ICE Russell 2000 Mini Future September 2011
| Trading Metrics calculated at close of trading on 27-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
851.0 |
847.0 |
-4.0 |
-0.5% |
817.4 |
| High |
852.5 |
852.0 |
-0.5 |
-0.1% |
836.9 |
| Low |
849.5 |
846.3 |
-3.2 |
-0.4% |
811.0 |
| Close |
845.0 |
853.6 |
8.6 |
1.0% |
838.2 |
| Range |
3.0 |
5.7 |
2.7 |
90.0% |
25.9 |
| ATR |
7.1 |
7.1 |
0.0 |
-0.1% |
0.0 |
| Volume |
0 |
11 |
11 |
|
43 |
|
| Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
867.8 |
866.3 |
856.8 |
|
| R3 |
862.0 |
860.8 |
855.3 |
|
| R2 |
856.3 |
856.3 |
854.8 |
|
| R1 |
855.0 |
855.0 |
854.0 |
855.8 |
| PP |
850.8 |
850.8 |
850.8 |
851.0 |
| S1 |
849.3 |
849.3 |
853.0 |
850.0 |
| S2 |
845.0 |
845.0 |
852.5 |
|
| S3 |
839.3 |
843.5 |
852.0 |
|
| S4 |
833.5 |
837.8 |
850.5 |
|
|
| 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 |
876.3 |
|
2.618 |
867.0 |
|
1.618 |
861.3 |
|
1.000 |
857.8 |
|
0.618 |
855.5 |
|
HIGH |
852.0 |
|
0.618 |
849.8 |
|
0.500 |
849.3 |
|
0.382 |
848.5 |
|
LOW |
846.3 |
|
0.618 |
842.8 |
|
1.000 |
840.5 |
|
1.618 |
837.0 |
|
2.618 |
831.5 |
|
4.250 |
822.0 |
|
|
| Fisher Pivots for day following 27-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
852.0 |
850.8 |
| PP |
850.8 |
848.0 |
| S1 |
849.3 |
845.3 |
|