ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 01-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
764.8 |
779.8 |
15.0 |
2.0% |
769.1 |
| High |
782.0 |
797.5 |
15.5 |
2.0% |
791.3 |
| Low |
764.8 |
779.7 |
14.9 |
1.9% |
768.5 |
| Close |
777.6 |
793.5 |
15.9 |
2.0% |
771.9 |
| Range |
17.2 |
17.8 |
0.6 |
3.5% |
22.8 |
| ATR |
8.7 |
9.5 |
0.8 |
9.2% |
0.0 |
| Volume |
15 |
74 |
59 |
393.3% |
375 |
|
| Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
843.8 |
836.3 |
803.3 |
|
| R3 |
825.8 |
818.5 |
798.5 |
|
| R2 |
808.0 |
808.0 |
796.8 |
|
| R1 |
800.8 |
800.8 |
795.3 |
804.5 |
| PP |
790.3 |
790.3 |
790.3 |
792.0 |
| S1 |
783.0 |
783.0 |
791.8 |
786.5 |
| S2 |
772.5 |
772.5 |
790.3 |
|
| S3 |
754.8 |
765.3 |
788.5 |
|
| S4 |
736.8 |
747.3 |
783.8 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
845.8 |
831.5 |
784.5 |
|
| R3 |
822.8 |
808.8 |
778.3 |
|
| R2 |
800.0 |
800.0 |
776.0 |
|
| R1 |
786.0 |
786.0 |
774.0 |
793.0 |
| PP |
777.3 |
777.3 |
777.3 |
780.8 |
| S1 |
763.3 |
763.3 |
769.8 |
770.3 |
| S2 |
754.5 |
754.5 |
767.8 |
|
| S3 |
731.8 |
740.3 |
765.8 |
|
| S4 |
708.8 |
717.5 |
759.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
873.3 |
|
2.618 |
844.0 |
|
1.618 |
826.3 |
|
1.000 |
815.3 |
|
0.618 |
808.5 |
|
HIGH |
797.5 |
|
0.618 |
790.8 |
|
0.500 |
788.5 |
|
0.382 |
786.5 |
|
LOW |
779.8 |
|
0.618 |
768.8 |
|
1.000 |
762.0 |
|
1.618 |
751.0 |
|
2.618 |
733.0 |
|
4.250 |
704.0 |
|
|
| Fisher Pivots for day following 01-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
791.8 |
789.5 |
| PP |
790.3 |
785.3 |
| S1 |
788.5 |
781.3 |
|