ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 19-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
| Open |
821.1 |
833.9 |
12.8 |
1.6% |
834.3 |
| High |
834.3 |
839.1 |
4.8 |
0.6% |
857.7 |
| Low |
819.0 |
826.5 |
7.5 |
0.9% |
828.6 |
| Close |
833.2 |
834.9 |
1.7 |
0.2% |
832.6 |
| Range |
15.3 |
12.6 |
-2.7 |
-17.6% |
29.1 |
| ATR |
15.8 |
15.6 |
-0.2 |
-1.4% |
0.0 |
| Volume |
118,395 |
138,001 |
19,606 |
16.6% |
697,546 |
|
| Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
871.3 |
865.8 |
841.8 |
|
| R3 |
858.8 |
853.0 |
838.3 |
|
| R2 |
846.0 |
846.0 |
837.3 |
|
| R1 |
840.5 |
840.5 |
836.0 |
843.3 |
| PP |
833.5 |
833.5 |
833.5 |
835.0 |
| S1 |
828.0 |
828.0 |
833.8 |
830.8 |
| S2 |
821.0 |
821.0 |
832.5 |
|
| S3 |
808.3 |
815.3 |
831.5 |
|
| S4 |
795.8 |
802.8 |
828.0 |
|
|
| 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 |
852.1 |
813.1 |
39.0 |
4.7% |
16.0 |
1.9% |
56% |
False |
False |
150,507 |
| 10 |
857.7 |
813.1 |
44.6 |
5.3% |
17.0 |
2.0% |
49% |
False |
False |
147,337 |
| 20 |
872.0 |
813.1 |
58.9 |
7.1% |
15.5 |
1.9% |
37% |
False |
False |
130,947 |
| 40 |
872.0 |
806.3 |
65.7 |
7.9% |
14.0 |
1.7% |
44% |
False |
False |
123,512 |
| 60 |
872.0 |
770.2 |
101.8 |
12.2% |
15.0 |
1.8% |
64% |
False |
False |
113,079 |
| 80 |
872.0 |
764.8 |
107.2 |
12.8% |
13.3 |
1.6% |
65% |
False |
False |
84,857 |
| 100 |
872.0 |
764.8 |
107.2 |
12.8% |
12.0 |
1.4% |
65% |
False |
False |
67,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
892.8 |
|
2.618 |
872.0 |
|
1.618 |
859.5 |
|
1.000 |
851.8 |
|
0.618 |
847.0 |
|
HIGH |
839.0 |
|
0.618 |
834.3 |
|
0.500 |
832.8 |
|
0.382 |
831.3 |
|
LOW |
826.5 |
|
0.618 |
818.8 |
|
1.000 |
814.0 |
|
1.618 |
806.0 |
|
2.618 |
793.5 |
|
4.250 |
773.0 |
|
|
| Fisher Pivots for day following 19-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
834.3 |
832.0 |
| PP |
833.5 |
829.0 |
| S1 |
832.8 |
826.0 |
|