ICE Russell 2000 Mini Future September 2011
| Trading Metrics calculated at close of trading on 26-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2011 |
26-May-2011 |
Change |
Change % |
Previous Week |
| Open |
800.2 |
818.2 |
18.0 |
2.2% |
825.6 |
| High |
818.7 |
829.0 |
10.3 |
1.3% |
832.1 |
| Low |
799.4 |
813.4 |
14.0 |
1.8% |
810.2 |
| Close |
815.1 |
828.6 |
13.5 |
1.7% |
822.3 |
| Range |
19.3 |
15.6 |
-3.7 |
-19.2% |
21.9 |
| ATR |
10.7 |
11.0 |
0.4 |
3.3% |
0.0 |
| Volume |
291 |
401 |
110 |
37.8% |
581 |
|
| Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
870.5 |
865.3 |
837.3 |
|
| R3 |
854.8 |
849.5 |
833.0 |
|
| R2 |
839.3 |
839.3 |
831.5 |
|
| R1 |
834.0 |
834.0 |
830.0 |
836.5 |
| PP |
823.8 |
823.8 |
823.8 |
825.0 |
| S1 |
818.3 |
818.3 |
827.3 |
821.0 |
| S2 |
808.0 |
808.0 |
825.8 |
|
| S3 |
792.5 |
802.8 |
824.3 |
|
| S4 |
776.8 |
787.3 |
820.0 |
|
|
| 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 |
895.3 |
|
2.618 |
869.8 |
|
1.618 |
854.3 |
|
1.000 |
844.5 |
|
0.618 |
838.8 |
|
HIGH |
829.0 |
|
0.618 |
823.0 |
|
0.500 |
821.3 |
|
0.382 |
819.3 |
|
LOW |
813.5 |
|
0.618 |
803.8 |
|
1.000 |
797.8 |
|
1.618 |
788.3 |
|
2.618 |
772.5 |
|
4.250 |
747.0 |
|
|
| Fisher Pivots for day following 26-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
826.3 |
823.8 |
| PP |
823.8 |
819.0 |
| S1 |
821.3 |
814.3 |
|