ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 14-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
778.6 |
777.8 |
-0.8 |
-0.1% |
809.0 |
| High |
785.8 |
797.0 |
11.2 |
1.4% |
810.0 |
| Low |
773.1 |
777.0 |
3.9 |
0.5% |
775.9 |
| Close |
777.4 |
795.9 |
18.5 |
2.4% |
779.4 |
| Range |
12.7 |
20.0 |
7.3 |
57.5% |
34.1 |
| ATR |
14.8 |
15.2 |
0.4 |
2.5% |
0.0 |
| Volume |
120,073 |
124,654 |
4,581 |
3.8% |
764,975 |
|
| Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
850.0 |
843.0 |
807.0 |
|
| R3 |
830.0 |
823.0 |
801.5 |
|
| R2 |
810.0 |
810.0 |
799.5 |
|
| R1 |
803.0 |
803.0 |
797.8 |
806.5 |
| PP |
790.0 |
790.0 |
790.0 |
791.8 |
| S1 |
783.0 |
783.0 |
794.0 |
786.5 |
| S2 |
770.0 |
770.0 |
792.3 |
|
| S3 |
750.0 |
763.0 |
790.5 |
|
| S4 |
730.0 |
743.0 |
785.0 |
|
|
| 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 |
798.5 |
773.1 |
25.4 |
3.2% |
14.5 |
1.8% |
90% |
False |
False |
140,851 |
| 10 |
852.0 |
773.1 |
78.9 |
9.9% |
15.5 |
1.9% |
29% |
False |
False |
153,028 |
| 20 |
852.0 |
773.1 |
78.9 |
9.9% |
14.8 |
1.9% |
29% |
False |
False |
147,347 |
| 40 |
872.0 |
773.1 |
98.9 |
12.4% |
15.5 |
1.9% |
23% |
False |
False |
137,635 |
| 60 |
872.0 |
773.1 |
98.9 |
12.4% |
14.3 |
1.8% |
23% |
False |
False |
130,085 |
| 80 |
872.0 |
770.2 |
101.8 |
12.8% |
15.0 |
1.9% |
25% |
False |
False |
116,178 |
| 100 |
872.0 |
764.8 |
107.2 |
13.5% |
13.5 |
1.7% |
29% |
False |
False |
92,971 |
| 120 |
872.0 |
764.8 |
107.2 |
13.5% |
12.0 |
1.5% |
29% |
False |
False |
77,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
882.0 |
|
2.618 |
849.3 |
|
1.618 |
829.3 |
|
1.000 |
817.0 |
|
0.618 |
809.3 |
|
HIGH |
797.0 |
|
0.618 |
789.3 |
|
0.500 |
787.0 |
|
0.382 |
784.8 |
|
LOW |
777.0 |
|
0.618 |
764.8 |
|
1.000 |
757.0 |
|
1.618 |
744.8 |
|
2.618 |
724.8 |
|
4.250 |
692.0 |
|
|
| Fisher Pivots for day following 14-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
793.0 |
792.3 |
| PP |
790.0 |
788.8 |
| S1 |
787.0 |
785.0 |
|