ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 17-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
780.6 |
784.7 |
4.1 |
0.5% |
778.6 |
| High |
788.5 |
792.2 |
3.7 |
0.5% |
797.0 |
| Low |
772.2 |
779.4 |
7.2 |
0.9% |
772.2 |
| Close |
782.6 |
787.6 |
5.0 |
0.6% |
787.6 |
| Range |
16.3 |
12.8 |
-3.5 |
-21.5% |
24.8 |
| ATR |
15.5 |
15.3 |
-0.2 |
-1.2% |
0.0 |
| Volume |
55,859 |
1,947 |
-53,912 |
-96.5% |
397,464 |
|
| Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
824.8 |
819.0 |
794.5 |
|
| R3 |
812.0 |
806.3 |
791.0 |
|
| R2 |
799.3 |
799.3 |
790.0 |
|
| R1 |
793.5 |
793.5 |
788.8 |
796.3 |
| PP |
786.5 |
786.5 |
786.5 |
787.8 |
| S1 |
780.5 |
780.5 |
786.5 |
783.5 |
| S2 |
773.5 |
773.5 |
785.3 |
|
| S3 |
760.8 |
767.8 |
784.0 |
|
| S4 |
748.0 |
755.0 |
780.5 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
860.0 |
848.5 |
801.3 |
|
| R3 |
835.3 |
823.8 |
794.5 |
|
| R2 |
810.5 |
810.5 |
792.0 |
|
| R1 |
799.0 |
799.0 |
789.8 |
804.8 |
| PP |
785.5 |
785.5 |
785.5 |
788.5 |
| S1 |
774.3 |
774.3 |
785.3 |
780.0 |
| S2 |
760.8 |
760.8 |
783.0 |
|
| S3 |
736.0 |
749.5 |
780.8 |
|
| S4 |
711.3 |
724.5 |
774.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
797.0 |
772.2 |
24.8 |
3.1% |
15.8 |
2.0% |
62% |
False |
False |
79,492 |
| 10 |
810.0 |
772.2 |
37.8 |
4.8% |
14.3 |
1.8% |
41% |
False |
False |
116,243 |
| 20 |
852.0 |
772.2 |
79.8 |
10.1% |
15.3 |
1.9% |
19% |
False |
False |
133,052 |
| 40 |
872.0 |
772.2 |
99.8 |
12.7% |
15.3 |
1.9% |
15% |
False |
False |
131,999 |
| 60 |
872.0 |
772.2 |
99.8 |
12.7% |
14.3 |
1.8% |
15% |
False |
False |
126,692 |
| 80 |
872.0 |
770.2 |
101.8 |
12.9% |
15.0 |
1.9% |
17% |
False |
False |
118,072 |
| 100 |
872.0 |
764.8 |
107.2 |
13.6% |
13.8 |
1.7% |
21% |
False |
False |
94,496 |
| 120 |
872.0 |
764.8 |
107.2 |
13.6% |
12.5 |
1.6% |
21% |
False |
False |
78,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
846.5 |
|
2.618 |
825.8 |
|
1.618 |
813.0 |
|
1.000 |
805.0 |
|
0.618 |
800.0 |
|
HIGH |
792.3 |
|
0.618 |
787.3 |
|
0.500 |
785.8 |
|
0.382 |
784.3 |
|
LOW |
779.5 |
|
0.618 |
771.5 |
|
1.000 |
766.5 |
|
1.618 |
758.8 |
|
2.618 |
746.0 |
|
4.250 |
725.0 |
|
|
| Fisher Pivots for day following 17-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
787.0 |
786.0 |
| PP |
786.5 |
784.8 |
| S1 |
785.8 |
783.3 |
|