ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 18-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
778.8 |
780.7 |
1.9 |
0.2% |
793.1 |
| High |
792.6 |
793.0 |
0.4 |
0.1% |
800.6 |
| Low |
776.0 |
780.0 |
4.0 |
0.5% |
770.2 |
| Close |
781.5 |
792.4 |
10.9 |
1.4% |
792.4 |
| Range |
16.6 |
13.0 |
-3.6 |
-21.7% |
30.4 |
| ATR |
15.8 |
15.6 |
-0.2 |
-1.3% |
0.0 |
| Volume |
158,402 |
133,853 |
-24,549 |
-15.5% |
1,088,069 |
|
| Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
827.5 |
823.0 |
799.5 |
|
| R3 |
814.5 |
810.0 |
796.0 |
|
| R2 |
801.5 |
801.5 |
794.8 |
|
| R1 |
797.0 |
797.0 |
793.5 |
799.3 |
| PP |
788.5 |
788.5 |
788.5 |
789.5 |
| S1 |
784.0 |
784.0 |
791.3 |
786.3 |
| S2 |
775.5 |
775.5 |
790.0 |
|
| S3 |
762.5 |
771.0 |
788.8 |
|
| S4 |
749.5 |
758.0 |
785.3 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
879.0 |
866.0 |
809.0 |
|
| R3 |
848.5 |
835.8 |
800.8 |
|
| R2 |
818.3 |
818.3 |
798.0 |
|
| R1 |
805.3 |
805.3 |
795.3 |
796.5 |
| PP |
787.8 |
787.8 |
787.8 |
783.3 |
| S1 |
774.8 |
774.8 |
789.5 |
766.0 |
| S2 |
757.3 |
757.3 |
786.8 |
|
| S3 |
727.0 |
744.5 |
784.0 |
|
| S4 |
696.5 |
714.0 |
775.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
800.6 |
770.2 |
30.4 |
3.8% |
17.5 |
2.2% |
73% |
False |
False |
217,613 |
| 10 |
826.7 |
770.2 |
56.5 |
7.1% |
18.8 |
2.4% |
39% |
False |
False |
148,570 |
| 20 |
832.7 |
770.2 |
62.5 |
7.9% |
17.3 |
2.2% |
36% |
False |
False |
74,456 |
| 40 |
834.1 |
764.8 |
69.3 |
8.7% |
12.3 |
1.5% |
40% |
False |
False |
37,300 |
| 60 |
834.1 |
764.8 |
69.3 |
8.7% |
9.8 |
1.2% |
40% |
False |
False |
24,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
848.3 |
|
2.618 |
827.0 |
|
1.618 |
814.0 |
|
1.000 |
806.0 |
|
0.618 |
801.0 |
|
HIGH |
793.0 |
|
0.618 |
788.0 |
|
0.500 |
786.5 |
|
0.382 |
785.0 |
|
LOW |
780.0 |
|
0.618 |
772.0 |
|
1.000 |
767.0 |
|
1.618 |
759.0 |
|
2.618 |
746.0 |
|
4.250 |
724.8 |
|
|
| Fisher Pivots for day following 18-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
790.5 |
789.8 |
| PP |
788.5 |
787.0 |
| S1 |
786.5 |
784.3 |
|