ICE Russell 2000 Mini Future September 2011
| Trading Metrics calculated at close of trading on 03-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2011 |
03-May-2011 |
Change |
Change % |
Previous Week |
| Open |
863.0 |
848.0 |
-15.0 |
-1.7% |
838.2 |
| High |
863.0 |
849.7 |
-13.3 |
-1.5% |
862.0 |
| Low |
852.0 |
839.5 |
-12.5 |
-1.5% |
838.2 |
| Close |
849.8 |
839.6 |
-10.2 |
-1.2% |
861.1 |
| Range |
11.0 |
10.2 |
-0.8 |
-7.3% |
23.8 |
| ATR |
7.0 |
7.3 |
0.2 |
3.3% |
0.0 |
| Volume |
12 |
8 |
-4 |
-33.3% |
27 |
|
| Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
873.5 |
866.8 |
845.3 |
|
| R3 |
863.3 |
856.5 |
842.5 |
|
| R2 |
853.3 |
853.3 |
841.5 |
|
| R1 |
846.3 |
846.3 |
840.5 |
844.8 |
| PP |
843.0 |
843.0 |
843.0 |
842.0 |
| S1 |
836.3 |
836.3 |
838.8 |
834.5 |
| S2 |
832.8 |
832.8 |
837.8 |
|
| S3 |
822.5 |
826.0 |
836.8 |
|
| S4 |
812.3 |
815.8 |
834.0 |
|
|
| 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 |
893.0 |
|
2.618 |
876.5 |
|
1.618 |
866.3 |
|
1.000 |
860.0 |
|
0.618 |
856.0 |
|
HIGH |
849.8 |
|
0.618 |
845.8 |
|
0.500 |
844.5 |
|
0.382 |
843.5 |
|
LOW |
839.5 |
|
0.618 |
833.3 |
|
1.000 |
829.3 |
|
1.618 |
823.0 |
|
2.618 |
812.8 |
|
4.250 |
796.3 |
|
|
| Fisher Pivots for day following 03-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
844.5 |
851.3 |
| PP |
843.0 |
847.3 |
| S1 |
841.3 |
843.5 |
|