ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 20-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
819.7 |
824.4 |
4.7 |
0.6% |
841.8 |
| High |
826.2 |
841.9 |
15.7 |
1.9% |
842.4 |
| Low |
815.8 |
823.8 |
8.0 |
1.0% |
813.4 |
| Close |
821.6 |
838.7 |
17.1 |
2.1% |
833.9 |
| Range |
10.4 |
18.1 |
7.7 |
74.0% |
29.0 |
| ATR |
13.3 |
13.8 |
0.5 |
3.8% |
0.0 |
| Volume |
111,994 |
114,359 |
2,365 |
2.1% |
608,647 |
|
| Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
889.0 |
882.0 |
848.8 |
|
| R3 |
871.0 |
864.0 |
843.8 |
|
| R2 |
853.0 |
853.0 |
842.0 |
|
| R1 |
845.8 |
845.8 |
840.3 |
849.3 |
| PP |
834.8 |
834.8 |
834.8 |
836.5 |
| S1 |
827.8 |
827.8 |
837.0 |
831.3 |
| S2 |
816.8 |
816.8 |
835.5 |
|
| S3 |
798.5 |
809.5 |
833.8 |
|
| S4 |
780.5 |
791.5 |
828.8 |
|
|
| 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 |
841.9 |
813.4 |
28.5 |
3.4% |
15.0 |
1.8% |
89% |
True |
False |
123,112 |
| 10 |
857.0 |
813.4 |
43.6 |
5.2% |
14.3 |
1.7% |
58% |
False |
False |
126,752 |
| 20 |
858.1 |
806.3 |
51.8 |
6.2% |
12.3 |
1.5% |
63% |
False |
False |
116,076 |
| 40 |
858.1 |
770.2 |
87.9 |
10.5% |
14.8 |
1.8% |
78% |
False |
False |
104,145 |
| 60 |
858.1 |
764.8 |
93.3 |
11.1% |
12.5 |
1.5% |
79% |
False |
False |
69,494 |
| 80 |
858.1 |
764.8 |
93.3 |
11.1% |
11.0 |
1.3% |
79% |
False |
False |
52,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
918.8 |
|
2.618 |
889.3 |
|
1.618 |
871.3 |
|
1.000 |
860.0 |
|
0.618 |
853.0 |
|
HIGH |
842.0 |
|
0.618 |
835.0 |
|
0.500 |
832.8 |
|
0.382 |
830.8 |
|
LOW |
823.8 |
|
0.618 |
812.5 |
|
1.000 |
805.8 |
|
1.618 |
794.5 |
|
2.618 |
776.5 |
|
4.250 |
747.0 |
|
|
| Fisher Pivots for day following 20-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
836.8 |
835.0 |
| PP |
834.8 |
831.3 |
| S1 |
832.8 |
827.8 |
|