ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 10-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
| Open |
834.3 |
842.0 |
7.7 |
0.9% |
864.9 |
| High |
843.0 |
855.6 |
12.6 |
1.5% |
872.0 |
| Low |
828.6 |
839.3 |
10.7 |
1.3% |
823.1 |
| Close |
840.7 |
853.9 |
13.2 |
1.6% |
829.7 |
| Range |
14.4 |
16.3 |
1.9 |
13.2% |
48.9 |
| ATR |
14.4 |
14.5 |
0.1 |
1.0% |
0.0 |
| Volume |
117,438 |
112,563 |
-4,875 |
-4.2% |
776,965 |
|
| Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
898.5 |
892.5 |
862.8 |
|
| R3 |
882.3 |
876.3 |
858.5 |
|
| R2 |
866.0 |
866.0 |
857.0 |
|
| R1 |
860.0 |
860.0 |
855.5 |
863.0 |
| PP |
849.5 |
849.5 |
849.5 |
851.0 |
| S1 |
843.5 |
843.5 |
852.5 |
846.5 |
| S2 |
833.3 |
833.3 |
851.0 |
|
| S3 |
817.0 |
827.3 |
849.5 |
|
| S4 |
800.8 |
811.0 |
845.0 |
|
|
| 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 |
855.6 |
823.1 |
32.5 |
3.8% |
16.5 |
1.9% |
95% |
True |
False |
148,634 |
| 10 |
872.0 |
823.1 |
48.9 |
5.7% |
15.3 |
1.8% |
63% |
False |
False |
128,742 |
| 20 |
872.0 |
813.4 |
58.6 |
6.9% |
14.3 |
1.7% |
69% |
False |
False |
120,833 |
| 40 |
872.0 |
770.2 |
101.8 |
11.9% |
13.8 |
1.6% |
82% |
False |
False |
127,195 |
| 60 |
872.0 |
770.2 |
101.8 |
11.9% |
14.0 |
1.6% |
82% |
False |
False |
95,135 |
| 80 |
872.0 |
764.8 |
107.2 |
12.6% |
12.5 |
1.5% |
83% |
False |
False |
71,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
925.0 |
|
2.618 |
898.3 |
|
1.618 |
882.0 |
|
1.000 |
872.0 |
|
0.618 |
865.8 |
|
HIGH |
855.5 |
|
0.618 |
849.3 |
|
0.500 |
847.5 |
|
0.382 |
845.5 |
|
LOW |
839.3 |
|
0.618 |
829.3 |
|
1.000 |
823.0 |
|
1.618 |
813.0 |
|
2.618 |
796.8 |
|
4.250 |
770.0 |
|
|
| Fisher Pivots for day following 10-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
851.8 |
849.8 |
| PP |
849.5 |
845.8 |
| S1 |
847.5 |
841.5 |
|