ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 19-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
832.7 |
819.7 |
-13.0 |
-1.6% |
841.8 |
| High |
834.0 |
826.2 |
-7.8 |
-0.9% |
842.4 |
| Low |
813.4 |
815.8 |
2.4 |
0.3% |
813.4 |
| Close |
821.6 |
821.6 |
0.0 |
0.0% |
833.9 |
| Range |
20.6 |
10.4 |
-10.2 |
-49.5% |
29.0 |
| ATR |
13.5 |
13.3 |
-0.2 |
-1.6% |
0.0 |
| Volume |
151,822 |
111,994 |
-39,828 |
-26.2% |
608,647 |
|
| Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
852.5 |
847.5 |
827.3 |
|
| R3 |
842.0 |
837.0 |
824.5 |
|
| R2 |
831.5 |
831.5 |
823.5 |
|
| R1 |
826.5 |
826.5 |
822.5 |
829.0 |
| PP |
821.3 |
821.3 |
821.3 |
822.5 |
| S1 |
816.3 |
816.3 |
820.8 |
818.8 |
| S2 |
810.8 |
810.8 |
819.8 |
|
| S3 |
800.5 |
805.8 |
818.8 |
|
| S4 |
790.0 |
795.5 |
816.0 |
|
|
| 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% |
13.8 |
1.7% |
39% |
False |
False |
127,701 |
| 10 |
858.1 |
813.4 |
44.7 |
5.4% |
13.3 |
1.6% |
18% |
False |
False |
126,471 |
| 20 |
858.1 |
795.8 |
62.3 |
7.6% |
12.3 |
1.5% |
41% |
False |
False |
116,861 |
| 40 |
858.1 |
770.2 |
87.9 |
10.7% |
14.8 |
1.8% |
58% |
False |
False |
101,310 |
| 60 |
858.1 |
764.8 |
93.3 |
11.4% |
12.5 |
1.5% |
61% |
False |
False |
67,589 |
| 80 |
858.1 |
764.8 |
93.3 |
11.4% |
10.8 |
1.3% |
61% |
False |
False |
50,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
870.5 |
|
2.618 |
853.5 |
|
1.618 |
843.0 |
|
1.000 |
836.5 |
|
0.618 |
832.8 |
|
HIGH |
826.3 |
|
0.618 |
822.3 |
|
0.500 |
821.0 |
|
0.382 |
819.8 |
|
LOW |
815.8 |
|
0.618 |
809.3 |
|
1.000 |
805.5 |
|
1.618 |
799.0 |
|
2.618 |
788.5 |
|
4.250 |
771.5 |
|
|
| Fisher Pivots for day following 19-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
821.5 |
824.0 |
| PP |
821.3 |
823.3 |
| S1 |
821.0 |
822.5 |
|