ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 09-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
| Open |
828.7 |
834.3 |
5.6 |
0.7% |
864.9 |
| High |
842.7 |
843.0 |
0.3 |
0.0% |
872.0 |
| Low |
827.4 |
828.6 |
1.2 |
0.1% |
823.1 |
| Close |
829.7 |
840.7 |
11.0 |
1.3% |
829.7 |
| Range |
15.3 |
14.4 |
-0.9 |
-5.9% |
48.9 |
| ATR |
14.3 |
14.4 |
0.0 |
0.0% |
0.0 |
| Volume |
165,445 |
117,438 |
-48,007 |
-29.0% |
776,965 |
|
| Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
880.8 |
875.0 |
848.5 |
|
| R3 |
866.3 |
860.8 |
844.8 |
|
| R2 |
851.8 |
851.8 |
843.3 |
|
| R1 |
846.3 |
846.3 |
842.0 |
849.0 |
| PP |
837.5 |
837.5 |
837.5 |
838.8 |
| S1 |
831.8 |
831.8 |
839.5 |
834.8 |
| S2 |
823.0 |
823.0 |
838.0 |
|
| S3 |
808.8 |
817.5 |
836.8 |
|
| S4 |
794.3 |
803.0 |
832.8 |
|
|
| 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 |
854.3 |
823.1 |
31.2 |
3.7% |
16.8 |
2.0% |
56% |
False |
False |
154,474 |
| 10 |
872.0 |
823.1 |
48.9 |
5.8% |
15.3 |
1.8% |
36% |
False |
False |
128,920 |
| 20 |
872.0 |
813.4 |
58.6 |
7.0% |
14.3 |
1.7% |
47% |
False |
False |
120,764 |
| 40 |
872.0 |
770.2 |
101.8 |
12.1% |
13.8 |
1.6% |
69% |
False |
False |
129,860 |
| 60 |
872.0 |
770.2 |
101.8 |
12.1% |
13.8 |
1.6% |
69% |
False |
False |
93,260 |
| 80 |
872.0 |
764.8 |
107.2 |
12.8% |
12.3 |
1.5% |
71% |
False |
False |
69,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
904.3 |
|
2.618 |
880.8 |
|
1.618 |
866.3 |
|
1.000 |
857.5 |
|
0.618 |
852.0 |
|
HIGH |
843.0 |
|
0.618 |
837.5 |
|
0.500 |
835.8 |
|
0.382 |
834.0 |
|
LOW |
828.5 |
|
0.618 |
819.8 |
|
1.000 |
814.3 |
|
1.618 |
805.3 |
|
2.618 |
791.0 |
|
4.250 |
767.5 |
|
|
| Fisher Pivots for day following 09-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
839.0 |
838.3 |
| PP |
837.5 |
835.5 |
| S1 |
835.8 |
833.0 |
|