ICE Russell 2000 Mini Future September 2011
| Trading Metrics calculated at close of trading on 09-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
| Open |
834.1 |
829.6 |
-4.5 |
-0.5% |
863.0 |
| High |
834.6 |
839.6 |
5.0 |
0.6% |
863.0 |
| Low |
826.9 |
827.2 |
0.3 |
0.0% |
821.0 |
| Close |
826.8 |
837.8 |
11.0 |
1.3% |
826.8 |
| Range |
7.7 |
12.4 |
4.7 |
61.0% |
42.0 |
| ATR |
7.7 |
8.0 |
0.4 |
4.8% |
0.0 |
| Volume |
347 |
28 |
-319 |
-91.9% |
629 |
|
| Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
872.0 |
867.3 |
844.5 |
|
| R3 |
859.8 |
855.0 |
841.3 |
|
| R2 |
847.3 |
847.3 |
840.0 |
|
| R1 |
842.5 |
842.5 |
839.0 |
845.0 |
| PP |
834.8 |
834.8 |
834.8 |
836.0 |
| S1 |
830.3 |
830.3 |
836.8 |
832.5 |
| S2 |
822.5 |
822.5 |
835.5 |
|
| S3 |
810.0 |
817.8 |
834.5 |
|
| S4 |
797.8 |
805.3 |
831.0 |
|
|
| 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 |
892.3 |
|
2.618 |
872.0 |
|
1.618 |
859.8 |
|
1.000 |
852.0 |
|
0.618 |
847.3 |
|
HIGH |
839.5 |
|
0.618 |
834.8 |
|
0.500 |
833.5 |
|
0.382 |
832.0 |
|
LOW |
827.3 |
|
0.618 |
819.5 |
|
1.000 |
814.8 |
|
1.618 |
807.3 |
|
2.618 |
794.8 |
|
4.250 |
774.5 |
|
|
| Fisher Pivots for day following 09-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
836.3 |
835.3 |
| PP |
834.8 |
832.8 |
| S1 |
833.5 |
830.3 |
|