ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 14-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
821.3 |
820.2 |
-1.1 |
-0.1% |
846.0 |
| High |
827.1 |
826.8 |
-0.3 |
0.0% |
858.1 |
| Low |
815.8 |
813.4 |
-2.4 |
-0.3% |
835.2 |
| Close |
820.9 |
826.0 |
5.1 |
0.6% |
838.4 |
| Range |
11.3 |
13.4 |
2.1 |
18.6% |
22.9 |
| ATR |
12.9 |
12.9 |
0.0 |
0.3% |
0.0 |
| Volume |
137,300 |
128,701 |
-8,599 |
-6.3% |
581,364 |
|
| Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
862.3 |
857.5 |
833.3 |
|
| R3 |
848.8 |
844.3 |
829.8 |
|
| R2 |
835.5 |
835.5 |
828.5 |
|
| R1 |
830.8 |
830.8 |
827.3 |
833.0 |
| PP |
822.0 |
822.0 |
822.0 |
823.3 |
| S1 |
817.3 |
817.3 |
824.8 |
819.8 |
| S2 |
808.8 |
808.8 |
823.5 |
|
| S3 |
795.3 |
804.0 |
822.3 |
|
| S4 |
781.8 |
790.5 |
818.8 |
|
|
| 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 |
852.8 |
813.4 |
39.4 |
4.8% |
13.8 |
1.7% |
32% |
False |
True |
128,388 |
| 10 |
858.1 |
813.4 |
44.7 |
5.4% |
11.5 |
1.4% |
28% |
False |
True |
118,684 |
| 20 |
858.1 |
780.0 |
78.1 |
9.5% |
12.3 |
1.5% |
59% |
False |
False |
116,243 |
| 40 |
858.1 |
770.2 |
87.9 |
10.6% |
14.5 |
1.7% |
63% |
False |
False |
92,003 |
| 60 |
858.1 |
764.8 |
93.3 |
11.3% |
12.3 |
1.5% |
66% |
False |
False |
61,384 |
| 80 |
858.1 |
764.8 |
93.3 |
11.3% |
10.3 |
1.2% |
66% |
False |
False |
46,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
883.8 |
|
2.618 |
862.0 |
|
1.618 |
848.5 |
|
1.000 |
840.3 |
|
0.618 |
835.0 |
|
HIGH |
826.8 |
|
0.618 |
821.8 |
|
0.500 |
820.0 |
|
0.382 |
818.5 |
|
LOW |
813.5 |
|
0.618 |
805.0 |
|
1.000 |
800.0 |
|
1.618 |
791.8 |
|
2.618 |
778.3 |
|
4.250 |
756.5 |
|
|
| Fisher Pivots for day following 14-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
824.0 |
824.5 |
| PP |
822.0 |
823.3 |
| S1 |
820.0 |
821.8 |
|