ICE Russell 2000 Mini Future September 2011
| Trading Metrics calculated at close of trading on 31-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
| Open |
834.0 |
839.0 |
5.0 |
0.6% |
822.1 |
| High |
834.0 |
846.3 |
12.3 |
1.5% |
835.6 |
| Low |
834.0 |
834.6 |
0.6 |
0.1% |
799.4 |
| Close |
833.4 |
844.6 |
11.2 |
1.3% |
833.4 |
| Range |
0.0 |
11.7 |
11.7 |
|
36.2 |
| ATR |
10.1 |
10.3 |
0.2 |
2.0% |
0.0 |
| Volume |
526 |
5 |
-521 |
-99.0% |
1,033 |
|
| Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
877.0 |
872.5 |
851.0 |
|
| R3 |
865.3 |
860.8 |
847.8 |
|
| R2 |
853.5 |
853.5 |
846.8 |
|
| R1 |
849.0 |
849.0 |
845.8 |
851.3 |
| PP |
841.8 |
841.8 |
841.8 |
843.0 |
| S1 |
837.3 |
837.3 |
843.5 |
839.5 |
| S2 |
830.3 |
830.3 |
842.5 |
|
| S3 |
818.5 |
825.8 |
841.5 |
|
| S4 |
806.8 |
814.0 |
838.3 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
931.5 |
918.5 |
853.3 |
|
| R3 |
895.3 |
882.5 |
843.3 |
|
| R2 |
859.0 |
859.0 |
840.0 |
|
| R1 |
846.3 |
846.3 |
836.8 |
852.5 |
| PP |
822.8 |
822.8 |
822.8 |
826.0 |
| S1 |
810.0 |
810.0 |
830.0 |
816.5 |
| S2 |
786.5 |
786.5 |
826.8 |
|
| S3 |
750.5 |
773.8 |
823.5 |
|
| S4 |
714.3 |
737.5 |
813.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
896.0 |
|
2.618 |
877.0 |
|
1.618 |
865.3 |
|
1.000 |
858.0 |
|
0.618 |
853.5 |
|
HIGH |
846.3 |
|
0.618 |
841.8 |
|
0.500 |
840.5 |
|
0.382 |
839.0 |
|
LOW |
834.5 |
|
0.618 |
827.3 |
|
1.000 |
823.0 |
|
1.618 |
815.8 |
|
2.618 |
804.0 |
|
4.250 |
785.0 |
|
|
| Fisher Pivots for day following 31-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
843.3 |
842.0 |
| PP |
841.8 |
839.8 |
| S1 |
840.5 |
837.3 |
|