ICE Russell 2000 Mini Future September 2011
| Trading Metrics calculated at close of trading on 12-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
| Open |
852.3 |
828.0 |
-24.3 |
-2.9% |
863.0 |
| High |
852.3 |
844.0 |
-8.3 |
-1.0% |
863.0 |
| Low |
832.0 |
828.0 |
-4.0 |
-0.5% |
821.0 |
| Close |
835.9 |
843.6 |
7.7 |
0.9% |
826.8 |
| Range |
20.3 |
16.0 |
-4.3 |
-21.2% |
42.0 |
| ATR |
9.3 |
9.8 |
0.5 |
5.2% |
0.0 |
| Volume |
29 |
26 |
-3 |
-10.3% |
629 |
|
| Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
886.5 |
881.0 |
852.5 |
|
| R3 |
870.5 |
865.0 |
848.0 |
|
| R2 |
854.5 |
854.5 |
846.5 |
|
| R1 |
849.0 |
849.0 |
845.0 |
851.8 |
| PP |
838.5 |
838.5 |
838.5 |
840.0 |
| S1 |
833.0 |
833.0 |
842.3 |
835.8 |
| S2 |
822.5 |
822.5 |
840.8 |
|
| S3 |
806.5 |
817.0 |
839.3 |
|
| S4 |
790.5 |
801.0 |
834.8 |
|
|
| 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 |
912.0 |
|
2.618 |
886.0 |
|
1.618 |
870.0 |
|
1.000 |
860.0 |
|
0.618 |
854.0 |
|
HIGH |
844.0 |
|
0.618 |
838.0 |
|
0.500 |
836.0 |
|
0.382 |
834.0 |
|
LOW |
828.0 |
|
0.618 |
818.0 |
|
1.000 |
812.0 |
|
1.618 |
802.0 |
|
2.618 |
786.0 |
|
4.250 |
760.0 |
|
|
| Fisher Pivots for day following 12-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
841.0 |
842.5 |
| PP |
838.5 |
841.3 |
| S1 |
836.0 |
840.3 |
|