ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 12-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
| Open |
854.8 |
836.6 |
-18.2 |
-2.1% |
864.9 |
| High |
857.7 |
848.7 |
-9.0 |
-1.0% |
872.0 |
| Low |
834.5 |
828.8 |
-5.7 |
-0.7% |
823.1 |
| Close |
838.9 |
847.1 |
8.2 |
1.0% |
829.7 |
| Range |
23.2 |
19.9 |
-3.3 |
-14.2% |
48.9 |
| ATR |
15.1 |
15.5 |
0.3 |
2.3% |
0.0 |
| Volume |
163,924 |
161,462 |
-2,462 |
-1.5% |
776,965 |
|
| Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
901.3 |
894.0 |
858.0 |
|
| R3 |
881.3 |
874.3 |
852.5 |
|
| R2 |
861.5 |
861.5 |
850.8 |
|
| R1 |
854.3 |
854.3 |
849.0 |
857.8 |
| PP |
841.5 |
841.5 |
841.5 |
843.3 |
| S1 |
834.3 |
834.3 |
845.3 |
838.0 |
| S2 |
821.8 |
821.8 |
843.5 |
|
| S3 |
801.8 |
814.5 |
841.8 |
|
| S4 |
781.8 |
794.5 |
836.3 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
988.3 |
958.0 |
856.5 |
|
| R3 |
939.5 |
909.0 |
843.3 |
|
| R2 |
890.5 |
890.5 |
838.8 |
|
| R1 |
860.0 |
860.0 |
834.3 |
850.8 |
| PP |
841.5 |
841.5 |
841.5 |
837.0 |
| S1 |
811.3 |
811.3 |
825.3 |
802.0 |
| S2 |
792.8 |
792.8 |
820.8 |
|
| S3 |
743.8 |
762.3 |
816.3 |
|
| S4 |
695.0 |
713.5 |
802.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
857.7 |
827.4 |
30.3 |
3.6% |
17.8 |
2.1% |
65% |
False |
False |
144,166 |
| 10 |
872.0 |
823.1 |
48.9 |
5.8% |
17.3 |
2.0% |
49% |
False |
False |
142,196 |
| 20 |
872.0 |
813.4 |
58.6 |
6.9% |
15.3 |
1.8% |
58% |
False |
False |
124,098 |
| 40 |
872.0 |
776.0 |
96.0 |
11.3% |
13.8 |
1.6% |
74% |
False |
False |
120,913 |
| 60 |
872.0 |
770.2 |
101.8 |
12.0% |
14.5 |
1.7% |
76% |
False |
False |
100,558 |
| 80 |
872.0 |
764.8 |
107.2 |
12.7% |
12.8 |
1.5% |
77% |
False |
False |
75,454 |
| 100 |
872.0 |
764.8 |
107.2 |
12.7% |
11.3 |
1.3% |
77% |
False |
False |
60,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
933.3 |
|
2.618 |
900.8 |
|
1.618 |
881.0 |
|
1.000 |
868.5 |
|
0.618 |
861.0 |
|
HIGH |
848.8 |
|
0.618 |
841.0 |
|
0.500 |
838.8 |
|
0.382 |
836.5 |
|
LOW |
828.8 |
|
0.618 |
816.5 |
|
1.000 |
809.0 |
|
1.618 |
796.5 |
|
2.618 |
776.8 |
|
4.250 |
744.3 |
|
|
| Fisher Pivots for day following 12-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
844.3 |
845.8 |
| PP |
841.5 |
844.5 |
| S1 |
838.8 |
843.3 |
|