ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 26-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
843.4 |
842.6 |
-0.8 |
-0.1% |
832.7 |
| High |
845.7 |
856.0 |
10.3 |
1.2% |
845.2 |
| Low |
836.9 |
838.8 |
1.9 |
0.2% |
813.4 |
| Close |
841.1 |
847.8 |
6.7 |
0.8% |
841.1 |
| Range |
8.8 |
17.2 |
8.4 |
95.5% |
31.8 |
| ATR |
13.1 |
13.4 |
0.3 |
2.3% |
0.0 |
| Volume |
60,808 |
114,345 |
53,537 |
88.0% |
456,621 |
|
| Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
899.3 |
890.8 |
857.3 |
|
| R3 |
882.0 |
873.5 |
852.5 |
|
| R2 |
864.8 |
864.8 |
851.0 |
|
| R1 |
856.3 |
856.3 |
849.5 |
860.5 |
| PP |
847.5 |
847.5 |
847.5 |
849.8 |
| S1 |
839.0 |
839.0 |
846.3 |
843.3 |
| S2 |
830.3 |
830.3 |
844.8 |
|
| S3 |
813.3 |
821.8 |
843.0 |
|
| S4 |
796.0 |
804.8 |
838.3 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
928.8 |
916.8 |
858.5 |
|
| R3 |
896.8 |
884.8 |
849.8 |
|
| R2 |
865.0 |
865.0 |
847.0 |
|
| R1 |
853.0 |
853.0 |
844.0 |
859.0 |
| PP |
833.3 |
833.3 |
833.3 |
836.3 |
| S1 |
821.3 |
821.3 |
838.3 |
827.3 |
| S2 |
801.5 |
801.5 |
835.3 |
|
| S3 |
769.8 |
789.5 |
832.3 |
|
| S4 |
737.8 |
757.8 |
823.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
856.0 |
815.8 |
40.2 |
4.7% |
12.8 |
1.5% |
80% |
True |
False |
95,990 |
| 10 |
856.0 |
813.4 |
42.6 |
5.0% |
13.3 |
1.6% |
81% |
True |
False |
112,924 |
| 20 |
858.1 |
813.4 |
44.7 |
5.3% |
12.3 |
1.4% |
77% |
False |
False |
111,435 |
| 40 |
858.1 |
770.2 |
87.9 |
10.4% |
14.5 |
1.7% |
88% |
False |
False |
110,459 |
| 60 |
858.1 |
770.2 |
87.9 |
10.4% |
12.5 |
1.5% |
88% |
False |
False |
73,718 |
| 80 |
858.1 |
764.8 |
93.3 |
11.0% |
11.3 |
1.3% |
89% |
False |
False |
55,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
929.0 |
|
2.618 |
901.0 |
|
1.618 |
883.8 |
|
1.000 |
873.3 |
|
0.618 |
866.8 |
|
HIGH |
856.0 |
|
0.618 |
849.5 |
|
0.500 |
847.5 |
|
0.382 |
845.3 |
|
LOW |
838.8 |
|
0.618 |
828.3 |
|
1.000 |
821.5 |
|
1.618 |
811.0 |
|
2.618 |
793.8 |
|
4.250 |
765.8 |
|
|
| Fisher Pivots for day following 26-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
847.8 |
847.3 |
| PP |
847.5 |
846.8 |
| S1 |
847.5 |
846.3 |
|