ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 10-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
785.4 |
786.8 |
1.4 |
0.2% |
783.1 |
| High |
786.4 |
789.1 |
2.7 |
0.3% |
796.9 |
| Low |
773.3 |
785.8 |
12.5 |
1.6% |
773.3 |
| Close |
782.1 |
787.0 |
4.9 |
0.6% |
782.1 |
| Range |
13.1 |
3.3 |
-9.8 |
-74.8% |
23.6 |
| ATR |
0.0 |
5.8 |
5.8 |
|
0.0 |
| Volume |
9 |
133 |
124 |
1,377.8% |
280 |
|
| Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
797.3 |
795.5 |
788.8 |
|
| R3 |
794.0 |
792.0 |
788.0 |
|
| R2 |
790.5 |
790.5 |
787.5 |
|
| R1 |
788.8 |
788.8 |
787.3 |
789.8 |
| PP |
787.3 |
787.3 |
787.3 |
787.8 |
| S1 |
785.5 |
785.5 |
786.8 |
786.5 |
| S2 |
784.0 |
784.0 |
786.5 |
|
| S3 |
780.8 |
782.3 |
786.0 |
|
| S4 |
777.5 |
779.0 |
785.3 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
855.0 |
842.0 |
795.0 |
|
| R3 |
831.3 |
818.5 |
788.5 |
|
| R2 |
807.8 |
807.8 |
786.5 |
|
| R1 |
795.0 |
795.0 |
784.3 |
789.5 |
| PP |
784.0 |
784.0 |
784.0 |
781.5 |
| S1 |
771.3 |
771.3 |
780.0 |
766.0 |
| S2 |
760.5 |
760.5 |
777.8 |
|
| S3 |
737.0 |
747.8 |
775.5 |
|
| S4 |
713.3 |
724.0 |
769.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
803.0 |
|
2.618 |
797.8 |
|
1.618 |
794.5 |
|
1.000 |
792.5 |
|
0.618 |
791.3 |
|
HIGH |
789.0 |
|
0.618 |
787.8 |
|
0.500 |
787.5 |
|
0.382 |
787.0 |
|
LOW |
785.8 |
|
0.618 |
783.8 |
|
1.000 |
782.5 |
|
1.618 |
780.5 |
|
2.618 |
777.3 |
|
4.250 |
771.8 |
|
|
| Fisher Pivots for day following 10-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
787.5 |
785.0 |
| PP |
787.3 |
783.3 |
| S1 |
787.3 |
781.3 |
|