ICE Russell 2000 Mini Future September 2011
| Trading Metrics calculated at close of trading on 07-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
841.1 |
846.4 |
5.3 |
0.6% |
791.6 |
| High |
846.4 |
858.9 |
12.5 |
1.5% |
839.0 |
| Low |
835.1 |
845.2 |
10.1 |
1.2% |
789.2 |
| Close |
843.6 |
856.7 |
13.1 |
1.6% |
836.6 |
| Range |
11.3 |
13.7 |
2.4 |
21.2% |
49.8 |
| ATR |
13.8 |
13.9 |
0.1 |
0.8% |
0.0 |
| Volume |
131,870 |
136,596 |
4,726 |
3.6% |
703,302 |
|
| Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
894.8 |
889.5 |
864.3 |
|
| R3 |
881.0 |
875.8 |
860.5 |
|
| R2 |
867.3 |
867.3 |
859.3 |
|
| R1 |
862.0 |
862.0 |
858.0 |
864.8 |
| PP |
853.5 |
853.5 |
853.5 |
855.0 |
| S1 |
848.3 |
848.3 |
855.5 |
851.0 |
| S2 |
840.0 |
840.0 |
854.3 |
|
| S3 |
826.3 |
834.5 |
853.0 |
|
| S4 |
812.5 |
821.0 |
849.3 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
971.0 |
953.5 |
864.0 |
|
| R3 |
921.3 |
903.8 |
850.3 |
|
| R2 |
871.5 |
871.5 |
845.8 |
|
| R1 |
854.0 |
854.0 |
841.3 |
862.8 |
| PP |
821.5 |
821.5 |
821.5 |
826.0 |
| S1 |
804.3 |
804.3 |
832.0 |
813.0 |
| S2 |
771.8 |
771.8 |
827.5 |
|
| S3 |
722.0 |
754.5 |
823.0 |
|
| S4 |
672.3 |
704.5 |
809.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
858.9 |
817.8 |
41.1 |
4.8% |
11.5 |
1.3% |
95% |
True |
False |
129,651 |
| 10 |
858.9 |
779.0 |
79.9 |
9.3% |
14.0 |
1.6% |
97% |
True |
False |
143,080 |
| 20 |
858.9 |
768.4 |
90.5 |
10.6% |
14.8 |
1.7% |
98% |
True |
False |
161,317 |
| 40 |
858.9 |
768.4 |
90.5 |
10.6% |
13.5 |
1.6% |
98% |
True |
False |
81,682 |
| 60 |
863.0 |
768.4 |
94.6 |
11.0% |
10.8 |
1.3% |
93% |
False |
False |
54,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
917.0 |
|
2.618 |
894.8 |
|
1.618 |
881.0 |
|
1.000 |
872.5 |
|
0.618 |
867.3 |
|
HIGH |
859.0 |
|
0.618 |
853.8 |
|
0.500 |
852.0 |
|
0.382 |
850.5 |
|
LOW |
845.3 |
|
0.618 |
836.8 |
|
1.000 |
831.5 |
|
1.618 |
823.0 |
|
2.618 |
809.3 |
|
4.250 |
787.0 |
|
|
| Fisher Pivots for day following 07-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
855.3 |
853.3 |
| PP |
853.5 |
850.0 |
| S1 |
852.0 |
846.8 |
|