ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 16-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
| Open |
846.6 |
828.7 |
-17.9 |
-2.1% |
834.3 |
| High |
852.1 |
838.2 |
-13.9 |
-1.6% |
857.7 |
| Low |
831.9 |
816.9 |
-15.0 |
-1.8% |
828.6 |
| Close |
832.6 |
819.3 |
-13.3 |
-1.6% |
832.6 |
| Range |
20.2 |
21.3 |
1.1 |
5.4% |
29.1 |
| ATR |
15.8 |
16.2 |
0.4 |
2.5% |
0.0 |
| Volume |
142,159 |
171,738 |
29,579 |
20.8% |
697,546 |
|
| Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
888.8 |
875.3 |
831.0 |
|
| R3 |
867.5 |
854.0 |
825.3 |
|
| R2 |
846.0 |
846.0 |
823.3 |
|
| R1 |
832.8 |
832.8 |
821.3 |
828.8 |
| PP |
824.8 |
824.8 |
824.8 |
822.8 |
| S1 |
811.5 |
811.5 |
817.3 |
807.5 |
| S2 |
803.5 |
803.5 |
815.5 |
|
| S3 |
782.3 |
790.0 |
813.5 |
|
| S4 |
761.0 |
768.8 |
807.5 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
927.0 |
908.8 |
848.5 |
|
| R3 |
897.8 |
879.8 |
840.5 |
|
| R2 |
868.8 |
868.8 |
838.0 |
|
| R1 |
850.8 |
850.8 |
835.3 |
845.3 |
| PP |
839.8 |
839.8 |
839.8 |
837.0 |
| S1 |
821.5 |
821.5 |
830.0 |
816.0 |
| S2 |
810.5 |
810.5 |
827.3 |
|
| S3 |
781.5 |
792.5 |
824.5 |
|
| S4 |
752.3 |
763.3 |
816.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
857.7 |
816.9 |
40.8 |
5.0% |
20.3 |
2.5% |
6% |
False |
True |
150,369 |
| 10 |
857.7 |
816.9 |
40.8 |
5.0% |
18.5 |
2.3% |
6% |
False |
True |
152,421 |
| 20 |
872.0 |
813.4 |
58.6 |
7.2% |
16.0 |
2.0% |
10% |
False |
False |
127,924 |
| 40 |
872.0 |
791.7 |
80.3 |
9.8% |
14.0 |
1.7% |
34% |
False |
False |
121,454 |
| 60 |
872.0 |
770.2 |
101.8 |
12.4% |
15.0 |
1.8% |
48% |
False |
False |
105,788 |
| 80 |
872.0 |
764.8 |
107.2 |
13.1% |
13.3 |
1.6% |
51% |
False |
False |
79,377 |
| 100 |
872.0 |
764.8 |
107.2 |
13.1% |
11.5 |
1.4% |
51% |
False |
False |
63,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
928.8 |
|
2.618 |
894.0 |
|
1.618 |
872.8 |
|
1.000 |
859.5 |
|
0.618 |
851.3 |
|
HIGH |
838.3 |
|
0.618 |
830.0 |
|
0.500 |
827.5 |
|
0.382 |
825.0 |
|
LOW |
817.0 |
|
0.618 |
803.8 |
|
1.000 |
795.5 |
|
1.618 |
782.5 |
|
2.618 |
761.3 |
|
4.250 |
726.5 |
|
|
| Fisher Pivots for day following 16-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
827.5 |
834.5 |
| PP |
824.8 |
829.5 |
| S1 |
822.0 |
824.3 |
|