ICE Russell 2000 Mini Future September 2011
| Trading Metrics calculated at close of trading on 18-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
| Open |
815.0 |
818.0 |
3.0 |
0.4% |
829.6 |
| High |
817.6 |
830.0 |
12.4 |
1.5% |
852.3 |
| Low |
810.2 |
818.0 |
7.8 |
1.0% |
827.2 |
| Close |
816.5 |
830.1 |
13.6 |
1.7% |
829.6 |
| Range |
7.4 |
12.0 |
4.6 |
62.2% |
25.1 |
| ATR |
10.2 |
10.4 |
0.2 |
2.3% |
0.0 |
| Volume |
22 |
38 |
16 |
72.7% |
120 |
|
| Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
862.0 |
858.0 |
836.8 |
|
| R3 |
850.0 |
846.0 |
833.5 |
|
| R2 |
838.0 |
838.0 |
832.3 |
|
| R1 |
834.0 |
834.0 |
831.3 |
836.0 |
| PP |
826.0 |
826.0 |
826.0 |
827.0 |
| S1 |
822.0 |
822.0 |
829.0 |
824.0 |
| S2 |
814.0 |
814.0 |
828.0 |
|
| S3 |
802.0 |
810.0 |
826.8 |
|
| S4 |
790.0 |
798.0 |
823.5 |
|
|
| 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 |
881.0 |
|
2.618 |
861.5 |
|
1.618 |
849.5 |
|
1.000 |
842.0 |
|
0.618 |
837.5 |
|
HIGH |
830.0 |
|
0.618 |
825.5 |
|
0.500 |
824.0 |
|
0.382 |
822.5 |
|
LOW |
818.0 |
|
0.618 |
810.5 |
|
1.000 |
806.0 |
|
1.618 |
798.5 |
|
2.618 |
786.5 |
|
4.250 |
767.0 |
|
|
| Fisher Pivots for day following 18-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
828.0 |
826.8 |
| PP |
826.0 |
823.5 |
| S1 |
824.0 |
820.3 |
|