ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 04-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2011 |
04-May-2011 |
Change |
Change % |
Previous Week |
| Open |
851.6 |
842.0 |
-9.6 |
-1.1% |
843.4 |
| High |
854.3 |
845.8 |
-8.5 |
-1.0% |
867.3 |
| Low |
836.5 |
826.4 |
-10.1 |
-1.2% |
836.9 |
| Close |
842.4 |
830.3 |
-12.1 |
-1.4% |
863.9 |
| Range |
17.8 |
19.4 |
1.6 |
9.0% |
30.4 |
| ATR |
13.7 |
14.1 |
0.4 |
3.0% |
0.0 |
| Volume |
141,760 |
173,418 |
31,658 |
22.3% |
455,614 |
|
| Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
892.3 |
880.8 |
841.0 |
|
| R3 |
873.0 |
861.3 |
835.8 |
|
| R2 |
853.5 |
853.5 |
833.8 |
|
| R1 |
842.0 |
842.0 |
832.0 |
838.0 |
| PP |
834.3 |
834.3 |
834.3 |
832.3 |
| S1 |
822.5 |
822.5 |
828.5 |
818.8 |
| S2 |
814.8 |
814.8 |
826.8 |
|
| S3 |
795.3 |
803.3 |
825.0 |
|
| S4 |
776.0 |
783.8 |
819.8 |
|
|
| 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 |
826.4 |
45.6 |
5.5% |
16.0 |
1.9% |
9% |
False |
True |
125,062 |
| 10 |
872.0 |
823.8 |
48.2 |
5.8% |
14.3 |
1.7% |
13% |
False |
False |
108,563 |
| 20 |
872.0 |
813.4 |
58.6 |
7.1% |
13.8 |
1.7% |
29% |
False |
False |
117,517 |
| 40 |
872.0 |
770.2 |
101.8 |
12.3% |
14.0 |
1.7% |
59% |
False |
False |
128,151 |
| 60 |
872.0 |
770.2 |
101.8 |
12.3% |
13.5 |
1.6% |
59% |
False |
False |
85,662 |
| 80 |
872.0 |
764.8 |
107.2 |
12.9% |
12.0 |
1.4% |
61% |
False |
False |
64,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
928.3 |
|
2.618 |
896.5 |
|
1.618 |
877.3 |
|
1.000 |
865.3 |
|
0.618 |
857.8 |
|
HIGH |
845.8 |
|
0.618 |
838.5 |
|
0.500 |
836.0 |
|
0.382 |
833.8 |
|
LOW |
826.5 |
|
0.618 |
814.5 |
|
1.000 |
807.0 |
|
1.618 |
795.0 |
|
2.618 |
775.5 |
|
4.250 |
744.0 |
|
|
| Fisher Pivots for day following 04-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
836.0 |
849.3 |
| PP |
834.3 |
843.0 |
| S1 |
832.3 |
836.5 |
|