ICE Russell 2000 Mini Future September 2011
| Trading Metrics calculated at close of trading on 04-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2011 |
04-May-2011 |
Change |
Change % |
Previous Week |
| Open |
848.0 |
828.0 |
-20.0 |
-2.4% |
838.2 |
| High |
849.7 |
831.0 |
-18.7 |
-2.2% |
862.0 |
| Low |
839.5 |
828.0 |
-11.5 |
-1.4% |
838.2 |
| Close |
839.6 |
827.3 |
-12.3 |
-1.5% |
861.1 |
| Range |
10.2 |
3.0 |
-7.2 |
-70.6% |
23.8 |
| ATR |
7.3 |
7.6 |
0.3 |
4.3% |
0.0 |
| Volume |
8 |
106 |
98 |
1,225.0% |
27 |
|
| Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
837.8 |
835.5 |
829.0 |
|
| R3 |
834.8 |
832.5 |
828.0 |
|
| R2 |
831.8 |
831.8 |
827.8 |
|
| R1 |
829.5 |
829.5 |
827.5 |
829.3 |
| PP |
828.8 |
828.8 |
828.8 |
828.5 |
| S1 |
826.5 |
826.5 |
827.0 |
826.3 |
| S2 |
825.8 |
825.8 |
826.8 |
|
| S3 |
822.8 |
823.5 |
826.5 |
|
| S4 |
819.8 |
820.5 |
825.8 |
|
|
| 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 |
843.8 |
|
2.618 |
838.8 |
|
1.618 |
835.8 |
|
1.000 |
834.0 |
|
0.618 |
832.8 |
|
HIGH |
831.0 |
|
0.618 |
829.8 |
|
0.500 |
829.5 |
|
0.382 |
829.3 |
|
LOW |
828.0 |
|
0.618 |
826.3 |
|
1.000 |
825.0 |
|
1.618 |
823.3 |
|
2.618 |
820.3 |
|
4.250 |
815.3 |
|
|
| Fisher Pivots for day following 04-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
829.5 |
845.5 |
| PP |
828.8 |
839.5 |
| S1 |
828.0 |
833.3 |
|