ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 07-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
793.7 |
809.0 |
15.3 |
1.9% |
764.8 |
| High |
796.5 |
809.0 |
12.5 |
1.6% |
797.5 |
| Low |
790.0 |
802.2 |
12.2 |
1.5% |
764.8 |
| Close |
795.7 |
803.4 |
7.7 |
1.0% |
795.7 |
| Range |
6.5 |
6.8 |
0.3 |
4.6% |
32.7 |
| ATR |
8.9 |
9.2 |
0.3 |
3.6% |
0.0 |
| Volume |
19 |
283 |
264 |
1,389.5% |
184 |
|
| Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
825.3 |
821.3 |
807.3 |
|
| R3 |
818.5 |
814.3 |
805.3 |
|
| R2 |
811.8 |
811.8 |
804.8 |
|
| R1 |
807.5 |
807.5 |
804.0 |
806.3 |
| PP |
804.8 |
804.8 |
804.8 |
804.3 |
| S1 |
800.8 |
800.8 |
802.8 |
799.5 |
| S2 |
798.0 |
798.0 |
802.3 |
|
| S3 |
791.3 |
794.0 |
801.5 |
|
| S4 |
784.5 |
787.3 |
799.8 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
884.0 |
872.5 |
813.8 |
|
| R3 |
851.5 |
840.0 |
804.8 |
|
| R2 |
818.8 |
818.8 |
801.8 |
|
| R1 |
807.3 |
807.3 |
798.8 |
813.0 |
| PP |
786.0 |
786.0 |
786.0 |
789.0 |
| S1 |
774.5 |
774.5 |
792.8 |
780.3 |
| S2 |
753.3 |
753.3 |
789.8 |
|
| S3 |
720.5 |
741.8 |
786.8 |
|
| S4 |
688.0 |
709.0 |
777.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
838.0 |
|
2.618 |
826.8 |
|
1.618 |
820.0 |
|
1.000 |
815.8 |
|
0.618 |
813.3 |
|
HIGH |
809.0 |
|
0.618 |
806.5 |
|
0.500 |
805.5 |
|
0.382 |
804.8 |
|
LOW |
802.3 |
|
0.618 |
798.0 |
|
1.000 |
795.5 |
|
1.618 |
791.3 |
|
2.618 |
784.5 |
|
4.250 |
773.3 |
|
|
| Fisher Pivots for day following 07-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
805.5 |
801.5 |
| PP |
804.8 |
799.5 |
| S1 |
804.3 |
797.8 |
|