ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 23-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
| Open |
834.7 |
824.6 |
-10.1 |
-1.2% |
828.7 |
| High |
837.6 |
825.8 |
-11.8 |
-1.4% |
839.1 |
| Low |
822.3 |
811.4 |
-10.9 |
-1.3% |
813.1 |
| Close |
825.4 |
812.6 |
-12.8 |
-1.6% |
825.4 |
| Range |
15.3 |
14.4 |
-0.9 |
-5.9% |
26.0 |
| ATR |
15.5 |
15.5 |
-0.1 |
-0.5% |
0.0 |
| Volume |
142,681 |
127,550 |
-15,131 |
-10.6% |
753,060 |
|
| Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
859.8 |
850.5 |
820.5 |
|
| R3 |
845.5 |
836.3 |
816.5 |
|
| R2 |
831.0 |
831.0 |
815.3 |
|
| R1 |
821.8 |
821.8 |
814.0 |
819.3 |
| PP |
816.5 |
816.5 |
816.5 |
815.3 |
| S1 |
807.5 |
807.5 |
811.3 |
804.8 |
| S2 |
802.3 |
802.3 |
810.0 |
|
| S3 |
787.8 |
793.0 |
808.8 |
|
| S4 |
773.5 |
778.5 |
804.8 |
|
|
| 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 |
811.4 |
27.7 |
3.4% |
13.8 |
1.7% |
4% |
False |
True |
141,774 |
| 10 |
857.7 |
811.4 |
46.3 |
5.7% |
17.0 |
2.1% |
3% |
False |
True |
146,071 |
| 20 |
872.0 |
811.4 |
60.6 |
7.5% |
16.3 |
2.0% |
2% |
False |
True |
137,496 |
| 40 |
872.0 |
811.4 |
60.6 |
7.5% |
14.0 |
1.7% |
2% |
False |
True |
123,777 |
| 60 |
872.0 |
770.2 |
101.8 |
12.5% |
15.0 |
1.8% |
42% |
False |
False |
117,573 |
| 80 |
872.0 |
764.8 |
107.2 |
13.2% |
13.5 |
1.7% |
45% |
False |
False |
88,233 |
| 100 |
872.0 |
764.8 |
107.2 |
13.2% |
12.3 |
1.5% |
45% |
False |
False |
70,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
887.0 |
|
2.618 |
863.5 |
|
1.618 |
849.0 |
|
1.000 |
840.3 |
|
0.618 |
834.8 |
|
HIGH |
825.8 |
|
0.618 |
820.3 |
|
0.500 |
818.5 |
|
0.382 |
817.0 |
|
LOW |
811.5 |
|
0.618 |
802.5 |
|
1.000 |
797.0 |
|
1.618 |
788.0 |
|
2.618 |
773.8 |
|
4.250 |
750.3 |
|
|
| Fisher Pivots for day following 23-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
818.5 |
825.3 |
| PP |
816.5 |
821.0 |
| S1 |
814.5 |
816.8 |
|