ICE Russell 2000 Mini Future September 2011
| Trading Metrics calculated at close of trading on 05-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
| Open |
828.0 |
821.7 |
-6.3 |
-0.8% |
838.2 |
| High |
831.0 |
829.5 |
-1.5 |
-0.2% |
862.0 |
| Low |
828.0 |
821.0 |
-7.0 |
-0.8% |
838.2 |
| Close |
827.3 |
826.8 |
-0.5 |
-0.1% |
861.1 |
| Range |
3.0 |
8.5 |
5.5 |
183.3% |
23.8 |
| ATR |
7.6 |
7.6 |
0.1 |
0.9% |
0.0 |
| Volume |
106 |
156 |
50 |
47.2% |
27 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
851.3 |
847.5 |
831.5 |
|
| R3 |
842.8 |
839.0 |
829.3 |
|
| R2 |
834.3 |
834.3 |
828.3 |
|
| R1 |
830.5 |
830.5 |
827.5 |
832.5 |
| PP |
825.8 |
825.8 |
825.8 |
826.8 |
| S1 |
822.0 |
822.0 |
826.0 |
824.0 |
| S2 |
817.3 |
817.3 |
825.3 |
|
| S3 |
808.8 |
813.5 |
824.5 |
|
| S4 |
800.3 |
805.0 |
822.0 |
|
|
| 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 |
865.5 |
|
2.618 |
851.8 |
|
1.618 |
843.3 |
|
1.000 |
838.0 |
|
0.618 |
834.8 |
|
HIGH |
829.5 |
|
0.618 |
826.3 |
|
0.500 |
825.3 |
|
0.382 |
824.3 |
|
LOW |
821.0 |
|
0.618 |
815.8 |
|
1.000 |
812.5 |
|
1.618 |
807.3 |
|
2.618 |
798.8 |
|
4.250 |
785.0 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
826.3 |
835.3 |
| PP |
825.8 |
832.5 |
| S1 |
825.3 |
829.8 |
|