ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 08-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
795.5 |
798.4 |
2.9 |
0.4% |
838.5 |
| High |
803.6 |
798.5 |
-5.1 |
-0.6% |
852.0 |
| Low |
795.1 |
784.7 |
-10.4 |
-1.3% |
806.1 |
| Close |
796.8 |
786.8 |
-10.0 |
-1.3% |
807.6 |
| Range |
8.5 |
13.8 |
5.3 |
62.4% |
45.9 |
| ATR |
15.4 |
15.2 |
-0.1 |
-0.7% |
0.0 |
| Volume |
146,707 |
205,095 |
58,388 |
39.8% |
679,507 |
|
| Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
831.5 |
823.0 |
794.5 |
|
| R3 |
817.5 |
809.0 |
790.5 |
|
| R2 |
803.8 |
803.8 |
789.3 |
|
| R1 |
795.3 |
795.3 |
788.0 |
792.8 |
| PP |
790.0 |
790.0 |
790.0 |
788.8 |
| S1 |
781.5 |
781.5 |
785.5 |
778.8 |
| S2 |
776.3 |
776.3 |
784.3 |
|
| S3 |
762.5 |
767.8 |
783.0 |
|
| S4 |
748.5 |
754.0 |
779.3 |
|
|
| 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 |
826.0 |
784.7 |
41.3 |
5.2% |
12.8 |
1.6% |
5% |
False |
True |
169,249 |
| 10 |
852.0 |
784.7 |
67.3 |
8.6% |
15.8 |
2.0% |
3% |
False |
True |
159,713 |
| 20 |
857.7 |
784.7 |
73.0 |
9.3% |
16.0 |
2.0% |
3% |
False |
True |
154,353 |
| 40 |
872.0 |
784.7 |
87.3 |
11.1% |
15.3 |
1.9% |
2% |
False |
True |
137,593 |
| 60 |
872.0 |
770.2 |
101.8 |
12.9% |
14.5 |
1.9% |
16% |
False |
False |
136,247 |
| 80 |
872.0 |
770.2 |
101.8 |
12.9% |
14.5 |
1.8% |
16% |
False |
False |
109,940 |
| 100 |
872.0 |
764.8 |
107.2 |
13.6% |
13.3 |
1.7% |
21% |
False |
False |
87,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
857.3 |
|
2.618 |
834.8 |
|
1.618 |
820.8 |
|
1.000 |
812.3 |
|
0.618 |
807.0 |
|
HIGH |
798.5 |
|
0.618 |
793.3 |
|
0.500 |
791.5 |
|
0.382 |
790.0 |
|
LOW |
784.8 |
|
0.618 |
776.3 |
|
1.000 |
771.0 |
|
1.618 |
762.3 |
|
2.618 |
748.5 |
|
4.250 |
726.0 |
|
|
| Fisher Pivots for day following 08-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
791.5 |
797.3 |
| PP |
790.0 |
793.8 |
| S1 |
788.5 |
790.3 |
|