ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 13-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
830.1 |
821.3 |
-8.8 |
-1.1% |
846.0 |
| High |
830.1 |
827.1 |
-3.0 |
-0.4% |
858.1 |
| Low |
818.4 |
815.8 |
-2.6 |
-0.3% |
835.2 |
| Close |
819.3 |
820.9 |
1.6 |
0.2% |
838.4 |
| Range |
11.7 |
11.3 |
-0.4 |
-3.4% |
22.9 |
| ATR |
13.0 |
12.9 |
-0.1 |
-0.9% |
0.0 |
| Volume |
122,783 |
137,300 |
14,517 |
11.8% |
581,364 |
|
| Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
855.3 |
849.3 |
827.0 |
|
| R3 |
843.8 |
838.0 |
824.0 |
|
| R2 |
832.5 |
832.5 |
823.0 |
|
| R1 |
826.8 |
826.8 |
822.0 |
824.0 |
| PP |
821.3 |
821.3 |
821.3 |
820.0 |
| S1 |
815.5 |
815.5 |
819.8 |
812.8 |
| S2 |
810.0 |
810.0 |
818.8 |
|
| S3 |
798.8 |
804.3 |
817.8 |
|
| S4 |
787.3 |
792.8 |
814.8 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
912.5 |
898.5 |
851.0 |
|
| R3 |
889.8 |
875.5 |
844.8 |
|
| R2 |
866.8 |
866.8 |
842.5 |
|
| R1 |
852.5 |
852.5 |
840.5 |
848.3 |
| PP |
844.0 |
844.0 |
844.0 |
841.8 |
| S1 |
829.8 |
829.8 |
836.3 |
825.3 |
| S2 |
821.0 |
821.0 |
834.3 |
|
| S3 |
798.0 |
806.8 |
832.0 |
|
| S4 |
775.3 |
784.0 |
825.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
857.0 |
815.8 |
41.2 |
5.0% |
13.3 |
1.6% |
12% |
False |
True |
130,392 |
| 10 |
858.1 |
815.8 |
42.3 |
5.2% |
11.0 |
1.3% |
12% |
False |
True |
116,458 |
| 20 |
858.1 |
776.0 |
82.1 |
10.0% |
12.3 |
1.5% |
55% |
False |
False |
117,728 |
| 40 |
858.1 |
770.2 |
87.9 |
10.7% |
14.0 |
1.7% |
58% |
False |
False |
88,787 |
| 60 |
858.1 |
764.8 |
93.3 |
11.4% |
12.0 |
1.5% |
60% |
False |
False |
59,239 |
| 80 |
858.1 |
764.8 |
93.3 |
11.4% |
10.0 |
1.2% |
60% |
False |
False |
44,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
875.0 |
|
2.618 |
856.8 |
|
1.618 |
845.5 |
|
1.000 |
838.5 |
|
0.618 |
834.0 |
|
HIGH |
827.0 |
|
0.618 |
822.8 |
|
0.500 |
821.5 |
|
0.382 |
820.0 |
|
LOW |
815.8 |
|
0.618 |
808.8 |
|
1.000 |
804.5 |
|
1.618 |
797.5 |
|
2.618 |
786.3 |
|
4.250 |
767.8 |
|
|
| Fisher Pivots for day following 13-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
821.5 |
829.0 |
| PP |
821.3 |
826.3 |
| S1 |
821.0 |
823.8 |
|