ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 25-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
| Open |
812.1 |
808.1 |
-4.0 |
-0.5% |
828.7 |
| High |
818.9 |
822.3 |
3.4 |
0.4% |
839.1 |
| Low |
807.5 |
800.5 |
-7.0 |
-0.9% |
813.1 |
| Close |
809.2 |
818.2 |
9.0 |
1.1% |
825.4 |
| Range |
11.4 |
21.8 |
10.4 |
91.2% |
26.0 |
| ATR |
15.2 |
15.6 |
0.5 |
3.1% |
0.0 |
| Volume |
141,780 |
143,375 |
1,595 |
1.1% |
753,060 |
|
| Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
879.0 |
870.5 |
830.3 |
|
| R3 |
857.3 |
848.8 |
824.3 |
|
| R2 |
835.5 |
835.5 |
822.3 |
|
| R1 |
826.8 |
826.8 |
820.3 |
831.3 |
| PP |
813.8 |
813.8 |
813.8 |
815.8 |
| S1 |
805.0 |
805.0 |
816.3 |
809.3 |
| S2 |
791.8 |
791.8 |
814.3 |
|
| S3 |
770.0 |
783.3 |
812.3 |
|
| S4 |
748.3 |
761.5 |
806.3 |
|
|
| 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 |
800.5 |
38.6 |
4.7% |
15.0 |
1.8% |
46% |
False |
True |
138,677 |
| 10 |
852.1 |
800.5 |
51.6 |
6.3% |
16.3 |
2.0% |
34% |
False |
True |
146,938 |
| 20 |
872.0 |
800.5 |
71.5 |
8.7% |
16.5 |
2.0% |
25% |
False |
True |
141,418 |
| 40 |
872.0 |
800.5 |
71.5 |
8.7% |
14.3 |
1.7% |
25% |
False |
True |
126,319 |
| 60 |
872.0 |
770.2 |
101.8 |
12.4% |
15.0 |
1.8% |
47% |
False |
False |
122,312 |
| 80 |
872.0 |
770.2 |
101.8 |
12.4% |
13.5 |
1.6% |
47% |
False |
False |
91,797 |
| 100 |
872.0 |
764.8 |
107.2 |
13.1% |
12.3 |
1.5% |
50% |
False |
False |
73,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
915.0 |
|
2.618 |
879.3 |
|
1.618 |
857.5 |
|
1.000 |
844.0 |
|
0.618 |
835.8 |
|
HIGH |
822.3 |
|
0.618 |
814.0 |
|
0.500 |
811.5 |
|
0.382 |
808.8 |
|
LOW |
800.5 |
|
0.618 |
787.0 |
|
1.000 |
778.8 |
|
1.618 |
765.3 |
|
2.618 |
743.5 |
|
4.250 |
707.8 |
|
|
| Fisher Pivots for day following 25-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
816.0 |
816.5 |
| PP |
813.8 |
814.8 |
| S1 |
811.5 |
813.3 |
|