ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 18-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
| Open |
818.0 |
821.1 |
3.1 |
0.4% |
834.3 |
| High |
824.3 |
834.3 |
10.0 |
1.2% |
857.7 |
| Low |
813.1 |
819.0 |
5.9 |
0.7% |
828.6 |
| Close |
819.5 |
833.2 |
13.7 |
1.7% |
832.6 |
| Range |
11.2 |
15.3 |
4.1 |
36.6% |
29.1 |
| ATR |
15.8 |
15.8 |
0.0 |
-0.2% |
0.0 |
| Volume |
182,245 |
118,395 |
-63,850 |
-35.0% |
697,546 |
|
| Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
874.8 |
869.3 |
841.5 |
|
| R3 |
859.5 |
854.0 |
837.5 |
|
| R2 |
844.3 |
844.3 |
836.0 |
|
| R1 |
838.8 |
838.8 |
834.5 |
841.5 |
| PP |
828.8 |
828.8 |
828.8 |
830.3 |
| S1 |
823.3 |
823.3 |
831.8 |
826.0 |
| S2 |
813.5 |
813.5 |
830.5 |
|
| S3 |
798.3 |
808.0 |
829.0 |
|
| S4 |
783.0 |
792.8 |
824.8 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
927.0 |
908.8 |
848.5 |
|
| R3 |
897.8 |
879.8 |
840.5 |
|
| R2 |
868.8 |
868.8 |
838.0 |
|
| R1 |
850.8 |
850.8 |
835.3 |
845.3 |
| PP |
839.8 |
839.8 |
839.8 |
837.0 |
| S1 |
821.5 |
821.5 |
830.0 |
816.0 |
| S2 |
810.5 |
810.5 |
827.3 |
|
| S3 |
781.5 |
792.5 |
824.5 |
|
| S4 |
752.3 |
763.3 |
816.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
852.1 |
813.1 |
39.0 |
4.7% |
17.5 |
2.1% |
52% |
False |
False |
155,199 |
| 10 |
857.7 |
813.1 |
44.6 |
5.4% |
17.5 |
2.1% |
45% |
False |
False |
150,967 |
| 20 |
872.0 |
813.1 |
58.9 |
7.1% |
15.8 |
1.9% |
34% |
False |
False |
129,765 |
| 40 |
872.0 |
795.8 |
76.2 |
9.1% |
14.0 |
1.7% |
49% |
False |
False |
123,313 |
| 60 |
872.0 |
770.2 |
101.8 |
12.2% |
15.3 |
1.8% |
62% |
False |
False |
110,795 |
| 80 |
872.0 |
764.8 |
107.2 |
12.9% |
13.3 |
1.6% |
64% |
False |
False |
83,133 |
| 100 |
872.0 |
764.8 |
107.2 |
12.9% |
11.8 |
1.4% |
64% |
False |
False |
66,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
899.3 |
|
2.618 |
874.3 |
|
1.618 |
859.0 |
|
1.000 |
849.5 |
|
0.618 |
843.8 |
|
HIGH |
834.3 |
|
0.618 |
828.5 |
|
0.500 |
826.8 |
|
0.382 |
824.8 |
|
LOW |
819.0 |
|
0.618 |
809.5 |
|
1.000 |
803.8 |
|
1.618 |
794.3 |
|
2.618 |
779.0 |
|
4.250 |
754.0 |
|
|
| Fisher Pivots for day following 18-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
831.0 |
830.8 |
| PP |
828.8 |
828.3 |
| S1 |
826.8 |
825.8 |
|