ICE Russell 2000 Mini Future September 2011
| Trading Metrics calculated at close of trading on 19-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
| Open |
818.0 |
830.4 |
12.4 |
1.5% |
829.6 |
| High |
830.0 |
832.1 |
2.1 |
0.3% |
852.3 |
| Low |
818.0 |
830.4 |
12.4 |
1.5% |
827.2 |
| Close |
830.1 |
831.8 |
1.7 |
0.2% |
829.6 |
| Range |
12.0 |
1.7 |
-10.3 |
-85.8% |
25.1 |
| ATR |
10.4 |
9.8 |
-0.6 |
-5.8% |
0.0 |
| Volume |
38 |
504 |
466 |
1,226.3% |
120 |
|
| Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
836.5 |
835.8 |
832.8 |
|
| R3 |
834.8 |
834.3 |
832.3 |
|
| R2 |
833.3 |
833.3 |
832.0 |
|
| R1 |
832.5 |
832.5 |
832.0 |
832.8 |
| PP |
831.5 |
831.5 |
831.5 |
831.5 |
| S1 |
830.8 |
830.8 |
831.8 |
831.0 |
| S2 |
829.8 |
829.8 |
831.5 |
|
| S3 |
828.0 |
829.0 |
831.3 |
|
| S4 |
826.3 |
827.3 |
830.8 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
911.8 |
895.8 |
843.5 |
|
| R3 |
886.5 |
870.8 |
836.5 |
|
| R2 |
861.5 |
861.5 |
834.3 |
|
| R1 |
845.5 |
845.5 |
832.0 |
842.3 |
| PP |
836.3 |
836.3 |
836.3 |
834.8 |
| S1 |
820.5 |
820.5 |
827.3 |
817.0 |
| S2 |
811.3 |
811.3 |
825.0 |
|
| S3 |
786.3 |
795.3 |
822.8 |
|
| S4 |
761.0 |
770.3 |
815.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
839.3 |
|
2.618 |
836.5 |
|
1.618 |
834.8 |
|
1.000 |
833.8 |
|
0.618 |
833.3 |
|
HIGH |
832.0 |
|
0.618 |
831.5 |
|
0.500 |
831.3 |
|
0.382 |
831.0 |
|
LOW |
830.5 |
|
0.618 |
829.3 |
|
1.000 |
828.8 |
|
1.618 |
827.8 |
|
2.618 |
826.0 |
|
4.250 |
823.3 |
|
|
| Fisher Pivots for day following 19-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
831.5 |
828.3 |
| PP |
831.5 |
824.8 |
| S1 |
831.3 |
821.3 |
|