ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 12-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2011 |
12-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
787.7 |
790.7 |
3.0 |
0.4% |
783.1 |
| High |
793.7 |
798.3 |
4.6 |
0.6% |
796.9 |
| Low |
787.7 |
790.6 |
2.9 |
0.4% |
773.3 |
| Close |
791.6 |
797.8 |
6.2 |
0.8% |
782.1 |
| Range |
6.0 |
7.7 |
1.7 |
28.3% |
23.6 |
| ATR |
5.8 |
6.0 |
0.1 |
2.3% |
0.0 |
| Volume |
3 |
20 |
17 |
566.7% |
280 |
|
| Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
818.8 |
816.0 |
802.0 |
|
| R3 |
811.0 |
808.3 |
800.0 |
|
| R2 |
803.3 |
803.3 |
799.3 |
|
| R1 |
800.5 |
800.5 |
798.5 |
802.0 |
| PP |
795.5 |
795.5 |
795.5 |
796.3 |
| S1 |
792.8 |
792.8 |
797.0 |
794.3 |
| S2 |
787.8 |
787.8 |
796.5 |
|
| S3 |
780.3 |
785.3 |
795.8 |
|
| S4 |
772.5 |
777.5 |
793.5 |
|
|
| 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 |
831.0 |
|
2.618 |
818.5 |
|
1.618 |
810.8 |
|
1.000 |
806.0 |
|
0.618 |
803.0 |
|
HIGH |
798.3 |
|
0.618 |
795.3 |
|
0.500 |
794.5 |
|
0.382 |
793.5 |
|
LOW |
790.5 |
|
0.618 |
785.8 |
|
1.000 |
783.0 |
|
1.618 |
778.3 |
|
2.618 |
770.5 |
|
4.250 |
758.0 |
|
|
| Fisher Pivots for day following 12-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
796.8 |
796.0 |
| PP |
795.5 |
794.0 |
| S1 |
794.5 |
792.0 |
|