ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 31-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
| Open |
832.2 |
838.5 |
6.3 |
0.8% |
824.6 |
| High |
838.9 |
850.4 |
11.5 |
1.4% |
838.9 |
| Low |
830.0 |
837.3 |
7.3 |
0.9% |
800.5 |
| Close |
836.5 |
847.8 |
11.3 |
1.4% |
836.5 |
| Range |
8.9 |
13.1 |
4.2 |
47.2% |
38.4 |
| ATR |
15.2 |
15.1 |
-0.1 |
-0.6% |
0.0 |
| Volume |
114,871 |
158,923 |
44,052 |
38.3% |
676,415 |
|
| Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
884.5 |
879.3 |
855.0 |
|
| R3 |
871.3 |
866.3 |
851.5 |
|
| R2 |
858.3 |
858.3 |
850.3 |
|
| R1 |
853.0 |
853.0 |
849.0 |
855.8 |
| PP |
845.3 |
845.3 |
845.3 |
846.5 |
| S1 |
840.0 |
840.0 |
846.5 |
842.5 |
| S2 |
832.0 |
832.0 |
845.5 |
|
| S3 |
819.0 |
826.8 |
844.3 |
|
| S4 |
805.8 |
813.8 |
840.5 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
940.5 |
927.0 |
857.5 |
|
| R3 |
902.0 |
888.5 |
847.0 |
|
| R2 |
863.8 |
863.8 |
843.5 |
|
| R1 |
850.0 |
850.0 |
840.0 |
857.0 |
| PP |
825.3 |
825.3 |
825.3 |
828.8 |
| S1 |
811.8 |
811.8 |
833.0 |
818.5 |
| S2 |
787.0 |
787.0 |
829.5 |
|
| S3 |
748.5 |
773.3 |
826.0 |
|
| S4 |
710.0 |
735.0 |
815.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
850.4 |
800.5 |
49.9 |
5.9% |
14.3 |
1.7% |
95% |
True |
False |
141,557 |
| 10 |
850.4 |
800.5 |
49.9 |
5.9% |
14.0 |
1.7% |
95% |
True |
False |
141,666 |
| 20 |
857.7 |
800.5 |
57.2 |
6.7% |
16.3 |
1.9% |
83% |
False |
False |
147,043 |
| 40 |
872.0 |
800.5 |
71.5 |
8.4% |
14.5 |
1.7% |
66% |
False |
False |
129,128 |
| 60 |
872.0 |
770.2 |
101.8 |
12.0% |
14.8 |
1.8% |
76% |
False |
False |
129,342 |
| 80 |
872.0 |
770.2 |
101.8 |
12.0% |
13.8 |
1.6% |
76% |
False |
False |
97,078 |
| 100 |
872.0 |
764.8 |
107.2 |
12.6% |
12.5 |
1.5% |
77% |
False |
False |
77,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
906.0 |
|
2.618 |
884.8 |
|
1.618 |
871.5 |
|
1.000 |
863.5 |
|
0.618 |
858.5 |
|
HIGH |
850.5 |
|
0.618 |
845.5 |
|
0.500 |
843.8 |
|
0.382 |
842.3 |
|
LOW |
837.3 |
|
0.618 |
829.3 |
|
1.000 |
824.3 |
|
1.618 |
816.0 |
|
2.618 |
803.0 |
|
4.250 |
781.5 |
|
|
| Fisher Pivots for day following 31-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
846.5 |
843.0 |
| PP |
845.3 |
838.0 |
| S1 |
843.8 |
833.0 |
|