ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 06-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
819.9 |
809.0 |
-10.9 |
-1.3% |
838.5 |
| High |
820.8 |
810.0 |
-10.8 |
-1.3% |
852.0 |
| Low |
806.1 |
794.1 |
-12.0 |
-1.5% |
806.1 |
| Close |
807.6 |
795.0 |
-12.6 |
-1.6% |
807.6 |
| Range |
14.7 |
15.9 |
1.2 |
8.2% |
45.9 |
| ATR |
15.9 |
15.9 |
0.0 |
0.0% |
0.0 |
| Volume |
167,393 |
158,740 |
-8,653 |
-5.2% |
679,507 |
|
| Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
847.5 |
837.0 |
803.8 |
|
| R3 |
831.5 |
821.3 |
799.3 |
|
| R2 |
815.5 |
815.5 |
798.0 |
|
| R1 |
805.3 |
805.3 |
796.5 |
802.5 |
| PP |
799.8 |
799.8 |
799.8 |
798.3 |
| S1 |
789.5 |
789.5 |
793.5 |
786.5 |
| S2 |
783.8 |
783.8 |
792.0 |
|
| S3 |
768.0 |
773.5 |
790.8 |
|
| S4 |
752.0 |
757.5 |
786.3 |
|
|
| 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 |
794.1 |
57.9 |
7.3% |
17.3 |
2.2% |
2% |
False |
True |
167,649 |
| 10 |
852.0 |
794.1 |
57.9 |
7.3% |
16.0 |
2.0% |
2% |
False |
True |
151,466 |
| 20 |
857.7 |
794.1 |
63.6 |
8.0% |
16.5 |
2.1% |
1% |
False |
True |
148,263 |
| 40 |
872.0 |
794.1 |
77.9 |
9.8% |
15.5 |
1.9% |
1% |
False |
True |
135,127 |
| 60 |
872.0 |
770.2 |
101.8 |
12.8% |
14.8 |
1.9% |
24% |
False |
False |
137,284 |
| 80 |
872.0 |
770.2 |
101.8 |
12.8% |
14.5 |
1.8% |
24% |
False |
False |
105,543 |
| 100 |
872.0 |
764.8 |
107.2 |
13.5% |
13.0 |
1.6% |
28% |
False |
False |
84,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
877.5 |
|
2.618 |
851.8 |
|
1.618 |
835.8 |
|
1.000 |
826.0 |
|
0.618 |
819.8 |
|
HIGH |
810.0 |
|
0.618 |
804.0 |
|
0.500 |
802.0 |
|
0.382 |
800.3 |
|
LOW |
794.0 |
|
0.618 |
784.3 |
|
1.000 |
778.3 |
|
1.618 |
768.3 |
|
2.618 |
752.5 |
|
4.250 |
726.5 |
|
|
| Fisher Pivots for day following 06-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
802.0 |
810.0 |
| PP |
799.8 |
805.0 |
| S1 |
797.3 |
800.0 |
|