ICE Russell 2000 Mini Future September 2011
Trading Metrics calculated at close of trading on 25-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
836.9 |
838.2 |
1.3 |
0.2% |
817.4 |
High |
836.9 |
838.2 |
1.3 |
0.2% |
836.9 |
Low |
836.9 |
838.2 |
1.3 |
0.2% |
811.0 |
Close |
838.2 |
838.2 |
0.0 |
0.0% |
838.2 |
Range |
|
|
|
|
|
ATR |
7.0 |
6.5 |
-0.5 |
-7.1% |
0.0 |
Volume |
15 |
0 |
-15 |
-100.0% |
43 |
|
Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
838.3 |
838.3 |
838.3 |
|
R3 |
838.3 |
838.3 |
838.3 |
|
R2 |
838.3 |
838.3 |
838.3 |
|
R1 |
838.3 |
838.3 |
838.3 |
838.3 |
PP |
838.3 |
838.3 |
838.3 |
838.3 |
S1 |
838.3 |
838.3 |
838.3 |
838.3 |
S2 |
838.3 |
838.3 |
838.3 |
|
S3 |
838.3 |
838.3 |
838.3 |
|
S4 |
838.3 |
838.3 |
838.3 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
906.5 |
898.3 |
852.5 |
|
R3 |
880.5 |
872.3 |
845.3 |
|
R2 |
854.5 |
854.5 |
843.0 |
|
R1 |
846.5 |
846.5 |
840.5 |
850.5 |
PP |
828.8 |
828.8 |
828.8 |
830.8 |
S1 |
820.5 |
820.5 |
835.8 |
824.5 |
S2 |
802.8 |
802.8 |
833.5 |
|
S3 |
777.0 |
794.5 |
831.0 |
|
S4 |
751.0 |
768.8 |
824.0 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
838.3 |
2.618 |
838.3 |
1.618 |
838.3 |
1.000 |
838.3 |
0.618 |
838.3 |
HIGH |
838.3 |
0.618 |
838.3 |
0.500 |
838.3 |
0.382 |
838.3 |
LOW |
838.3 |
0.618 |
838.3 |
1.000 |
838.3 |
1.618 |
838.3 |
2.618 |
838.3 |
4.250 |
838.3 |
|
|
Fisher Pivots for day following 25-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
838.3 |
837.0 |
PP |
838.3 |
835.8 |
S1 |
838.3 |
834.5 |
|