ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 13-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
791.1 |
778.6 |
-12.5 |
-1.6% |
809.0 |
| High |
792.0 |
785.8 |
-6.2 |
-0.8% |
810.0 |
| Low |
775.9 |
773.1 |
-2.8 |
-0.4% |
775.9 |
| Close |
779.4 |
777.4 |
-2.0 |
-0.3% |
779.4 |
| Range |
16.1 |
12.7 |
-3.4 |
-21.1% |
34.1 |
| ATR |
15.0 |
14.8 |
-0.2 |
-1.1% |
0.0 |
| Volume |
105,525 |
120,073 |
14,548 |
13.8% |
764,975 |
|
| Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
816.8 |
809.8 |
784.5 |
|
| R3 |
804.3 |
797.3 |
781.0 |
|
| R2 |
791.5 |
791.5 |
779.8 |
|
| R1 |
784.5 |
784.5 |
778.5 |
781.5 |
| PP |
778.8 |
778.8 |
778.8 |
777.3 |
| S1 |
771.8 |
771.8 |
776.3 |
769.0 |
| S2 |
766.0 |
766.0 |
775.0 |
|
| S3 |
753.3 |
759.0 |
774.0 |
|
| S4 |
740.8 |
746.3 |
770.5 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
890.8 |
869.3 |
798.3 |
|
| R3 |
856.8 |
835.0 |
788.8 |
|
| R2 |
822.5 |
822.5 |
785.8 |
|
| R1 |
801.0 |
801.0 |
782.5 |
794.8 |
| PP |
788.5 |
788.5 |
788.5 |
785.3 |
| S1 |
766.8 |
766.8 |
776.3 |
760.5 |
| S2 |
754.3 |
754.3 |
773.3 |
|
| S3 |
720.3 |
732.8 |
770.0 |
|
| S4 |
686.3 |
698.8 |
760.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
803.6 |
773.1 |
30.5 |
3.9% |
12.3 |
1.6% |
14% |
False |
True |
145,261 |
| 10 |
852.0 |
773.1 |
78.9 |
10.1% |
14.8 |
1.9% |
5% |
False |
True |
156,455 |
| 20 |
852.0 |
773.1 |
78.9 |
10.1% |
14.8 |
1.9% |
5% |
False |
True |
149,701 |
| 40 |
872.0 |
773.1 |
98.9 |
12.7% |
15.3 |
2.0% |
4% |
False |
True |
137,236 |
| 60 |
872.0 |
773.1 |
98.9 |
12.7% |
14.3 |
1.8% |
4% |
False |
True |
130,238 |
| 80 |
872.0 |
770.2 |
101.8 |
13.1% |
14.8 |
1.9% |
7% |
False |
False |
114,620 |
| 100 |
872.0 |
764.8 |
107.2 |
13.8% |
13.3 |
1.7% |
12% |
False |
False |
91,725 |
| 120 |
872.0 |
764.8 |
107.2 |
13.8% |
12.0 |
1.5% |
12% |
False |
False |
76,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
839.8 |
|
2.618 |
819.0 |
|
1.618 |
806.3 |
|
1.000 |
798.5 |
|
0.618 |
793.8 |
|
HIGH |
785.8 |
|
0.618 |
781.0 |
|
0.500 |
779.5 |
|
0.382 |
778.0 |
|
LOW |
773.0 |
|
0.618 |
765.3 |
|
1.000 |
760.5 |
|
1.618 |
752.5 |
|
2.618 |
739.8 |
|
4.250 |
719.0 |
|
|
| Fisher Pivots for day following 13-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
779.5 |
785.0 |
| PP |
778.8 |
782.5 |
| S1 |
778.0 |
780.0 |
|