ICE Russell 2000 Mini Future September 2011
| Trading Metrics calculated at close of trading on 20-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
| Open |
830.4 |
826.0 |
-4.4 |
-0.5% |
825.6 |
| High |
832.1 |
828.0 |
-4.1 |
-0.5% |
832.1 |
| Low |
830.4 |
822.3 |
-8.1 |
-1.0% |
810.2 |
| Close |
831.8 |
822.3 |
-9.5 |
-1.1% |
822.3 |
| Range |
1.7 |
5.7 |
4.0 |
235.3% |
21.9 |
| ATR |
9.8 |
9.8 |
0.0 |
-0.2% |
0.0 |
| Volume |
504 |
6 |
-498 |
-98.8% |
581 |
|
| Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
841.3 |
837.5 |
825.5 |
|
| R3 |
835.5 |
831.8 |
823.8 |
|
| R2 |
830.0 |
830.0 |
823.3 |
|
| R1 |
826.0 |
826.0 |
822.8 |
825.3 |
| PP |
824.3 |
824.3 |
824.3 |
823.8 |
| S1 |
820.5 |
820.5 |
821.8 |
819.5 |
| S2 |
818.5 |
818.5 |
821.3 |
|
| S3 |
812.8 |
814.8 |
820.8 |
|
| S4 |
807.0 |
809.0 |
819.3 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
887.3 |
876.8 |
834.3 |
|
| R3 |
865.3 |
854.8 |
828.3 |
|
| R2 |
843.5 |
843.5 |
826.3 |
|
| R1 |
832.8 |
832.8 |
824.3 |
827.3 |
| PP |
821.5 |
821.5 |
821.5 |
818.8 |
| S1 |
811.0 |
811.0 |
820.3 |
805.3 |
| S2 |
799.8 |
799.8 |
818.3 |
|
| S3 |
777.8 |
789.0 |
816.3 |
|
| S4 |
755.8 |
767.3 |
810.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
852.3 |
|
2.618 |
843.0 |
|
1.618 |
837.3 |
|
1.000 |
833.8 |
|
0.618 |
831.5 |
|
HIGH |
828.0 |
|
0.618 |
825.8 |
|
0.500 |
825.3 |
|
0.382 |
824.5 |
|
LOW |
822.3 |
|
0.618 |
818.8 |
|
1.000 |
816.5 |
|
1.618 |
813.0 |
|
2.618 |
807.5 |
|
4.250 |
798.0 |
|
|
| Fisher Pivots for day following 20-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
825.3 |
825.0 |
| PP |
824.3 |
824.3 |
| S1 |
823.3 |
823.3 |
|