ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 03-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
820.3 |
819.9 |
-0.4 |
0.0% |
838.5 |
| High |
826.0 |
820.8 |
-5.2 |
-0.6% |
852.0 |
| Low |
815.3 |
806.1 |
-9.2 |
-1.1% |
806.1 |
| Close |
819.7 |
807.6 |
-12.1 |
-1.5% |
807.6 |
| Range |
10.7 |
14.7 |
4.0 |
37.4% |
45.9 |
| ATR |
16.0 |
15.9 |
-0.1 |
-0.6% |
0.0 |
| Volume |
168,310 |
167,393 |
-917 |
-0.5% |
679,507 |
|
| Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
855.5 |
846.3 |
815.8 |
|
| R3 |
841.0 |
831.5 |
811.8 |
|
| R2 |
826.3 |
826.3 |
810.3 |
|
| R1 |
817.0 |
817.0 |
809.0 |
814.3 |
| PP |
811.5 |
811.5 |
811.5 |
810.3 |
| S1 |
802.3 |
802.3 |
806.3 |
799.5 |
| S2 |
796.8 |
796.8 |
805.0 |
|
| S3 |
782.0 |
787.5 |
803.5 |
|
| S4 |
767.5 |
772.8 |
799.5 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
959.5 |
929.5 |
832.8 |
|
| R3 |
913.8 |
883.5 |
820.3 |
|
| R2 |
867.8 |
867.8 |
816.0 |
|
| R1 |
837.8 |
837.8 |
811.8 |
829.8 |
| PP |
822.0 |
822.0 |
822.0 |
818.0 |
| S1 |
791.8 |
791.8 |
803.5 |
784.0 |
| S2 |
776.0 |
776.0 |
799.3 |
|
| S3 |
730.0 |
746.0 |
795.0 |
|
| S4 |
684.3 |
700.0 |
782.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
852.0 |
806.1 |
45.9 |
5.7% |
16.0 |
2.0% |
3% |
False |
True |
158,875 |
| 10 |
852.0 |
800.5 |
51.5 |
6.4% |
16.0 |
2.0% |
14% |
False |
False |
149,860 |
| 20 |
857.7 |
800.5 |
57.2 |
7.1% |
16.5 |
2.0% |
12% |
False |
False |
148,598 |
| 40 |
872.0 |
800.5 |
71.5 |
8.9% |
15.3 |
1.9% |
10% |
False |
False |
134,626 |
| 60 |
872.0 |
770.2 |
101.8 |
12.6% |
14.8 |
1.8% |
37% |
False |
False |
137,516 |
| 80 |
872.0 |
770.2 |
101.8 |
12.6% |
14.3 |
1.8% |
37% |
False |
False |
103,574 |
| 100 |
872.0 |
764.8 |
107.2 |
13.3% |
13.0 |
1.6% |
40% |
False |
False |
82,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
883.3 |
|
2.618 |
859.3 |
|
1.618 |
844.5 |
|
1.000 |
835.5 |
|
0.618 |
830.0 |
|
HIGH |
820.8 |
|
0.618 |
815.3 |
|
0.500 |
813.5 |
|
0.382 |
811.8 |
|
LOW |
806.0 |
|
0.618 |
797.0 |
|
1.000 |
791.5 |
|
1.618 |
782.3 |
|
2.618 |
767.5 |
|
4.250 |
743.5 |
|
|
| Fisher Pivots for day following 03-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
813.5 |
829.0 |
| PP |
811.5 |
822.0 |
| S1 |
809.5 |
814.8 |
|