ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 02-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
779.8 |
796.7 |
16.9 |
2.2% |
769.1 |
| High |
797.5 |
796.7 |
-0.8 |
-0.1% |
791.3 |
| Low |
779.7 |
795.6 |
15.9 |
2.0% |
768.5 |
| Close |
793.5 |
792.7 |
-0.8 |
-0.1% |
771.9 |
| Range |
17.8 |
1.1 |
-16.7 |
-93.8% |
22.8 |
| ATR |
9.5 |
9.0 |
-0.4 |
-4.7% |
0.0 |
| Volume |
74 |
72 |
-2 |
-2.7% |
375 |
|
| Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
798.3 |
796.5 |
793.3 |
|
| R3 |
797.3 |
795.5 |
793.0 |
|
| R2 |
796.0 |
796.0 |
793.0 |
|
| R1 |
794.5 |
794.5 |
792.8 |
794.8 |
| PP |
795.0 |
795.0 |
795.0 |
795.3 |
| S1 |
793.3 |
793.3 |
792.5 |
793.5 |
| S2 |
794.0 |
794.0 |
792.5 |
|
| S3 |
792.8 |
792.3 |
792.5 |
|
| S4 |
791.8 |
791.0 |
792.0 |
|
|
| 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 |
801.5 |
|
2.618 |
799.5 |
|
1.618 |
798.5 |
|
1.000 |
797.8 |
|
0.618 |
797.5 |
|
HIGH |
796.8 |
|
0.618 |
796.3 |
|
0.500 |
796.3 |
|
0.382 |
796.0 |
|
LOW |
795.5 |
|
0.618 |
795.0 |
|
1.000 |
794.5 |
|
1.618 |
793.8 |
|
2.618 |
792.8 |
|
4.250 |
791.0 |
|
|
| Fisher Pivots for day following 02-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
796.3 |
788.8 |
| PP |
795.0 |
785.0 |
| S1 |
793.8 |
781.3 |
|