ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 02-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
| Open |
858.6 |
864.9 |
6.3 |
0.7% |
843.4 |
| High |
866.2 |
872.0 |
5.8 |
0.7% |
867.3 |
| Low |
857.2 |
852.1 |
-5.1 |
-0.6% |
836.9 |
| Close |
863.9 |
852.7 |
-11.2 |
-1.3% |
863.9 |
| Range |
9.0 |
19.9 |
10.9 |
121.1% |
30.4 |
| ATR |
12.9 |
13.4 |
0.5 |
3.9% |
0.0 |
| Volume |
89,614 |
122,033 |
32,419 |
36.2% |
455,614 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
918.8 |
905.5 |
863.8 |
|
| R3 |
898.8 |
885.8 |
858.3 |
|
| R2 |
878.8 |
878.8 |
856.3 |
|
| R1 |
865.8 |
865.8 |
854.5 |
862.3 |
| PP |
859.0 |
859.0 |
859.0 |
857.3 |
| S1 |
845.8 |
845.8 |
851.0 |
842.5 |
| S2 |
839.0 |
839.0 |
849.0 |
|
| S3 |
819.3 |
826.0 |
847.3 |
|
| S4 |
799.3 |
806.0 |
841.8 |
|
|
| 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 |
872.0 |
838.8 |
33.2 |
3.9% |
14.0 |
1.6% |
42% |
True |
False |
103,367 |
| 10 |
872.0 |
813.4 |
58.6 |
6.9% |
13.5 |
1.6% |
67% |
True |
False |
103,426 |
| 20 |
872.0 |
813.4 |
58.6 |
6.9% |
12.8 |
1.5% |
67% |
True |
False |
111,213 |
| 40 |
872.0 |
770.2 |
101.8 |
11.9% |
14.3 |
1.7% |
81% |
True |
False |
120,491 |
| 60 |
872.0 |
770.2 |
101.8 |
11.9% |
13.0 |
1.5% |
81% |
True |
False |
80,423 |
| 80 |
872.0 |
764.8 |
107.2 |
12.6% |
11.5 |
1.4% |
82% |
True |
False |
60,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
956.5 |
|
2.618 |
924.0 |
|
1.618 |
904.3 |
|
1.000 |
892.0 |
|
0.618 |
884.3 |
|
HIGH |
872.0 |
|
0.618 |
864.5 |
|
0.500 |
862.0 |
|
0.382 |
859.8 |
|
LOW |
852.0 |
|
0.618 |
839.8 |
|
1.000 |
832.3 |
|
1.618 |
820.0 |
|
2.618 |
800.0 |
|
4.250 |
767.5 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
862.0 |
862.0 |
| PP |
859.0 |
859.0 |
| S1 |
855.8 |
855.8 |
|