ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 16-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
794.1 |
780.6 |
-13.5 |
-1.7% |
809.0 |
| High |
794.2 |
788.5 |
-5.7 |
-0.7% |
810.0 |
| Low |
776.7 |
772.2 |
-4.5 |
-0.6% |
775.9 |
| Close |
780.6 |
782.6 |
2.0 |
0.3% |
779.4 |
| Range |
17.5 |
16.3 |
-1.2 |
-6.9% |
34.1 |
| ATR |
15.5 |
15.5 |
0.1 |
0.4% |
0.0 |
| Volume |
94,931 |
55,859 |
-39,072 |
-41.2% |
764,975 |
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
830.0 |
822.5 |
791.5 |
|
| R3 |
813.8 |
806.3 |
787.0 |
|
| R2 |
797.5 |
797.5 |
785.5 |
|
| R1 |
790.0 |
790.0 |
784.0 |
793.8 |
| PP |
781.0 |
781.0 |
781.0 |
783.0 |
| S1 |
773.8 |
773.8 |
781.0 |
777.5 |
| S2 |
764.8 |
764.8 |
779.5 |
|
| S3 |
748.5 |
757.5 |
778.0 |
|
| S4 |
732.3 |
741.0 |
773.8 |
|
|
| 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 |
797.0 |
772.2 |
24.8 |
3.2% |
16.5 |
2.1% |
42% |
False |
True |
100,208 |
| 10 |
820.8 |
772.2 |
48.6 |
6.2% |
14.5 |
1.9% |
21% |
False |
True |
132,788 |
| 20 |
852.0 |
772.2 |
79.8 |
10.2% |
15.3 |
1.9% |
13% |
False |
True |
139,854 |
| 40 |
872.0 |
772.2 |
99.8 |
12.8% |
15.5 |
2.0% |
10% |
False |
True |
134,810 |
| 60 |
872.0 |
772.2 |
99.8 |
12.8% |
14.5 |
1.8% |
10% |
False |
True |
128,827 |
| 80 |
872.0 |
770.2 |
101.8 |
13.0% |
15.3 |
1.9% |
12% |
False |
False |
118,060 |
| 100 |
872.0 |
764.8 |
107.2 |
13.7% |
13.8 |
1.7% |
17% |
False |
False |
94,477 |
| 120 |
872.0 |
764.8 |
107.2 |
13.7% |
12.3 |
1.6% |
17% |
False |
False |
78,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
857.8 |
|
2.618 |
831.3 |
|
1.618 |
814.8 |
|
1.000 |
804.8 |
|
0.618 |
798.5 |
|
HIGH |
788.5 |
|
0.618 |
782.3 |
|
0.500 |
780.3 |
|
0.382 |
778.5 |
|
LOW |
772.3 |
|
0.618 |
762.3 |
|
1.000 |
756.0 |
|
1.618 |
745.8 |
|
2.618 |
729.5 |
|
4.250 |
703.0 |
|
|
| Fisher Pivots for day following 16-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
781.8 |
784.5 |
| PP |
781.0 |
784.0 |
| S1 |
780.3 |
783.3 |
|