ICE Russell 2000 Mini Future September 2011
| Trading Metrics calculated at close of trading on 16-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
| Open |
845.0 |
825.6 |
-19.4 |
-2.3% |
829.6 |
| High |
845.0 |
830.5 |
-14.5 |
-1.7% |
852.3 |
| Low |
830.0 |
816.8 |
-13.2 |
-1.6% |
827.2 |
| Close |
829.6 |
816.3 |
-13.3 |
-1.6% |
829.6 |
| Range |
15.0 |
13.7 |
-1.3 |
-8.7% |
25.1 |
| ATR |
10.1 |
10.4 |
0.3 |
2.5% |
0.0 |
| Volume |
17 |
11 |
-6 |
-35.3% |
120 |
|
| Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
862.3 |
853.0 |
823.8 |
|
| R3 |
848.5 |
839.3 |
820.0 |
|
| R2 |
835.0 |
835.0 |
818.8 |
|
| R1 |
825.5 |
825.5 |
817.5 |
823.5 |
| PP |
821.3 |
821.3 |
821.3 |
820.0 |
| S1 |
812.0 |
812.0 |
815.0 |
809.8 |
| S2 |
807.5 |
807.5 |
813.8 |
|
| S3 |
793.8 |
798.3 |
812.5 |
|
| S4 |
780.0 |
784.5 |
808.8 |
|
|
| 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 |
888.8 |
|
2.618 |
866.3 |
|
1.618 |
852.8 |
|
1.000 |
844.3 |
|
0.618 |
839.0 |
|
HIGH |
830.5 |
|
0.618 |
825.3 |
|
0.500 |
823.8 |
|
0.382 |
822.0 |
|
LOW |
816.8 |
|
0.618 |
808.3 |
|
1.000 |
803.0 |
|
1.618 |
794.8 |
|
2.618 |
781.0 |
|
4.250 |
758.5 |
|
|
| Fisher Pivots for day following 16-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
823.8 |
831.0 |
| PP |
821.3 |
826.0 |
| S1 |
818.8 |
821.3 |
|