ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 29-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2011 |
29-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
822.4 |
817.0 |
-5.4 |
-0.7% |
795.7 |
| High |
827.0 |
828.7 |
1.7 |
0.2% |
830.0 |
| Low |
816.8 |
815.2 |
-1.6 |
-0.2% |
791.7 |
| Close |
817.4 |
827.2 |
9.8 |
1.2% |
821.0 |
| Range |
10.2 |
13.5 |
3.3 |
32.4% |
38.3 |
| ATR |
14.9 |
14.8 |
-0.1 |
-0.7% |
0.0 |
| Volume |
86,806 |
96,676 |
9,870 |
11.4% |
615,956 |
|
| Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
864.3 |
859.3 |
834.5 |
|
| R3 |
850.8 |
845.8 |
831.0 |
|
| R2 |
837.3 |
837.3 |
829.8 |
|
| R1 |
832.3 |
832.3 |
828.5 |
834.8 |
| PP |
823.8 |
823.8 |
823.8 |
825.0 |
| S1 |
818.8 |
818.8 |
826.0 |
821.3 |
| S2 |
810.3 |
810.3 |
824.8 |
|
| S3 |
796.8 |
805.3 |
823.5 |
|
| S4 |
783.3 |
791.8 |
819.8 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
929.3 |
913.3 |
842.0 |
|
| R3 |
890.8 |
875.0 |
831.5 |
|
| R2 |
852.5 |
852.5 |
828.0 |
|
| R1 |
836.8 |
836.8 |
824.5 |
844.8 |
| PP |
814.3 |
814.3 |
814.3 |
818.3 |
| S1 |
798.5 |
798.5 |
817.5 |
806.3 |
| S2 |
776.0 |
776.0 |
814.0 |
|
| S3 |
737.8 |
760.3 |
810.5 |
|
| S4 |
699.3 |
721.8 |
800.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
830.0 |
795.8 |
34.2 |
4.1% |
13.3 |
1.6% |
92% |
False |
False |
114,629 |
| 10 |
830.0 |
774.7 |
55.3 |
6.7% |
14.5 |
1.7% |
95% |
False |
False |
143,301 |
| 20 |
830.0 |
770.2 |
59.8 |
7.2% |
16.3 |
2.0% |
95% |
False |
False |
114,300 |
| 40 |
834.1 |
770.2 |
63.9 |
7.7% |
12.8 |
1.5% |
89% |
False |
False |
57,274 |
| 60 |
834.1 |
764.8 |
69.3 |
8.4% |
11.0 |
1.3% |
90% |
False |
False |
38,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
886.0 |
|
2.618 |
864.0 |
|
1.618 |
850.5 |
|
1.000 |
842.3 |
|
0.618 |
837.0 |
|
HIGH |
828.8 |
|
0.618 |
823.5 |
|
0.500 |
822.0 |
|
0.382 |
820.3 |
|
LOW |
815.3 |
|
0.618 |
806.8 |
|
1.000 |
801.8 |
|
1.618 |
793.3 |
|
2.618 |
779.8 |
|
4.250 |
757.8 |
|
|
| Fisher Pivots for day following 29-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
825.5 |
825.8 |
| PP |
823.8 |
824.0 |
| S1 |
822.0 |
822.5 |
|