ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 06-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
| Open |
832.6 |
828.7 |
-3.9 |
-0.5% |
864.9 |
| High |
839.9 |
842.7 |
2.8 |
0.3% |
872.0 |
| Low |
823.1 |
827.4 |
4.3 |
0.5% |
823.1 |
| Close |
829.7 |
829.7 |
0.0 |
0.0% |
829.7 |
| Range |
16.8 |
15.3 |
-1.5 |
-8.9% |
48.9 |
| ATR |
14.3 |
14.3 |
0.1 |
0.5% |
0.0 |
| Volume |
174,309 |
165,445 |
-8,864 |
-5.1% |
776,965 |
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
879.3 |
869.8 |
838.0 |
|
| R3 |
863.8 |
854.5 |
834.0 |
|
| R2 |
848.5 |
848.5 |
832.5 |
|
| R1 |
839.3 |
839.3 |
831.0 |
843.8 |
| PP |
833.3 |
833.3 |
833.3 |
835.5 |
| S1 |
823.8 |
823.8 |
828.3 |
828.5 |
| S2 |
818.0 |
818.0 |
827.0 |
|
| S3 |
802.8 |
808.5 |
825.5 |
|
| S4 |
787.3 |
793.3 |
821.3 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
988.3 |
958.0 |
856.5 |
|
| R3 |
939.5 |
909.0 |
843.3 |
|
| R2 |
890.5 |
890.5 |
838.8 |
|
| R1 |
860.0 |
860.0 |
834.3 |
850.8 |
| PP |
841.5 |
841.5 |
841.5 |
837.0 |
| S1 |
811.3 |
811.3 |
825.3 |
802.0 |
| S2 |
792.8 |
792.8 |
820.8 |
|
| S3 |
743.8 |
762.3 |
816.3 |
|
| S4 |
695.0 |
713.5 |
802.8 |
|
|
| 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% |
17.8 |
2.2% |
13% |
False |
False |
155,393 |
| 10 |
872.0 |
823.1 |
48.9 |
5.9% |
14.8 |
1.8% |
13% |
False |
False |
123,257 |
| 20 |
872.0 |
813.4 |
58.6 |
7.1% |
14.3 |
1.7% |
28% |
False |
False |
121,991 |
| 40 |
872.0 |
770.2 |
101.8 |
12.3% |
13.8 |
1.7% |
58% |
False |
False |
131,795 |
| 60 |
872.0 |
770.2 |
101.8 |
12.3% |
13.8 |
1.7% |
58% |
False |
False |
91,303 |
| 80 |
872.0 |
764.8 |
107.2 |
12.9% |
12.3 |
1.5% |
61% |
False |
False |
68,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
907.8 |
|
2.618 |
882.8 |
|
1.618 |
867.5 |
|
1.000 |
858.0 |
|
0.618 |
852.3 |
|
HIGH |
842.8 |
|
0.618 |
836.8 |
|
0.500 |
835.0 |
|
0.382 |
833.3 |
|
LOW |
827.5 |
|
0.618 |
818.0 |
|
1.000 |
812.0 |
|
1.618 |
802.8 |
|
2.618 |
787.3 |
|
4.250 |
762.5 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
835.0 |
834.5 |
| PP |
833.3 |
832.8 |
| S1 |
831.5 |
831.3 |
|