ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 19-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
798.0 |
794.4 |
-3.6 |
-0.5% |
786.8 |
| High |
798.0 |
794.4 |
-3.6 |
-0.5% |
802.5 |
| Low |
798.0 |
785.0 |
-13.0 |
-1.6% |
785.8 |
| Close |
805.6 |
783.2 |
-22.4 |
-2.8% |
803.3 |
| Range |
0.0 |
9.4 |
9.4 |
|
16.7 |
| ATR |
5.6 |
6.7 |
1.1 |
19.0% |
0.0 |
| Volume |
6 |
331 |
325 |
5,416.7% |
176 |
|
| Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
815.8 |
808.8 |
788.3 |
|
| R3 |
806.3 |
799.5 |
785.8 |
|
| R2 |
797.0 |
797.0 |
785.0 |
|
| R1 |
790.0 |
790.0 |
784.0 |
788.8 |
| PP |
787.5 |
787.5 |
787.5 |
787.0 |
| S1 |
780.8 |
780.8 |
782.3 |
779.5 |
| S2 |
778.3 |
778.3 |
781.5 |
|
| S3 |
768.8 |
771.3 |
780.5 |
|
| S4 |
759.3 |
761.8 |
778.0 |
|
|
| 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 |
834.3 |
|
2.618 |
819.0 |
|
1.618 |
809.5 |
|
1.000 |
803.8 |
|
0.618 |
800.3 |
|
HIGH |
794.5 |
|
0.618 |
790.8 |
|
0.500 |
789.8 |
|
0.382 |
788.5 |
|
LOW |
785.0 |
|
0.618 |
779.3 |
|
1.000 |
775.5 |
|
1.618 |
769.8 |
|
2.618 |
760.5 |
|
4.250 |
745.0 |
|
|
| Fisher Pivots for day following 19-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
789.8 |
793.0 |
| PP |
787.5 |
789.8 |
| S1 |
785.3 |
786.5 |
|