ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 15-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
820.2 |
827.0 |
6.8 |
0.8% |
841.8 |
| High |
826.8 |
834.5 |
7.7 |
0.9% |
842.4 |
| Low |
813.4 |
821.6 |
8.2 |
1.0% |
813.4 |
| Close |
826.0 |
833.9 |
7.9 |
1.0% |
833.9 |
| Range |
13.4 |
12.9 |
-0.5 |
-3.7% |
29.0 |
| ATR |
12.9 |
12.9 |
0.0 |
0.0% |
0.0 |
| Volume |
128,701 |
108,688 |
-20,013 |
-15.5% |
608,647 |
|
| Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
868.8 |
864.3 |
841.0 |
|
| R3 |
855.8 |
851.3 |
837.5 |
|
| R2 |
843.0 |
843.0 |
836.3 |
|
| R1 |
838.5 |
838.5 |
835.0 |
840.8 |
| PP |
830.0 |
830.0 |
830.0 |
831.0 |
| S1 |
825.5 |
825.5 |
832.8 |
827.8 |
| S2 |
817.0 |
817.0 |
831.5 |
|
| S3 |
804.3 |
812.5 |
830.3 |
|
| S4 |
791.3 |
799.8 |
826.8 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
917.0 |
904.5 |
849.8 |
|
| R3 |
888.0 |
875.5 |
842.0 |
|
| R2 |
859.0 |
859.0 |
839.3 |
|
| R1 |
846.5 |
846.5 |
836.5 |
838.3 |
| PP |
830.0 |
830.0 |
830.0 |
825.8 |
| S1 |
817.5 |
817.5 |
831.3 |
809.3 |
| S2 |
801.0 |
801.0 |
828.5 |
|
| S3 |
772.0 |
788.5 |
826.0 |
|
| S4 |
743.0 |
759.5 |
818.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
842.4 |
813.4 |
29.0 |
3.5% |
12.8 |
1.5% |
71% |
False |
False |
121,729 |
| 10 |
858.1 |
813.4 |
44.7 |
5.4% |
12.0 |
1.4% |
46% |
False |
False |
119,001 |
| 20 |
858.1 |
791.7 |
66.4 |
8.0% |
12.3 |
1.5% |
64% |
False |
False |
114,984 |
| 40 |
858.1 |
770.2 |
87.9 |
10.5% |
14.8 |
1.8% |
72% |
False |
False |
94,720 |
| 60 |
858.1 |
764.8 |
93.3 |
11.2% |
12.3 |
1.5% |
74% |
False |
False |
63,195 |
| 80 |
858.1 |
764.8 |
93.3 |
11.2% |
10.5 |
1.2% |
74% |
False |
False |
47,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
889.3 |
|
2.618 |
868.3 |
|
1.618 |
855.3 |
|
1.000 |
847.5 |
|
0.618 |
842.5 |
|
HIGH |
834.5 |
|
0.618 |
829.5 |
|
0.500 |
828.0 |
|
0.382 |
826.5 |
|
LOW |
821.5 |
|
0.618 |
813.8 |
|
1.000 |
808.8 |
|
1.618 |
800.8 |
|
2.618 |
787.8 |
|
4.250 |
766.8 |
|
|
| Fisher Pivots for day following 15-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
832.0 |
830.5 |
| PP |
830.0 |
827.3 |
| S1 |
828.0 |
824.0 |
|