ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 27-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
842.6 |
849.5 |
6.9 |
0.8% |
832.7 |
| High |
856.0 |
857.7 |
1.7 |
0.2% |
845.2 |
| Low |
838.8 |
847.8 |
9.0 |
1.1% |
813.4 |
| Close |
847.8 |
856.4 |
8.6 |
1.0% |
841.1 |
| Range |
17.2 |
9.9 |
-7.3 |
-42.4% |
31.8 |
| ATR |
13.4 |
13.1 |
-0.2 |
-1.9% |
0.0 |
| Volume |
114,345 |
92,362 |
-21,983 |
-19.2% |
456,621 |
|
| Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
883.8 |
880.0 |
861.8 |
|
| R3 |
873.8 |
870.0 |
859.0 |
|
| R2 |
863.8 |
863.8 |
858.3 |
|
| R1 |
860.3 |
860.3 |
857.3 |
862.0 |
| PP |
854.0 |
854.0 |
854.0 |
855.0 |
| S1 |
850.3 |
850.3 |
855.5 |
852.0 |
| S2 |
844.0 |
844.0 |
854.5 |
|
| S3 |
834.3 |
840.3 |
853.8 |
|
| S4 |
824.3 |
830.5 |
851.0 |
|
|
| 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 |
857.7 |
823.8 |
33.9 |
4.0% |
12.5 |
1.5% |
96% |
True |
False |
92,064 |
| 10 |
857.7 |
813.4 |
44.3 |
5.2% |
13.3 |
1.5% |
97% |
True |
False |
109,882 |
| 20 |
858.1 |
813.4 |
44.7 |
5.2% |
12.0 |
1.4% |
96% |
False |
False |
111,219 |
| 40 |
858.1 |
770.2 |
87.9 |
10.3% |
14.3 |
1.7% |
98% |
False |
False |
112,759 |
| 60 |
858.1 |
770.2 |
87.9 |
10.3% |
12.5 |
1.5% |
98% |
False |
False |
75,256 |
| 80 |
858.1 |
764.8 |
93.3 |
10.9% |
11.3 |
1.3% |
98% |
False |
False |
56,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
899.8 |
|
2.618 |
883.5 |
|
1.618 |
873.8 |
|
1.000 |
867.5 |
|
0.618 |
863.8 |
|
HIGH |
857.8 |
|
0.618 |
854.0 |
|
0.500 |
852.8 |
|
0.382 |
851.5 |
|
LOW |
847.8 |
|
0.618 |
841.8 |
|
1.000 |
838.0 |
|
1.618 |
831.8 |
|
2.618 |
822.0 |
|
4.250 |
805.8 |
|
|
| Fisher Pivots for day following 27-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
855.3 |
853.3 |
| PP |
854.0 |
850.3 |
| S1 |
852.8 |
847.3 |
|