ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 11-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2011 |
11-May-2011 |
Change |
Change % |
Previous Week |
| Open |
842.0 |
854.8 |
12.8 |
1.5% |
864.9 |
| High |
855.6 |
857.7 |
2.1 |
0.2% |
872.0 |
| Low |
839.3 |
834.5 |
-4.8 |
-0.6% |
823.1 |
| Close |
853.9 |
838.9 |
-15.0 |
-1.8% |
829.7 |
| Range |
16.3 |
23.2 |
6.9 |
42.3% |
48.9 |
| ATR |
14.5 |
15.1 |
0.6 |
4.3% |
0.0 |
| Volume |
112,563 |
163,924 |
51,361 |
45.6% |
776,965 |
|
| Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
913.3 |
899.3 |
851.8 |
|
| R3 |
890.0 |
876.0 |
845.3 |
|
| R2 |
867.0 |
867.0 |
843.3 |
|
| R1 |
853.0 |
853.0 |
841.0 |
848.3 |
| PP |
843.8 |
843.8 |
843.8 |
841.5 |
| S1 |
829.8 |
829.8 |
836.8 |
825.0 |
| S2 |
820.5 |
820.5 |
834.8 |
|
| S3 |
797.3 |
806.5 |
832.5 |
|
| S4 |
774.0 |
783.3 |
826.3 |
|
|
| 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 |
857.7 |
823.1 |
34.6 |
4.1% |
17.3 |
2.1% |
46% |
True |
False |
146,735 |
| 10 |
872.0 |
823.1 |
48.9 |
5.8% |
16.5 |
2.0% |
32% |
False |
False |
135,898 |
| 20 |
872.0 |
813.4 |
58.6 |
7.0% |
14.8 |
1.8% |
44% |
False |
False |
122,890 |
| 40 |
872.0 |
774.7 |
97.3 |
11.6% |
13.8 |
1.6% |
66% |
False |
False |
125,409 |
| 60 |
872.0 |
770.2 |
101.8 |
12.1% |
14.3 |
1.7% |
67% |
False |
False |
97,867 |
| 80 |
872.0 |
764.8 |
107.2 |
12.8% |
12.8 |
1.5% |
69% |
False |
False |
73,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
956.3 |
|
2.618 |
918.5 |
|
1.618 |
895.3 |
|
1.000 |
881.0 |
|
0.618 |
872.0 |
|
HIGH |
857.8 |
|
0.618 |
848.8 |
|
0.500 |
846.0 |
|
0.382 |
843.3 |
|
LOW |
834.5 |
|
0.618 |
820.3 |
|
1.000 |
811.3 |
|
1.618 |
797.0 |
|
2.618 |
773.8 |
|
4.250 |
736.0 |
|
|
| Fisher Pivots for day following 11-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
846.0 |
843.3 |
| PP |
843.8 |
841.8 |
| S1 |
841.3 |
840.3 |
|