ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 26-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2011 |
26-May-2011 |
Change |
Change % |
Previous Week |
| Open |
808.1 |
817.8 |
9.7 |
1.2% |
828.7 |
| High |
822.3 |
832.4 |
10.1 |
1.2% |
839.1 |
| Low |
800.5 |
815.8 |
15.3 |
1.9% |
813.1 |
| Close |
818.2 |
831.7 |
13.5 |
1.6% |
825.4 |
| Range |
21.8 |
16.6 |
-5.2 |
-23.9% |
26.0 |
| ATR |
15.6 |
15.7 |
0.1 |
0.4% |
0.0 |
| Volume |
143,375 |
148,839 |
5,464 |
3.8% |
753,060 |
|
| Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
876.5 |
870.8 |
840.8 |
|
| R3 |
859.8 |
854.0 |
836.3 |
|
| R2 |
843.3 |
843.3 |
834.8 |
|
| R1 |
837.5 |
837.5 |
833.3 |
840.3 |
| PP |
826.8 |
826.8 |
826.8 |
828.0 |
| S1 |
820.8 |
820.8 |
830.3 |
823.8 |
| S2 |
810.0 |
810.0 |
828.8 |
|
| S3 |
793.5 |
804.3 |
827.3 |
|
| S4 |
776.8 |
787.8 |
822.5 |
|
|
| 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 |
837.6 |
800.5 |
37.1 |
4.5% |
16.0 |
1.9% |
84% |
False |
False |
140,845 |
| 10 |
852.1 |
800.5 |
51.6 |
6.2% |
16.0 |
1.9% |
60% |
False |
False |
145,676 |
| 20 |
872.0 |
800.5 |
71.5 |
8.6% |
16.5 |
2.0% |
44% |
False |
False |
143,936 |
| 40 |
872.0 |
800.5 |
71.5 |
8.6% |
14.3 |
1.7% |
44% |
False |
False |
127,583 |
| 60 |
872.0 |
770.2 |
101.8 |
12.2% |
15.0 |
1.8% |
60% |
False |
False |
124,788 |
| 80 |
872.0 |
770.2 |
101.8 |
12.2% |
13.8 |
1.6% |
60% |
False |
False |
93,656 |
| 100 |
872.0 |
764.8 |
107.2 |
12.9% |
12.5 |
1.5% |
62% |
False |
False |
74,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
903.0 |
|
2.618 |
875.8 |
|
1.618 |
859.3 |
|
1.000 |
849.0 |
|
0.618 |
842.8 |
|
HIGH |
832.5 |
|
0.618 |
826.0 |
|
0.500 |
824.0 |
|
0.382 |
822.3 |
|
LOW |
815.8 |
|
0.618 |
805.5 |
|
1.000 |
799.3 |
|
1.618 |
789.0 |
|
2.618 |
772.3 |
|
4.250 |
745.3 |
|
|
| Fisher Pivots for day following 26-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
829.3 |
826.5 |
| PP |
826.8 |
821.5 |
| S1 |
824.0 |
816.5 |
|