ICE Russell 2000 Mini Future September 2011
| Trading Metrics calculated at close of trading on 25-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
836.9 |
838.2 |
1.3 |
0.2% |
817.4 |
| High |
836.9 |
838.2 |
1.3 |
0.2% |
836.9 |
| Low |
836.9 |
838.2 |
1.3 |
0.2% |
811.0 |
| Close |
838.2 |
838.2 |
0.0 |
0.0% |
838.2 |
| Range |
|
|
|
|
|
| ATR |
7.0 |
6.5 |
-0.5 |
-7.1% |
0.0 |
| Volume |
15 |
0 |
-15 |
-100.0% |
43 |
|
| Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
838.3 |
838.3 |
838.3 |
|
| R3 |
838.3 |
838.3 |
838.3 |
|
| R2 |
838.3 |
838.3 |
838.3 |
|
| R1 |
838.3 |
838.3 |
838.3 |
838.3 |
| PP |
838.3 |
838.3 |
838.3 |
838.3 |
| S1 |
838.3 |
838.3 |
838.3 |
838.3 |
| S2 |
838.3 |
838.3 |
838.3 |
|
| S3 |
838.3 |
838.3 |
838.3 |
|
| S4 |
838.3 |
838.3 |
838.3 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
906.5 |
898.3 |
852.5 |
|
| R3 |
880.5 |
872.3 |
845.3 |
|
| R2 |
854.5 |
854.5 |
843.0 |
|
| R1 |
846.5 |
846.5 |
840.5 |
850.5 |
| PP |
828.8 |
828.8 |
828.8 |
830.8 |
| S1 |
820.5 |
820.5 |
835.8 |
824.5 |
| S2 |
802.8 |
802.8 |
833.5 |
|
| S3 |
777.0 |
794.5 |
831.0 |
|
| S4 |
751.0 |
768.8 |
824.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
838.3 |
|
2.618 |
838.3 |
|
1.618 |
838.3 |
|
1.000 |
838.3 |
|
0.618 |
838.3 |
|
HIGH |
838.3 |
|
0.618 |
838.3 |
|
0.500 |
838.3 |
|
0.382 |
838.3 |
|
LOW |
838.3 |
|
0.618 |
838.3 |
|
1.000 |
838.3 |
|
1.618 |
838.3 |
|
2.618 |
838.3 |
|
4.250 |
838.3 |
|
|
| Fisher Pivots for day following 25-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
838.3 |
837.0 |
| PP |
838.3 |
835.8 |
| S1 |
838.3 |
834.5 |
|