ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 05-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
782.8 |
784.0 |
1.2 |
0.2% |
786.9 |
| High |
782.8 |
788.8 |
6.0 |
0.8% |
787.9 |
| Low |
778.3 |
784.0 |
5.7 |
0.7% |
784.6 |
| Close |
780.6 |
789.6 |
9.0 |
1.2% |
779.8 |
| Range |
4.5 |
4.8 |
0.3 |
6.7% |
3.3 |
| ATR |
|
|
|
|
|
| Volume |
28 |
2 |
-26 |
-92.9% |
393 |
|
| Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
801.8 |
800.5 |
792.3 |
|
| R3 |
797.0 |
795.8 |
791.0 |
|
| R2 |
792.3 |
792.3 |
790.5 |
|
| R1 |
791.0 |
791.0 |
790.0 |
791.5 |
| PP |
787.5 |
787.5 |
787.5 |
787.8 |
| S1 |
786.3 |
786.3 |
789.3 |
786.8 |
| S2 |
782.8 |
782.8 |
788.8 |
|
| S3 |
777.8 |
781.3 |
788.3 |
|
| S4 |
773.0 |
776.5 |
787.0 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
794.0 |
790.3 |
781.5 |
|
| R3 |
790.8 |
787.0 |
780.8 |
|
| R2 |
787.5 |
787.5 |
780.5 |
|
| R1 |
783.5 |
783.5 |
780.0 |
783.8 |
| PP |
784.0 |
784.0 |
784.0 |
784.3 |
| S1 |
780.3 |
780.3 |
779.5 |
780.5 |
| S2 |
780.8 |
780.8 |
779.3 |
|
| S3 |
777.5 |
777.0 |
779.0 |
|
| S4 |
774.3 |
773.8 |
778.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
809.3 |
|
2.618 |
801.3 |
|
1.618 |
796.5 |
|
1.000 |
793.5 |
|
0.618 |
791.8 |
|
HIGH |
788.8 |
|
0.618 |
787.0 |
|
0.500 |
786.5 |
|
0.382 |
785.8 |
|
LOW |
784.0 |
|
0.618 |
781.0 |
|
1.000 |
779.3 |
|
1.618 |
776.3 |
|
2.618 |
771.5 |
|
4.250 |
763.5 |
|
|
| Fisher Pivots for day following 05-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
788.5 |
789.0 |
| PP |
787.5 |
788.3 |
| S1 |
786.5 |
787.5 |
|