ICE Russell 2000 Mini Future September 2011
| Trading Metrics calculated at close of trading on 13-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
| Open |
828.0 |
845.0 |
17.0 |
2.1% |
829.6 |
| High |
844.0 |
845.0 |
1.0 |
0.1% |
852.3 |
| Low |
828.0 |
830.0 |
2.0 |
0.2% |
827.2 |
| Close |
843.6 |
829.6 |
-14.0 |
-1.7% |
829.6 |
| Range |
16.0 |
15.0 |
-1.0 |
-6.3% |
25.1 |
| ATR |
9.8 |
10.1 |
0.4 |
3.8% |
0.0 |
| Volume |
26 |
17 |
-9 |
-34.6% |
120 |
|
| Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
879.8 |
869.8 |
837.8 |
|
| R3 |
864.8 |
854.8 |
833.8 |
|
| R2 |
849.8 |
849.8 |
832.3 |
|
| R1 |
839.8 |
839.8 |
831.0 |
837.3 |
| PP |
834.8 |
834.8 |
834.8 |
833.8 |
| S1 |
824.8 |
824.8 |
828.3 |
822.3 |
| S2 |
819.8 |
819.8 |
826.8 |
|
| S3 |
804.8 |
809.8 |
825.5 |
|
| S4 |
789.8 |
794.8 |
821.3 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
911.8 |
895.8 |
843.5 |
|
| R3 |
886.5 |
870.8 |
836.5 |
|
| R2 |
861.5 |
861.5 |
834.3 |
|
| R1 |
845.5 |
845.5 |
832.0 |
842.3 |
| PP |
836.3 |
836.3 |
836.3 |
834.8 |
| S1 |
820.5 |
820.5 |
827.3 |
817.0 |
| S2 |
811.3 |
811.3 |
825.0 |
|
| S3 |
786.3 |
795.3 |
822.8 |
|
| S4 |
761.0 |
770.3 |
815.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
908.8 |
|
2.618 |
884.3 |
|
1.618 |
869.3 |
|
1.000 |
860.0 |
|
0.618 |
854.3 |
|
HIGH |
845.0 |
|
0.618 |
839.3 |
|
0.500 |
837.5 |
|
0.382 |
835.8 |
|
LOW |
830.0 |
|
0.618 |
820.8 |
|
1.000 |
815.0 |
|
1.618 |
805.8 |
|
2.618 |
790.8 |
|
4.250 |
766.3 |
|
|
| Fisher Pivots for day following 13-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
837.5 |
840.3 |
| PP |
834.8 |
836.8 |
| S1 |
832.3 |
833.0 |
|