ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 05-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
| Open |
842.0 |
832.6 |
-9.4 |
-1.1% |
843.4 |
| High |
845.8 |
839.9 |
-5.9 |
-0.7% |
867.3 |
| Low |
826.4 |
823.1 |
-3.3 |
-0.4% |
836.9 |
| Close |
830.3 |
829.7 |
-0.6 |
-0.1% |
863.9 |
| Range |
19.4 |
16.8 |
-2.6 |
-13.4% |
30.4 |
| ATR |
14.1 |
14.3 |
0.2 |
1.4% |
0.0 |
| Volume |
173,418 |
174,309 |
891 |
0.5% |
455,614 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
881.3 |
872.3 |
839.0 |
|
| R3 |
864.5 |
855.5 |
834.3 |
|
| R2 |
847.8 |
847.8 |
832.8 |
|
| R1 |
838.8 |
838.8 |
831.3 |
834.8 |
| PP |
831.0 |
831.0 |
831.0 |
829.0 |
| S1 |
822.0 |
822.0 |
828.3 |
818.0 |
| S2 |
814.0 |
814.0 |
826.5 |
|
| S3 |
797.3 |
805.0 |
825.0 |
|
| S4 |
780.5 |
788.3 |
820.5 |
|
|
| 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 |
823.1 |
48.9 |
5.9% |
16.5 |
2.0% |
13% |
False |
True |
140,226 |
| 10 |
872.0 |
823.1 |
48.9 |
5.9% |
14.0 |
1.7% |
13% |
False |
True |
114,558 |
| 20 |
872.0 |
813.4 |
58.6 |
7.1% |
14.3 |
1.7% |
28% |
False |
False |
120,655 |
| 40 |
872.0 |
770.2 |
101.8 |
12.3% |
14.0 |
1.7% |
58% |
False |
False |
131,975 |
| 60 |
872.0 |
770.2 |
101.8 |
12.3% |
13.5 |
1.6% |
58% |
False |
False |
88,565 |
| 80 |
872.0 |
764.8 |
107.2 |
12.9% |
12.0 |
1.4% |
61% |
False |
False |
66,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
911.3 |
|
2.618 |
884.0 |
|
1.618 |
867.0 |
|
1.000 |
856.8 |
|
0.618 |
850.3 |
|
HIGH |
840.0 |
|
0.618 |
833.5 |
|
0.500 |
831.5 |
|
0.382 |
829.5 |
|
LOW |
823.0 |
|
0.618 |
812.8 |
|
1.000 |
806.3 |
|
1.618 |
796.0 |
|
2.618 |
779.0 |
|
4.250 |
751.8 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
831.5 |
838.8 |
| PP |
831.0 |
835.8 |
| S1 |
830.3 |
832.8 |
|