ICE Russell 2000 Mini Future September 2011
| Trading Metrics calculated at close of trading on 02-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
| Open |
862.0 |
863.0 |
1.0 |
0.1% |
838.2 |
| High |
862.0 |
863.0 |
1.0 |
0.1% |
862.0 |
| Low |
862.0 |
852.0 |
-10.0 |
-1.2% |
838.2 |
| Close |
861.1 |
849.8 |
-11.3 |
-1.3% |
861.1 |
| Range |
0.0 |
11.0 |
11.0 |
|
23.8 |
| ATR |
6.7 |
7.0 |
0.3 |
4.5% |
0.0 |
| Volume |
8 |
12 |
4 |
50.0% |
27 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
888.0 |
879.8 |
855.8 |
|
| R3 |
877.0 |
868.8 |
852.8 |
|
| R2 |
866.0 |
866.0 |
851.8 |
|
| R1 |
857.8 |
857.8 |
850.8 |
856.5 |
| PP |
855.0 |
855.0 |
855.0 |
854.3 |
| S1 |
846.8 |
846.8 |
848.8 |
845.5 |
| S2 |
844.0 |
844.0 |
847.8 |
|
| S3 |
833.0 |
835.8 |
846.8 |
|
| S4 |
822.0 |
824.8 |
843.8 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
925.3 |
917.0 |
874.3 |
|
| R3 |
901.3 |
893.3 |
867.8 |
|
| R2 |
877.5 |
877.5 |
865.5 |
|
| R1 |
869.3 |
869.3 |
863.3 |
873.5 |
| PP |
853.8 |
853.8 |
853.8 |
855.8 |
| S1 |
845.5 |
845.5 |
859.0 |
849.8 |
| S2 |
830.0 |
830.0 |
856.8 |
|
| S3 |
806.3 |
821.8 |
854.5 |
|
| S4 |
782.3 |
798.0 |
848.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
909.8 |
|
2.618 |
891.8 |
|
1.618 |
880.8 |
|
1.000 |
874.0 |
|
0.618 |
869.8 |
|
HIGH |
863.0 |
|
0.618 |
858.8 |
|
0.500 |
857.5 |
|
0.382 |
856.3 |
|
LOW |
852.0 |
|
0.618 |
845.3 |
|
1.000 |
841.0 |
|
1.618 |
834.3 |
|
2.618 |
823.3 |
|
4.250 |
805.3 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
857.5 |
857.5 |
| PP |
855.0 |
855.0 |
| S1 |
852.3 |
852.3 |
|