,718 |
27,164 |
24.4% |
493,732 |
|
| Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
885.0 |
877.8 |
853.8 |
|
| R3 |
873.3 |
866.0 |
850.5 |
|
| R2 |
861.5 |
861.5 |
849.3 |
|
| R1 |
854.3 |
854.3 |
848.3 |
852.0 |
| PP |
849.8 |
849.8 |
849.8 |
848.8 |
| S1 |
842.8 |
842.8 |
846.3 |
840.5 |
| S2 |
838.3 |
838.3 |
845.0 |
|
| S3 |
826.5 |
831.0 |
844.0 |
|
| S4 |
814.8 |
819.3 |
840.8 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
940.3 |
927.5 |
864.5 |
|
| R3 |
905.8 |
893.0 |
855.0 |
|
| R2 |
871.3 |
871.3 |
851.8 |
|
| R1 |
858.5 |
858.5 |
848.8 |
864.8 |
| PP |
836.8 |
836.8 |
836.8 |
840.0 |
| S1 |
824.0 |
824.0 |
842.3 |
830.3 |
| S2 |
802.3 |
802.3 |
839.3 |
|
| S3 |
767.8 |
789.5 |
836.0 |
|
| S4 |
733.3 |
755.0 |
826.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
858.1 |
841.6 |
16.5 |
1.9% |
9.5 |
1.1% |
34% |
False |
False |
108,980 |
| 10 |
858.1 |
815.1 |
43.0 |
5.1% |
10.5 |
1.2% |
75% |
False |
False |
107,943 |
| 20 |
858.1 |
770.2 |
87.9 |
10.4% |
13.5 |
1.6% |
88% |
False |
False |
141,599 |
| 40 |
858.1 |
770.2 |
87.9 |
10.4% |
13.5 |
1.6% |
88% |
False |
False |
75,960 |
| 60 |
858.1 |
764.8 |
93.3 |
11.0% |
11.5 |
1.4% |
88% |
False |
False |
50,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
906.8 |
|
2.618 |
887.8 |
|
1.618 |
876.0 |
|
1.000 |
868.8 |
|
0.618 |
864.3 |
|
HIGH |
857.0 |
|
0.618 |
852.5 |
|
0.500 |
851.3 |
|
0.382 |
849.8 |
|
LOW |
845.3 |
|
0.618 |
838.0 |
|
1.000 |
833.5 |
|
1.618 |
826.3 |
|
2.618 |
814.8 |
|
4.250 |
795.5 |
|
|
| Fisher Pivots for day following 07-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
851.3 |
851.3 |
| PP |
849.8 |
850.0 |
| S1 |
848.5 |
848.5 |
|