ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 28-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
849.5 |
856.6 |
7.1 |
0.8% |
832.7 |
| High |
857.7 |
867.3 |
9.6 |
1.1% |
845.2 |
| Low |
847.8 |
853.8 |
6.0 |
0.7% |
813.4 |
| Close |
856.4 |
859.4 |
3.0 |
0.4% |
841.1 |
| Range |
9.9 |
13.5 |
3.6 |
36.4% |
31.8 |
| ATR |
13.1 |
13.1 |
0.0 |
0.2% |
0.0 |
| Volume |
92,362 |
98,485 |
6,123 |
6.6% |
456,621 |
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
900.8 |
893.5 |
866.8 |
|
| R3 |
887.3 |
880.0 |
863.0 |
|
| R2 |
873.8 |
873.8 |
862.0 |
|
| R1 |
866.5 |
866.5 |
860.8 |
870.0 |
| PP |
860.3 |
860.3 |
860.3 |
862.0 |
| S1 |
853.0 |
853.0 |
858.3 |
856.5 |
| S2 |
846.8 |
846.8 |
857.0 |
|
| S3 |
833.3 |
839.5 |
855.8 |
|
| S4 |
819.8 |
826.0 |
852.0 |
|
|
| 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 |
867.3 |
836.5 |
30.8 |
3.6% |
11.5 |
1.4% |
74% |
True |
False |
88,889 |
| 10 |
867.3 |
813.4 |
53.9 |
6.3% |
13.3 |
1.6% |
85% |
True |
False |
106,001 |
| 20 |
867.3 |
813.4 |
53.9 |
6.3% |
12.3 |
1.4% |
85% |
True |
False |
111,229 |
| 40 |
867.3 |
770.2 |
97.1 |
11.3% |
14.3 |
1.7% |
92% |
True |
False |
115,213 |
| 60 |
867.3 |
770.2 |
97.1 |
11.3% |
12.8 |
1.5% |
92% |
True |
False |
76,896 |
| 80 |
867.3 |
764.8 |
102.5 |
11.9% |
11.5 |
1.3% |
92% |
True |
False |
57,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
924.8 |
|
2.618 |
902.8 |
|
1.618 |
889.3 |
|
1.000 |
880.8 |
|
0.618 |
875.8 |
|
HIGH |
867.3 |
|
0.618 |
862.3 |
|
0.500 |
860.5 |
|
0.382 |
859.0 |
|
LOW |
853.8 |
|
0.618 |
845.5 |
|
1.000 |
840.3 |
|
1.618 |
832.0 |
|
2.618 |
818.5 |
|
4.250 |
796.5 |
|
|
| Fisher Pivots for day following 28-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
860.5 |
857.3 |
| PP |
860.3 |
855.3 |
| S1 |
859.8 |
853.0 |
|