ICE Russell 2000 Mini Future September 2011
| Trading Metrics calculated at close of trading on 24-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
| Open |
822.1 |
810.9 |
-11.2 |
-1.4% |
825.6 |
| High |
822.1 |
814.7 |
-7.4 |
-0.9% |
832.1 |
| Low |
809.0 |
805.1 |
-3.9 |
-0.5% |
810.2 |
| Close |
809.5 |
806.1 |
-3.4 |
-0.4% |
822.3 |
| Range |
13.1 |
9.6 |
-3.5 |
-26.7% |
21.9 |
| ATR |
10.0 |
10.0 |
0.0 |
-0.3% |
0.0 |
| Volume |
13 |
14 |
1 |
7.7% |
581 |
|
| Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
837.5 |
831.3 |
811.5 |
|
| R3 |
827.8 |
821.8 |
808.8 |
|
| R2 |
818.3 |
818.3 |
807.8 |
|
| R1 |
812.3 |
812.3 |
807.0 |
810.5 |
| PP |
808.8 |
808.8 |
808.8 |
807.8 |
| S1 |
802.5 |
802.5 |
805.3 |
800.8 |
| S2 |
799.0 |
799.0 |
804.3 |
|
| S3 |
789.5 |
793.0 |
803.5 |
|
| S4 |
779.8 |
783.3 |
800.8 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
887.3 |
876.8 |
834.3 |
|
| R3 |
865.3 |
854.8 |
828.3 |
|
| R2 |
843.5 |
843.5 |
826.3 |
|
| R1 |
832.8 |
832.8 |
824.3 |
827.3 |
| PP |
821.5 |
821.5 |
821.5 |
818.8 |
| S1 |
811.0 |
811.0 |
820.3 |
805.3 |
| S2 |
799.8 |
799.8 |
818.3 |
|
| S3 |
777.8 |
789.0 |
816.3 |
|
| S4 |
755.8 |
767.3 |
810.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
855.5 |
|
2.618 |
839.8 |
|
1.618 |
830.3 |
|
1.000 |
824.3 |
|
0.618 |
820.8 |
|
HIGH |
814.8 |
|
0.618 |
811.0 |
|
0.500 |
810.0 |
|
0.382 |
808.8 |
|
LOW |
805.0 |
|
0.618 |
799.3 |
|
1.000 |
795.5 |
|
1.618 |
789.5 |
|
2.618 |
780.0 |
|
4.250 |
764.3 |
|
|
| Fisher Pivots for day following 24-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
810.0 |
816.5 |
| PP |
808.8 |
813.0 |
| S1 |
807.3 |
809.5 |
|