ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 09-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
798.4 |
787.5 |
-10.9 |
-1.4% |
838.5 |
| High |
798.5 |
796.7 |
-1.8 |
-0.2% |
852.0 |
| Low |
784.7 |
786.8 |
2.1 |
0.3% |
806.1 |
| Close |
786.8 |
791.1 |
4.3 |
0.5% |
807.6 |
| Range |
13.8 |
9.9 |
-3.9 |
-28.3% |
45.9 |
| ATR |
15.2 |
14.9 |
-0.4 |
-2.5% |
0.0 |
| Volume |
205,095 |
148,908 |
-56,187 |
-27.4% |
679,507 |
|
| Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
821.3 |
816.0 |
796.5 |
|
| R3 |
811.3 |
806.3 |
793.8 |
|
| R2 |
801.5 |
801.5 |
793.0 |
|
| R1 |
796.3 |
796.3 |
792.0 |
798.8 |
| PP |
791.5 |
791.5 |
791.5 |
792.8 |
| S1 |
786.3 |
786.3 |
790.3 |
789.0 |
| S2 |
781.8 |
781.8 |
789.3 |
|
| S3 |
771.8 |
776.5 |
788.5 |
|
| S4 |
761.8 |
766.5 |
785.8 |
|
|
| 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 |
820.8 |
784.7 |
36.1 |
4.6% |
12.5 |
1.6% |
18% |
False |
False |
165,368 |
| 10 |
852.0 |
784.7 |
67.3 |
8.5% |
14.5 |
1.8% |
10% |
False |
False |
160,266 |
| 20 |
852.1 |
784.7 |
67.4 |
8.5% |
15.5 |
1.9% |
9% |
False |
False |
153,602 |
| 40 |
872.0 |
784.7 |
87.3 |
11.0% |
15.0 |
1.9% |
7% |
False |
False |
138,246 |
| 60 |
872.0 |
774.7 |
97.3 |
12.3% |
14.3 |
1.8% |
17% |
False |
False |
134,807 |
| 80 |
872.0 |
770.2 |
101.8 |
12.9% |
14.5 |
1.8% |
21% |
False |
False |
111,801 |
| 100 |
872.0 |
764.8 |
107.2 |
13.6% |
13.3 |
1.7% |
25% |
False |
False |
89,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
838.8 |
|
2.618 |
822.5 |
|
1.618 |
812.8 |
|
1.000 |
806.5 |
|
0.618 |
802.8 |
|
HIGH |
796.8 |
|
0.618 |
793.0 |
|
0.500 |
791.8 |
|
0.382 |
790.5 |
|
LOW |
786.8 |
|
0.618 |
780.8 |
|
1.000 |
777.0 |
|
1.618 |
770.8 |
|
2.618 |
761.0 |
|
4.250 |
744.8 |
|
|
| Fisher Pivots for day following 09-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
791.8 |
794.3 |
| PP |
791.5 |
793.3 |
| S1 |
791.3 |
792.0 |
|