ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 24-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
771.6 |
769.1 |
-2.5 |
-0.3% |
800.9 |
| High |
777.8 |
777.0 |
-0.8 |
-0.1% |
800.9 |
| Low |
769.0 |
769.1 |
0.1 |
0.0% |
769.0 |
| Close |
769.3 |
774.6 |
5.3 |
0.7% |
769.3 |
| Range |
8.8 |
7.9 |
-0.9 |
-10.2% |
31.9 |
| ATR |
7.0 |
7.1 |
0.1 |
0.9% |
0.0 |
| Volume |
25 |
106 |
81 |
324.0% |
692 |
|
| Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
797.3 |
793.8 |
779.0 |
|
| R3 |
789.3 |
786.0 |
776.8 |
|
| R2 |
781.5 |
781.5 |
776.0 |
|
| R1 |
778.0 |
778.0 |
775.3 |
779.8 |
| PP |
773.5 |
773.5 |
773.5 |
774.5 |
| S1 |
770.3 |
770.3 |
774.0 |
771.8 |
| S2 |
765.8 |
765.8 |
773.3 |
|
| S3 |
757.8 |
762.3 |
772.5 |
|
| S4 |
749.8 |
754.3 |
770.3 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
875.5 |
854.3 |
786.8 |
|
| R3 |
843.5 |
822.3 |
778.0 |
|
| R2 |
811.8 |
811.8 |
775.3 |
|
| R1 |
790.5 |
790.5 |
772.3 |
785.0 |
| PP |
779.8 |
779.8 |
779.8 |
777.0 |
| S1 |
758.5 |
758.5 |
766.5 |
753.3 |
| S2 |
747.8 |
747.8 |
763.5 |
|
| S3 |
716.0 |
726.8 |
760.5 |
|
| S4 |
684.0 |
694.8 |
751.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
810.5 |
|
2.618 |
797.8 |
|
1.618 |
789.8 |
|
1.000 |
785.0 |
|
0.618 |
782.0 |
|
HIGH |
777.0 |
|
0.618 |
774.0 |
|
0.500 |
773.0 |
|
0.382 |
772.0 |
|
LOW |
769.0 |
|
0.618 |
764.3 |
|
1.000 |
761.3 |
|
1.618 |
756.3 |
|
2.618 |
748.5 |
|
4.250 |
735.5 |
|
|
| Fisher Pivots for day following 24-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
774.0 |
776.0 |
| PP |
773.5 |
775.5 |
| S1 |
773.0 |
775.0 |
|