ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 11-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
786.8 |
787.7 |
0.9 |
0.1% |
783.1 |
| High |
789.1 |
793.7 |
4.6 |
0.6% |
796.9 |
| Low |
785.8 |
787.7 |
1.9 |
0.2% |
773.3 |
| Close |
787.0 |
791.6 |
4.6 |
0.6% |
782.1 |
| Range |
3.3 |
6.0 |
2.7 |
81.8% |
23.6 |
| ATR |
5.8 |
5.8 |
0.1 |
1.1% |
0.0 |
| Volume |
133 |
3 |
-130 |
-97.7% |
280 |
|
| Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
809.0 |
806.3 |
795.0 |
|
| R3 |
803.0 |
800.3 |
793.3 |
|
| R2 |
797.0 |
797.0 |
792.8 |
|
| R1 |
794.3 |
794.3 |
792.3 |
795.8 |
| PP |
791.0 |
791.0 |
791.0 |
791.8 |
| S1 |
788.3 |
788.3 |
791.0 |
789.8 |
| S2 |
785.0 |
785.0 |
790.5 |
|
| S3 |
779.0 |
782.3 |
790.0 |
|
| S4 |
773.0 |
776.3 |
788.3 |
|
|
| 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 |
819.3 |
|
2.618 |
809.5 |
|
1.618 |
803.5 |
|
1.000 |
799.8 |
|
0.618 |
797.5 |
|
HIGH |
793.8 |
|
0.618 |
791.5 |
|
0.500 |
790.8 |
|
0.382 |
790.0 |
|
LOW |
787.8 |
|
0.618 |
784.0 |
|
1.000 |
781.8 |
|
1.618 |
778.0 |
|
2.618 |
772.0 |
|
4.250 |
762.3 |
|
|
| Fisher Pivots for day following 11-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
791.3 |
789.0 |
| PP |
791.0 |
786.3 |
| S1 |
790.8 |
783.5 |
|