ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 24-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
| Open |
824.6 |
812.1 |
-12.5 |
-1.5% |
828.7 |
| High |
825.8 |
818.9 |
-6.9 |
-0.8% |
839.1 |
| Low |
811.4 |
807.5 |
-3.9 |
-0.5% |
813.1 |
| Close |
812.6 |
809.2 |
-3.4 |
-0.4% |
825.4 |
| Range |
14.4 |
11.4 |
-3.0 |
-20.8% |
26.0 |
| ATR |
15.5 |
15.2 |
-0.3 |
-1.9% |
0.0 |
| Volume |
127,550 |
141,780 |
14,230 |
11.2% |
753,060 |
|
| Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
846.0 |
839.0 |
815.5 |
|
| R3 |
834.8 |
827.8 |
812.3 |
|
| R2 |
823.3 |
823.3 |
811.3 |
|
| R1 |
816.3 |
816.3 |
810.3 |
814.0 |
| PP |
811.8 |
811.8 |
811.8 |
810.8 |
| S1 |
804.8 |
804.8 |
808.3 |
802.8 |
| S2 |
800.5 |
800.5 |
807.0 |
|
| S3 |
789.0 |
793.5 |
806.0 |
|
| S4 |
777.8 |
782.0 |
803.0 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
903.8 |
890.8 |
839.8 |
|
| R3 |
877.8 |
864.8 |
832.5 |
|
| R2 |
851.8 |
851.8 |
830.3 |
|
| R1 |
838.8 |
838.8 |
827.8 |
832.3 |
| PP |
825.8 |
825.8 |
825.8 |
822.8 |
| S1 |
812.8 |
812.8 |
823.0 |
806.3 |
| S2 |
799.8 |
799.8 |
820.8 |
|
| S3 |
773.8 |
786.8 |
818.3 |
|
| S4 |
747.8 |
760.8 |
811.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
839.1 |
807.5 |
31.6 |
3.9% |
13.8 |
1.7% |
5% |
False |
True |
133,681 |
| 10 |
857.7 |
807.5 |
50.2 |
6.2% |
16.5 |
2.0% |
3% |
False |
True |
148,993 |
| 20 |
872.0 |
807.5 |
64.5 |
8.0% |
15.8 |
2.0% |
3% |
False |
True |
138,868 |
| 40 |
872.0 |
807.5 |
64.5 |
8.0% |
14.0 |
1.7% |
3% |
False |
True |
125,151 |
| 60 |
872.0 |
770.2 |
101.8 |
12.6% |
15.0 |
1.9% |
38% |
False |
False |
119,928 |
| 80 |
872.0 |
770.2 |
101.8 |
12.6% |
13.5 |
1.7% |
38% |
False |
False |
90,005 |
| 100 |
872.0 |
764.8 |
107.2 |
13.2% |
12.3 |
1.5% |
41% |
False |
False |
72,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
867.3 |
|
2.618 |
848.8 |
|
1.618 |
837.3 |
|
1.000 |
830.3 |
|
0.618 |
826.0 |
|
HIGH |
819.0 |
|
0.618 |
814.5 |
|
0.500 |
813.3 |
|
0.382 |
811.8 |
|
LOW |
807.5 |
|
0.618 |
800.5 |
|
1.000 |
796.0 |
|
1.618 |
789.0 |
|
2.618 |
777.8 |
|
4.250 |
759.0 |
|
|
| Fisher Pivots for day following 24-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
813.3 |
822.5 |
| PP |
811.8 |
818.0 |
| S1 |
810.5 |
813.8 |
|