ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 10-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
787.5 |
791.1 |
3.6 |
0.5% |
809.0 |
| High |
796.7 |
792.0 |
-4.7 |
-0.6% |
810.0 |
| Low |
786.8 |
775.9 |
-10.9 |
-1.4% |
775.9 |
| Close |
791.1 |
779.4 |
-11.7 |
-1.5% |
779.4 |
| Range |
9.9 |
16.1 |
6.2 |
62.6% |
34.1 |
| ATR |
14.9 |
15.0 |
0.1 |
0.6% |
0.0 |
| Volume |
148,908 |
105,525 |
-43,383 |
-29.1% |
764,975 |
|
| Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
830.8 |
821.3 |
788.3 |
|
| R3 |
814.8 |
805.0 |
783.8 |
|
| R2 |
798.5 |
798.5 |
782.3 |
|
| R1 |
789.0 |
789.0 |
781.0 |
785.8 |
| PP |
782.5 |
782.5 |
782.5 |
780.8 |
| S1 |
772.8 |
772.8 |
778.0 |
769.5 |
| S2 |
766.3 |
766.3 |
776.5 |
|
| S3 |
750.3 |
756.8 |
775.0 |
|
| S4 |
734.3 |
740.8 |
770.5 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
890.8 |
869.3 |
798.3 |
|
| R3 |
856.8 |
835.0 |
788.8 |
|
| R2 |
822.5 |
822.5 |
785.8 |
|
| R1 |
801.0 |
801.0 |
782.5 |
794.8 |
| PP |
788.5 |
788.5 |
788.5 |
785.3 |
| S1 |
766.8 |
766.8 |
776.3 |
760.5 |
| S2 |
754.3 |
754.3 |
773.3 |
|
| S3 |
720.3 |
732.8 |
770.0 |
|
| S4 |
686.3 |
698.8 |
760.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
810.0 |
775.9 |
34.1 |
4.4% |
12.8 |
1.6% |
10% |
False |
True |
152,995 |
| 10 |
852.0 |
775.9 |
76.1 |
9.8% |
14.5 |
1.8% |
5% |
False |
True |
155,935 |
| 20 |
852.1 |
775.9 |
76.2 |
9.8% |
15.3 |
2.0% |
5% |
False |
True |
150,805 |
| 40 |
872.0 |
775.9 |
96.1 |
12.3% |
15.3 |
2.0% |
4% |
False |
True |
137,452 |
| 60 |
872.0 |
775.9 |
96.1 |
12.3% |
14.3 |
1.8% |
4% |
False |
True |
130,877 |
| 80 |
872.0 |
770.2 |
101.8 |
13.1% |
14.8 |
1.9% |
9% |
False |
False |
113,120 |
| 100 |
872.0 |
764.8 |
107.2 |
13.8% |
13.3 |
1.7% |
14% |
False |
False |
90,524 |
| 120 |
872.0 |
764.8 |
107.2 |
13.8% |
11.8 |
1.5% |
14% |
False |
False |
75,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
860.5 |
|
2.618 |
834.3 |
|
1.618 |
818.0 |
|
1.000 |
808.0 |
|
0.618 |
802.0 |
|
HIGH |
792.0 |
|
0.618 |
785.8 |
|
0.500 |
784.0 |
|
0.382 |
782.0 |
|
LOW |
776.0 |
|
0.618 |
766.0 |
|
1.000 |
759.8 |
|
1.618 |
749.8 |
|
2.618 |
733.8 |
|
4.250 |
707.5 |
|
|
| Fisher Pivots for day following 10-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
784.0 |
787.3 |
| PP |
782.5 |
784.5 |
| S1 |
781.0 |
782.0 |
|