ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 10-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
790.3 |
782.8 |
-7.5 |
-0.9% |
784.5 |
| High |
794.2 |
793.0 |
-1.2 |
-0.2% |
800.3 |
| Low |
774.0 |
775.9 |
1.9 |
0.2% |
774.0 |
| Close |
784.7 |
789.6 |
4.9 |
0.6% |
784.7 |
| Range |
20.2 |
17.1 |
-3.1 |
-15.3% |
26.3 |
| ATR |
11.5 |
11.9 |
0.4 |
3.5% |
0.0 |
| Volume |
147,449 |
130,273 |
-17,176 |
-11.6% |
608,466 |
|
| Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
837.5 |
830.8 |
799.0 |
|
| R3 |
820.3 |
813.5 |
794.3 |
|
| R2 |
803.3 |
803.3 |
792.8 |
|
| R1 |
796.5 |
796.5 |
791.3 |
799.8 |
| PP |
786.3 |
786.3 |
786.3 |
788.0 |
| S1 |
779.3 |
779.3 |
788.0 |
782.8 |
| S2 |
769.0 |
769.0 |
786.5 |
|
| S3 |
752.0 |
762.3 |
785.0 |
|
| S4 |
734.8 |
745.3 |
780.3 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
865.3 |
851.3 |
799.3 |
|
| R3 |
839.0 |
825.0 |
792.0 |
|
| R2 |
812.8 |
812.8 |
789.5 |
|
| R1 |
798.8 |
798.8 |
787.0 |
805.8 |
| PP |
786.3 |
786.3 |
786.3 |
789.8 |
| S1 |
772.3 |
772.3 |
782.3 |
779.3 |
| S2 |
760.0 |
760.0 |
780.0 |
|
| S3 |
733.8 |
746.0 |
777.5 |
|
| S4 |
707.5 |
719.8 |
770.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
799.0 |
774.0 |
25.0 |
3.2% |
17.5 |
2.2% |
62% |
False |
False |
125,828 |
| 10 |
800.3 |
774.0 |
26.3 |
3.3% |
13.0 |
1.6% |
59% |
False |
False |
92,331 |
| 20 |
800.3 |
765.1 |
35.2 |
4.5% |
10.8 |
1.4% |
70% |
False |
False |
99,026 |
| 40 |
800.3 |
698.7 |
101.6 |
12.9% |
10.5 |
1.3% |
89% |
False |
False |
57,069 |
| 60 |
800.3 |
688.1 |
112.2 |
14.2% |
9.5 |
1.2% |
90% |
False |
False |
38,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
865.8 |
|
2.618 |
837.8 |
|
1.618 |
820.8 |
|
1.000 |
810.0 |
|
0.618 |
803.5 |
|
HIGH |
793.0 |
|
0.618 |
786.5 |
|
0.500 |
784.5 |
|
0.382 |
782.5 |
|
LOW |
776.0 |
|
0.618 |
765.3 |
|
1.000 |
758.8 |
|
1.618 |
748.3 |
|
2.618 |
731.3 |
|
4.250 |
703.3 |
|
|
| Fisher Pivots for day following 10-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
788.0 |
788.3 |
| PP |
786.3 |
786.8 |
| S1 |
784.5 |
785.5 |
|