ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 14-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
797.3 |
794.6 |
-2.7 |
-0.3% |
786.8 |
| High |
797.9 |
802.5 |
4.6 |
0.6% |
802.5 |
| Low |
797.3 |
794.6 |
-2.7 |
-0.3% |
785.8 |
| Close |
797.4 |
803.3 |
5.9 |
0.7% |
803.3 |
| Range |
0.6 |
7.9 |
7.3 |
1,216.7% |
16.7 |
| ATR |
5.6 |
5.8 |
0.2 |
3.0% |
0.0 |
| Volume |
16 |
4 |
-12 |
-75.0% |
176 |
|
| Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
823.8 |
821.5 |
807.8 |
|
| R3 |
816.0 |
813.5 |
805.5 |
|
| R2 |
808.0 |
808.0 |
804.8 |
|
| R1 |
805.8 |
805.8 |
804.0 |
806.8 |
| PP |
800.3 |
800.3 |
800.3 |
800.8 |
| S1 |
797.8 |
797.8 |
802.5 |
799.0 |
| S2 |
792.3 |
792.3 |
801.8 |
|
| S3 |
784.3 |
789.8 |
801.3 |
|
| S4 |
776.5 |
782.0 |
799.0 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
847.3 |
842.0 |
812.5 |
|
| R3 |
830.5 |
825.3 |
808.0 |
|
| R2 |
814.0 |
814.0 |
806.3 |
|
| R1 |
808.5 |
808.5 |
804.8 |
811.3 |
| PP |
797.3 |
797.3 |
797.3 |
798.5 |
| S1 |
792.0 |
792.0 |
801.8 |
794.5 |
| S2 |
780.5 |
780.5 |
800.3 |
|
| S3 |
763.8 |
775.3 |
798.8 |
|
| S4 |
747.0 |
758.5 |
794.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
836.0 |
|
2.618 |
823.3 |
|
1.618 |
815.3 |
|
1.000 |
810.5 |
|
0.618 |
807.5 |
|
HIGH |
802.5 |
|
0.618 |
799.5 |
|
0.500 |
798.5 |
|
0.382 |
797.5 |
|
LOW |
794.5 |
|
0.618 |
789.8 |
|
1.000 |
786.8 |
|
1.618 |
781.8 |
|
2.618 |
774.0 |
|
4.250 |
761.0 |
|
|
| Fisher Pivots for day following 14-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
801.8 |
801.0 |
| PP |
800.3 |
798.8 |
| S1 |
798.5 |
796.5 |
|