ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 20-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
| Open |
833.9 |
834.7 |
0.8 |
0.1% |
828.7 |
| High |
839.1 |
837.6 |
-1.5 |
-0.2% |
839.1 |
| Low |
826.5 |
822.3 |
-4.2 |
-0.5% |
813.1 |
| Close |
834.9 |
825.4 |
-9.5 |
-1.1% |
825.4 |
| Range |
12.6 |
15.3 |
2.7 |
21.4% |
26.0 |
| ATR |
15.6 |
15.5 |
0.0 |
-0.1% |
0.0 |
| Volume |
138,001 |
142,681 |
4,680 |
3.4% |
753,060 |
|
| Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
874.3 |
865.3 |
833.8 |
|
| R3 |
859.0 |
849.8 |
829.5 |
|
| R2 |
843.8 |
843.8 |
828.3 |
|
| R1 |
834.5 |
834.5 |
826.8 |
831.5 |
| PP |
828.5 |
828.5 |
828.5 |
827.0 |
| S1 |
819.3 |
819.3 |
824.0 |
816.3 |
| S2 |
813.3 |
813.3 |
822.5 |
|
| S3 |
797.8 |
804.0 |
821.3 |
|
| S4 |
782.5 |
788.8 |
817.0 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
903.8 |
890.8 |
839.8 |
|
| R3 |
877.8 |
864.8 |
832.5 |
|
| R2 |
851.8 |
851.8 |
830.3 |
|
| R1 |
838.8 |
838.8 |
827.8 |
832.3 |
| PP |
825.8 |
825.8 |
825.8 |
822.8 |
| S1 |
812.8 |
812.8 |
823.0 |
806.3 |
| S2 |
799.8 |
799.8 |
820.8 |
|
| S3 |
773.8 |
786.8 |
818.3 |
|
| S4 |
747.8 |
760.8 |
811.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
839.1 |
813.1 |
26.0 |
3.1% |
15.3 |
1.8% |
47% |
False |
False |
150,612 |
| 10 |
857.7 |
813.1 |
44.6 |
5.4% |
17.0 |
2.1% |
28% |
False |
False |
145,060 |
| 20 |
872.0 |
813.1 |
58.9 |
7.1% |
15.8 |
1.9% |
21% |
False |
False |
134,159 |
| 40 |
872.0 |
813.1 |
58.9 |
7.1% |
14.0 |
1.7% |
21% |
False |
False |
124,246 |
| 60 |
872.0 |
770.2 |
101.8 |
12.3% |
15.0 |
1.8% |
54% |
False |
False |
115,451 |
| 80 |
872.0 |
764.8 |
107.2 |
13.0% |
13.5 |
1.6% |
57% |
False |
False |
86,640 |
| 100 |
872.0 |
764.8 |
107.2 |
13.0% |
12.0 |
1.5% |
57% |
False |
False |
69,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
902.5 |
|
2.618 |
877.8 |
|
1.618 |
862.3 |
|
1.000 |
853.0 |
|
0.618 |
847.0 |
|
HIGH |
837.5 |
|
0.618 |
831.8 |
|
0.500 |
830.0 |
|
0.382 |
828.3 |
|
LOW |
822.3 |
|
0.618 |
812.8 |
|
1.000 |
807.0 |
|
1.618 |
797.5 |
|
2.618 |
782.3 |
|
4.250 |
757.3 |
|
|
| Fisher Pivots for day following 20-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
830.0 |
829.0 |
| PP |
828.5 |
827.8 |
| S1 |
827.0 |
826.5 |
|