ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 29-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
856.6 |
858.6 |
2.0 |
0.2% |
843.4 |
| High |
867.3 |
866.2 |
-1.1 |
-0.1% |
867.3 |
| Low |
853.8 |
857.2 |
3.4 |
0.4% |
836.9 |
| Close |
859.4 |
863.9 |
4.5 |
0.5% |
863.9 |
| Range |
13.5 |
9.0 |
-4.5 |
-33.3% |
30.4 |
| ATR |
13.1 |
12.9 |
-0.3 |
-2.3% |
0.0 |
| Volume |
98,485 |
89,614 |
-8,871 |
-9.0% |
455,614 |
|
| Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
889.5 |
885.8 |
868.8 |
|
| R3 |
880.5 |
876.8 |
866.5 |
|
| R2 |
871.5 |
871.5 |
865.5 |
|
| R1 |
867.8 |
867.8 |
864.8 |
869.5 |
| PP |
862.5 |
862.5 |
862.5 |
863.5 |
| S1 |
858.8 |
858.8 |
863.0 |
860.5 |
| S2 |
853.5 |
853.5 |
862.3 |
|
| S3 |
844.5 |
849.8 |
861.5 |
|
| S4 |
835.5 |
840.8 |
859.0 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
947.3 |
936.0 |
880.5 |
|
| R3 |
916.8 |
905.5 |
872.3 |
|
| R2 |
886.5 |
886.5 |
869.5 |
|
| R1 |
875.3 |
875.3 |
866.8 |
880.8 |
| PP |
856.0 |
856.0 |
856.0 |
858.8 |
| S1 |
844.8 |
844.8 |
861.0 |
850.5 |
| S2 |
825.8 |
825.8 |
858.3 |
|
| S3 |
795.3 |
814.3 |
855.5 |
|
| S4 |
764.8 |
784.0 |
847.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
867.3 |
836.9 |
30.4 |
3.5% |
11.8 |
1.4% |
89% |
False |
False |
91,122 |
| 10 |
867.3 |
813.4 |
53.9 |
6.2% |
13.0 |
1.5% |
94% |
False |
False |
102,092 |
| 20 |
867.3 |
813.4 |
53.9 |
6.2% |
12.3 |
1.4% |
94% |
False |
False |
110,388 |
| 40 |
867.3 |
770.2 |
97.1 |
11.2% |
14.0 |
1.6% |
96% |
False |
False |
117,447 |
| 60 |
867.3 |
770.2 |
97.1 |
11.2% |
12.8 |
1.5% |
96% |
False |
False |
78,390 |
| 80 |
867.3 |
764.8 |
102.5 |
11.9% |
11.5 |
1.3% |
97% |
False |
False |
58,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
904.5 |
|
2.618 |
889.8 |
|
1.618 |
880.8 |
|
1.000 |
875.3 |
|
0.618 |
871.8 |
|
HIGH |
866.3 |
|
0.618 |
862.8 |
|
0.500 |
861.8 |
|
0.382 |
860.8 |
|
LOW |
857.3 |
|
0.618 |
851.8 |
|
1.000 |
848.3 |
|
1.618 |
842.8 |
|
2.618 |
833.8 |
|
4.250 |
819.0 |
|
|
| Fisher Pivots for day following 29-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
863.3 |
861.8 |
| PP |
862.5 |
859.8 |
| S1 |
861.8 |
857.5 |
|