ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 17-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
| Open |
828.7 |
818.0 |
-10.7 |
-1.3% |
834.3 |
| High |
838.2 |
824.3 |
-13.9 |
-1.7% |
857.7 |
| Low |
816.9 |
813.1 |
-3.8 |
-0.5% |
828.6 |
| Close |
819.3 |
819.5 |
0.2 |
0.0% |
832.6 |
| Range |
21.3 |
11.2 |
-10.1 |
-47.4% |
29.1 |
| ATR |
16.2 |
15.8 |
-0.4 |
-2.2% |
0.0 |
| Volume |
171,738 |
182,245 |
10,507 |
6.1% |
697,546 |
|
| Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
852.5 |
847.3 |
825.8 |
|
| R3 |
841.3 |
836.0 |
822.5 |
|
| R2 |
830.3 |
830.3 |
821.5 |
|
| R1 |
824.8 |
824.8 |
820.5 |
827.5 |
| PP |
819.0 |
819.0 |
819.0 |
820.3 |
| S1 |
813.8 |
813.8 |
818.5 |
816.3 |
| S2 |
807.8 |
807.8 |
817.5 |
|
| S3 |
796.5 |
802.5 |
816.5 |
|
| S4 |
785.3 |
791.3 |
813.3 |
|
|
| 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 |
813.1 |
44.6 |
5.4% |
19.3 |
2.3% |
14% |
False |
True |
164,305 |
| 10 |
857.7 |
813.1 |
44.6 |
5.4% |
17.8 |
2.2% |
14% |
False |
True |
156,470 |
| 20 |
872.0 |
813.1 |
58.9 |
7.2% |
15.5 |
1.9% |
11% |
False |
True |
129,445 |
| 40 |
872.0 |
795.8 |
76.2 |
9.3% |
14.0 |
1.7% |
31% |
False |
False |
122,989 |
| 60 |
872.0 |
770.2 |
101.8 |
12.4% |
15.3 |
1.9% |
48% |
False |
False |
108,822 |
| 80 |
872.0 |
764.8 |
107.2 |
13.1% |
13.3 |
1.6% |
51% |
False |
False |
81,654 |
| 100 |
872.0 |
764.8 |
107.2 |
13.1% |
11.8 |
1.4% |
51% |
False |
False |
65,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
872.0 |
|
2.618 |
853.5 |
|
1.618 |
842.5 |
|
1.000 |
835.5 |
|
0.618 |
831.3 |
|
HIGH |
824.3 |
|
0.618 |
820.0 |
|
0.500 |
818.8 |
|
0.382 |
817.5 |
|
LOW |
813.0 |
|
0.618 |
806.3 |
|
1.000 |
802.0 |
|
1.618 |
795.0 |
|
2.618 |
783.8 |
|
4.250 |
765.5 |
|
|
| Fisher Pivots for day following 17-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
819.3 |
832.5 |
| PP |
819.0 |
828.3 |
| S1 |
818.8 |
823.8 |
|