ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 18-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
827.0 |
832.7 |
5.7 |
0.7% |
841.8 |
| High |
834.5 |
834.0 |
-0.5 |
-0.1% |
842.4 |
| Low |
821.6 |
813.4 |
-8.2 |
-1.0% |
813.4 |
| Close |
833.9 |
821.6 |
-12.3 |
-1.5% |
833.9 |
| Range |
12.9 |
20.6 |
7.7 |
59.7% |
29.0 |
| ATR |
12.9 |
13.5 |
0.5 |
4.2% |
0.0 |
| Volume |
108,688 |
151,822 |
43,134 |
39.7% |
608,647 |
|
| Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
884.8 |
873.8 |
833.0 |
|
| R3 |
864.3 |
853.3 |
827.3 |
|
| R2 |
843.5 |
843.5 |
825.5 |
|
| R1 |
832.5 |
832.5 |
823.5 |
827.8 |
| PP |
823.0 |
823.0 |
823.0 |
820.5 |
| S1 |
812.0 |
812.0 |
819.8 |
807.3 |
| S2 |
802.5 |
802.5 |
817.8 |
|
| S3 |
781.8 |
791.5 |
816.0 |
|
| S4 |
761.3 |
770.8 |
810.3 |
|
|
| 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 |
834.5 |
813.4 |
21.1 |
2.6% |
14.0 |
1.7% |
39% |
False |
True |
129,858 |
| 10 |
858.1 |
813.4 |
44.7 |
5.4% |
13.5 |
1.7% |
18% |
False |
True |
125,694 |
| 20 |
858.1 |
795.8 |
62.3 |
7.6% |
12.3 |
1.5% |
41% |
False |
False |
116,532 |
| 40 |
858.1 |
770.2 |
87.9 |
10.7% |
15.0 |
1.8% |
58% |
False |
False |
98,510 |
| 60 |
858.1 |
764.8 |
93.3 |
11.4% |
12.5 |
1.5% |
61% |
False |
False |
65,723 |
| 80 |
858.1 |
764.8 |
93.3 |
11.4% |
10.8 |
1.3% |
61% |
False |
False |
49,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
921.5 |
|
2.618 |
888.0 |
|
1.618 |
867.3 |
|
1.000 |
854.5 |
|
0.618 |
846.8 |
|
HIGH |
834.0 |
|
0.618 |
826.3 |
|
0.500 |
823.8 |
|
0.382 |
821.3 |
|
LOW |
813.5 |
|
0.618 |
800.8 |
|
1.000 |
792.8 |
|
1.618 |
780.0 |
|
2.618 |
759.5 |
|
4.250 |
725.8 |
|
|
| Fisher Pivots for day following 18-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
823.8 |
824.0 |
| PP |
823.0 |
823.3 |
| S1 |
822.3 |
822.5 |
|