ICE Russell 2000 Mini Future December 2011
| Trading Metrics calculated at close of trading on 21-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
823.0 |
836.0 |
13.0 |
1.6% |
827.5 |
| High |
823.0 |
836.5 |
13.5 |
1.6% |
835.0 |
| Low |
823.0 |
834.3 |
11.3 |
1.4% |
818.9 |
| Close |
826.2 |
837.1 |
10.9 |
1.3% |
825.1 |
| Range |
0.0 |
2.2 |
2.2 |
|
16.1 |
| ATR |
8.5 |
8.7 |
0.1 |
1.5% |
0.0 |
| Volume |
2 |
43 |
41 |
2,050.0% |
41 |
|
| Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
842.5 |
842.0 |
838.3 |
|
| R3 |
840.3 |
839.8 |
837.8 |
|
| R2 |
838.3 |
838.3 |
837.5 |
|
| R1 |
837.8 |
837.8 |
837.3 |
838.0 |
| PP |
836.0 |
836.0 |
836.0 |
836.0 |
| S1 |
835.5 |
835.5 |
837.0 |
835.8 |
| S2 |
833.8 |
833.8 |
836.8 |
|
| S3 |
831.5 |
833.3 |
836.5 |
|
| S4 |
829.3 |
831.0 |
836.0 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
874.8 |
866.0 |
834.0 |
|
| R3 |
858.5 |
849.8 |
829.5 |
|
| R2 |
842.5 |
842.5 |
828.0 |
|
| R1 |
833.8 |
833.8 |
826.5 |
830.0 |
| PP |
826.3 |
826.3 |
826.3 |
824.5 |
| S1 |
817.8 |
817.8 |
823.5 |
814.0 |
| S2 |
810.3 |
810.3 |
822.3 |
|
| S3 |
794.3 |
801.5 |
820.8 |
|
| S4 |
778.0 |
785.5 |
816.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
845.8 |
|
2.618 |
842.3 |
|
1.618 |
840.0 |
|
1.000 |
838.8 |
|
0.618 |
837.8 |
|
HIGH |
836.5 |
|
0.618 |
835.8 |
|
0.500 |
835.5 |
|
0.382 |
835.3 |
|
LOW |
834.3 |
|
0.618 |
833.0 |
|
1.000 |
832.0 |
|
1.618 |
830.8 |
|
2.618 |
828.5 |
|
4.250 |
825.0 |
|
|
| Fisher Pivots for day following 21-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
836.5 |
834.8 |
| PP |
836.0 |
832.3 |
| S1 |
835.5 |
829.8 |
|