ICE Russell 2000 Mini Future September 2011
| Trading Metrics calculated at close of trading on 06-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
| Open |
821.7 |
834.1 |
12.4 |
1.5% |
863.0 |
| High |
829.5 |
834.6 |
5.1 |
0.6% |
863.0 |
| Low |
821.0 |
826.9 |
5.9 |
0.7% |
821.0 |
| Close |
826.8 |
826.8 |
0.0 |
0.0% |
826.8 |
| Range |
8.5 |
7.7 |
-0.8 |
-9.4% |
42.0 |
| ATR |
7.6 |
7.7 |
0.0 |
0.1% |
0.0 |
| Volume |
156 |
347 |
191 |
122.4% |
629 |
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
852.5 |
847.3 |
831.0 |
|
| R3 |
844.8 |
839.8 |
829.0 |
|
| R2 |
837.3 |
837.3 |
828.3 |
|
| R1 |
832.0 |
832.0 |
827.5 |
830.8 |
| PP |
829.5 |
829.5 |
829.5 |
828.8 |
| S1 |
824.3 |
824.3 |
826.0 |
823.0 |
| S2 |
821.8 |
821.8 |
825.5 |
|
| S3 |
814.0 |
816.5 |
824.8 |
|
| S4 |
806.3 |
808.8 |
822.5 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
963.0 |
936.8 |
850.0 |
|
| R3 |
921.0 |
894.8 |
838.3 |
|
| R2 |
879.0 |
879.0 |
834.5 |
|
| R1 |
852.8 |
852.8 |
830.8 |
845.0 |
| PP |
837.0 |
837.0 |
837.0 |
833.0 |
| S1 |
810.8 |
810.8 |
823.0 |
803.0 |
| S2 |
795.0 |
795.0 |
819.0 |
|
| S3 |
753.0 |
768.8 |
815.3 |
|
| S4 |
711.0 |
726.8 |
803.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
867.3 |
|
2.618 |
854.8 |
|
1.618 |
847.0 |
|
1.000 |
842.3 |
|
0.618 |
839.3 |
|
HIGH |
834.5 |
|
0.618 |
831.8 |
|
0.500 |
830.8 |
|
0.382 |
829.8 |
|
LOW |
827.0 |
|
0.618 |
822.3 |
|
1.000 |
819.3 |
|
1.618 |
814.5 |
|
2.618 |
806.8 |
|
4.250 |
794.3 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
830.8 |
827.8 |
| PP |
829.5 |
827.5 |
| S1 |
828.0 |
827.3 |
|