ICE Russell 2000 Mini Future September 2011
| Trading Metrics calculated at close of trading on 10-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
| Open |
829.6 |
839.6 |
10.0 |
1.2% |
863.0 |
| High |
839.6 |
851.5 |
11.9 |
1.4% |
863.0 |
| Low |
827.2 |
839.6 |
12.4 |
1.5% |
821.0 |
| Close |
837.8 |
850.9 |
13.1 |
1.6% |
826.8 |
| Range |
12.4 |
11.9 |
-0.5 |
-4.0% |
42.0 |
| ATR |
8.0 |
8.4 |
0.4 |
5.1% |
0.0 |
| Volume |
28 |
20 |
-8 |
-28.6% |
629 |
|
| Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
883.0 |
878.8 |
857.5 |
|
| R3 |
871.3 |
867.0 |
854.3 |
|
| R2 |
859.3 |
859.3 |
853.0 |
|
| R1 |
855.0 |
855.0 |
852.0 |
857.3 |
| PP |
847.3 |
847.3 |
847.3 |
848.5 |
| S1 |
843.3 |
843.3 |
849.8 |
845.3 |
| S2 |
835.5 |
835.5 |
848.8 |
|
| S3 |
823.5 |
831.3 |
847.8 |
|
| S4 |
811.8 |
819.3 |
844.3 |
|
|
| 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 |
902.0 |
|
2.618 |
882.8 |
|
1.618 |
870.8 |
|
1.000 |
863.5 |
|
0.618 |
858.8 |
|
HIGH |
851.5 |
|
0.618 |
847.0 |
|
0.500 |
845.5 |
|
0.382 |
844.3 |
|
LOW |
839.5 |
|
0.618 |
832.3 |
|
1.000 |
827.8 |
|
1.618 |
820.3 |
|
2.618 |
808.5 |
|
4.250 |
789.0 |
|
|
| Fisher Pivots for day following 10-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
849.0 |
847.0 |
| PP |
847.3 |
843.0 |
| S1 |
845.5 |
839.3 |
|