ICE Russell 2000 Mini Future September 2011
Trading Metrics calculated at close of trading on 19-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
817.4 |
818.7 |
1.3 |
0.2% |
830.1 |
High |
817.4 |
818.7 |
1.3 |
0.2% |
831.1 |
Low |
811.0 |
818.7 |
7.7 |
0.9% |
811.9 |
Close |
818.8 |
818.7 |
-0.1 |
0.0% |
831.1 |
Range |
6.4 |
0.0 |
-6.4 |
-100.0% |
19.2 |
ATR |
|
|
|
|
|
Volume |
1 |
0 |
-1 |
-100.0% |
142 |
|
Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
818.8 |
818.8 |
818.8 |
|
R3 |
818.8 |
818.8 |
818.8 |
|
R2 |
818.8 |
818.8 |
818.8 |
|
R1 |
818.8 |
818.8 |
818.8 |
818.8 |
PP |
818.8 |
818.8 |
818.8 |
818.8 |
S1 |
818.8 |
818.8 |
818.8 |
818.8 |
S2 |
818.8 |
818.8 |
818.8 |
|
S3 |
818.8 |
818.8 |
818.8 |
|
S4 |
818.8 |
818.8 |
818.8 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
882.3 |
876.0 |
841.8 |
|
R3 |
863.0 |
856.8 |
836.5 |
|
R2 |
844.0 |
844.0 |
834.5 |
|
R1 |
837.5 |
837.5 |
832.8 |
840.8 |
PP |
824.8 |
824.8 |
824.8 |
826.3 |
S1 |
818.3 |
818.3 |
829.3 |
821.5 |
S2 |
805.5 |
805.5 |
827.5 |
|
S3 |
786.3 |
799.0 |
825.8 |
|
S4 |
767.0 |
780.0 |
820.5 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
818.8 |
2.618 |
818.8 |
1.618 |
818.8 |
1.000 |
818.8 |
0.618 |
818.8 |
HIGH |
818.8 |
0.618 |
818.8 |
0.500 |
818.8 |
0.382 |
818.8 |
LOW |
818.8 |
0.618 |
818.8 |
1.000 |
818.8 |
1.618 |
818.8 |
2.618 |
818.8 |
4.250 |
818.8 |
|
|
Fisher Pivots for day following 19-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
818.8 |
821.0 |
PP |
818.8 |
820.3 |
S1 |
818.8 |
819.5 |
|