ICE Russell 2000 Mini Future September 2011
| Trading Metrics calculated at close of trading on 17-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
| Open |
825.6 |
815.0 |
-10.6 |
-1.3% |
829.6 |
| High |
830.5 |
817.6 |
-12.9 |
-1.6% |
852.3 |
| Low |
816.8 |
810.2 |
-6.6 |
-0.8% |
827.2 |
| Close |
816.3 |
816.5 |
0.2 |
0.0% |
829.6 |
| Range |
13.7 |
7.4 |
-6.3 |
-46.0% |
25.1 |
| ATR |
10.4 |
10.2 |
-0.2 |
-2.1% |
0.0 |
| Volume |
11 |
22 |
11 |
100.0% |
120 |
|
| Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
837.0 |
834.3 |
820.5 |
|
| R3 |
829.5 |
826.8 |
818.5 |
|
| R2 |
822.3 |
822.3 |
817.8 |
|
| R1 |
819.3 |
819.3 |
817.3 |
820.8 |
| PP |
814.8 |
814.8 |
814.8 |
815.5 |
| S1 |
812.0 |
812.0 |
815.8 |
813.3 |
| S2 |
807.3 |
807.3 |
815.3 |
|
| S3 |
800.0 |
804.5 |
814.5 |
|
| S4 |
792.5 |
797.3 |
812.5 |
|
|
| 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 |
849.0 |
|
2.618 |
837.0 |
|
1.618 |
829.5 |
|
1.000 |
825.0 |
|
0.618 |
822.3 |
|
HIGH |
817.5 |
|
0.618 |
814.8 |
|
0.500 |
814.0 |
|
0.382 |
813.0 |
|
LOW |
810.3 |
|
0.618 |
805.8 |
|
1.000 |
802.8 |
|
1.618 |
798.3 |
|
2.618 |
790.8 |
|
4.250 |
778.8 |
|
|
| Fisher Pivots for day following 17-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
815.8 |
827.5 |
| PP |
814.8 |
824.0 |
| S1 |
814.0 |
820.3 |
|